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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"
~person:"Gospodinov, Nikolaj"
~subject:"Bootstrap approach"
~subject:"Econometrics"
~subject:"Statistical test"
~subject:"Statistische Methodenlehre"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Großbritannien
Time series analysis
Bootstrap approach
Econometrics
Statistical test
Statistische Methodenlehre
Zeitreihenanalyse
Theorie
4
Theory
4
Method of moments
2
Momentenmethode
2
ARCH model
1
ARCH-Modell
1
Asset pricing
1
Bootstrap-Verfahren
1
CAPM
1
Capital income
1
Copula
1
Decomposition method
1
Dekompositionsverfahren
1
Einheitswurzeltest
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Kapitaleinkommen
1
Martingal
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Martingale
1
Modellierung
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Multivariate Analyse
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Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Scientific modelling
1
Statistical inference
1
Unit root test
1
Volatility
1
Volatilität
1
continuously updated GMM
1
dependence
1
model misspecification
1
multiplicative components
1
multivariate decomposition
1
rank test
1
reduced-rank models
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Gospodinov, Nikolaj
Phillips, Peter C. B.
21
Andrews, Donald W. K.
16
Taylor, Robert
9
White, Halbert
8
Dufour, Jean-Marie
7
Maasoumi, Esfandiar
7
Kilian, Lutz
6
Li, Qi
6
Spanos, Aris
6
Cavaliere, Giuseppe
5
Geweke, John
5
Hansen, Bruce E.
5
Hong, Yongmiao
5
Kiefer, Nicholas Maximilian
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Ploberger, Werner
5
Psaradakis, Zacharias G.
5
Robinson, Peter M.
5
Stock, James H.
5
Andreou, Elena
4
Bai, Jushan
4
Baltagi, Badi H.
4
Davidson, Russell
4
Franses, Philip Hans
4
Godfrey, L. G.
4
Lütkepohl, Helmut
4
Nelson, Daniel B.
4
Orme, Chris D.
4
Bierens, Herman J.
3
Bollerslev, Tim
3
Caner, Mehmet
3
Chu, Chia-shang James
3
Cribari-Neto, Francisco
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Donald, Stephen G.
3
Engle, Robert F.
3
Granger, C. W. J.
3
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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
Journal of econometrics
3
Econometric theory
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
3
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1
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
2
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
3
Bootstrap unit root tests in models with GARCH (1,1) errors
Gospodinov, Nikolaj
;
Tao, Ye
- In:
Econometric reviews
30
(
2011
)
4
,
pp. 379-405
Persistent link: https://www.econbiz.de/10009130266
Saved in:
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