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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Lucas, André"
~subject:"Bootstrap approach"
~subject:"Econometrics"
~subject:"Statistical theory"
~subject:"Zeitreihenanalyse"
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Großbritannien
Time series analysis
Bootstrap approach
Econometrics
Statistical theory
Zeitreihenanalyse
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8
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8
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3
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3
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Lucas, André
Phillips, Peter C. B.
22
Andrews, Donald W. K.
13
Franses, Philip Hans
10
Makridakis, Spyros G.
10
Taylor, Robert
10
Hyndman, Rob J.
9
Assimakopoulos, V.
8
Koopman, Siem Jan
8
Proietti, Tommaso
8
Spiliotis, Evangelos
8
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8
Maasoumi, Esfandiar
7
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6
Hendry, David F.
6
Kilian, Lutz
6
Koehler, Anne B.
6
Li, Qi
6
Ruiz, Esther
6
Spanos, Aris
6
Geweke, John
5
González-Rivera, Gloria
5
Hansen, Bruce E.
5
Marcellino, Massimiliano
5
Martin, Gael M.
5
Park, Joon Y.
5
Petropoulos, Fotios
5
Ploberger, Werner
5
Renault, Eric
5
Robinson, Peter M.
5
Romano, Joseph P.
5
Thomakos, Dimitrios D.
5
Andreou, Elena
4
Cavaliere, Giuseppe
4
Clements, Michael P.
4
Cribari-Neto, Francisco
4
Dijk, Dick van
4
Dijk, Herman K. van
4
Gospodinov, Nikolaj
4
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4
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of forecasting
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
28
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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DNB working paper
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Econometric theory
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Global COE Hi-Stat discussion paper series
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Reihe Quantitative Ökonomie : Ökon
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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The review of economics and statistics
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ECONIS (ZBW)
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1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
5
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:
6
Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
Saved in:
7
Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
Saved in:
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