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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Lucas, André"
~person:"Maasoumi, Esfandiar"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"Börsenkurs"
~subject:"USA"
~subject:"Welt"
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Großbritannien
Time series analysis
Börsenkurs
USA
Welt
Theorie
59
Theory
59
Zeitreihenanalyse
25
Estimation
13
Forecasting model
13
Prognoseverfahren
13
Schätzung
13
United States
11
Estimation theory
10
Schätztheorie
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Bootstrap-Verfahren
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Economics of information
3
Entropie
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Entropy
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3
Informationsökonomik
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Portfolio selection
3
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Lucas, André
Maasoumi, Esfandiar
Proietti, Tommaso
Swanson, Norman R.
Granger, C. W. J.
21
Franses, Philip Hans
12
Taylor, Robert
10
Timmermann, Allan
9
Phillips, Peter C. B.
8
Harvey, David I.
7
Leybourne, Stephen James
7
Den Haan, Wouter J.
6
Hinich, Melvin J.
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Kilian, Lutz
5
Andreou, Elena
4
Cubadda, Gianluca
4
Dijk, Dick van
4
Hamilton, James D.
4
Hyung, Namwon
4
Maddala, Gangadharrao S.
4
McAleer, Michael
4
Morley, James C.
4
Osborn, Denise R.
4
Pesaran, M. Hashem
4
Teräsvirta, Timo
4
White, Halbert
4
Bordignon, Silvano
3
Dagum, Estela Bee
3
Gil-Alaña, Luis A.
3
Gospodinov, Nikolaj
3
Hafner, Christian M.
3
Herwartz, Helmut
3
Jawadi, Fredj
3
Kapetanios, George
3
Kim, Chang-jin
3
Lee, Gary G. J.
3
Lee, Tae-hwy
3
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Conference on the Econometrics of Economic Policy <1995, Fiesole>
1
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Discussion paper / Department of Economics, University of California San Diego
Econometric reviews
Journal of empirical finance
Macroeconomic dynamics
Oxford bulletin of economics and statistics
Discussion paper / Tinbergen Institute
33
Working papers / Rutgers University, Department of Economics
20
Journal of econometrics
19
International journal of forecasting
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
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10
CEIS Working Paper
8
Department of Economics discussion paper series / University of Oxford
7
Journal of applied econometrics
6
Advanced texts in econometrics
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Working paper series / University of Zurich, Department of Economics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
EERI research paper series
2
Econometrics : open access journal
2
Economics discussion papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic surveys
2
Journal of monetary economics
2
Oxford review of economic policy
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Research paper / University of Melbourne, Department of Economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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ECONIS (ZBW)
34
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1
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
2
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
3
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Saved in:
4
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
5
Peter Schmidt : econometrician and consummate professional
Maasoumi, Esfandiar
;
Sickles, Robin C.
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011794533
Saved in:
6
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
Saved in:
7
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
8
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
9
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
10
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
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