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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Hinich, Melvin J."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"Phillips, Peter C. B."
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"ARCH-Modell"
~subject:"Einheitswurzeltest"
~subject:"Statistischer Test"
~subject:"Volatility"
~subject:"Welt"
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Großbritannien
Time series analysis
ARCH-Modell
Einheitswurzeltest
Statistischer Test
Volatility
Welt
Theorie
59
Theory
59
Zeitreihenanalyse
26
Estimation
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Hinich, Melvin J.
Hodgson, Douglas J.
Lucas, André
Phillips, Peter C. B.
Proietti, Tommaso
Swanson, Norman R.
McAleer, Michael
11
Franses, Philip Hans
10
Wolf, Michael
10
Pesaran, M. Hashem
9
Ledoit, Olivier
8
Psaradakis, Zacharias G.
7
Taylor, Robert
7
Clark, Todd E.
6
De Nard, Gianluca
6
Kilian, Lutz
6
Spanos, Aris
6
Andreou, Elena
5
Clements, Michael P.
5
Ghysels, Eric
5
Hafner, Christian M.
5
Kapetanios, George
5
Koopman, Siem Jan
5
Asai, Manabu
4
Baltagi, Badi H.
4
De Peretti, Philippe
4
Hall, Stephen G.
4
Maasoumi, Esfandiar
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MacKinnon, James G.
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Marcellino, Massimiliano
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Morley, James C.
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Osborn, Denise R.
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Rombouts, Jeroen V. K.
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Westerlund, Joakim
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Barnett, William A.
3
Bollerslev, Tim
3
Bordignon, Silvano
3
Caporin, Massimiliano
3
Carriero, Andrea
3
Chan, Joshua
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Econometric reviews
Journal of applied econometrics
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Cowles Foundation discussion paper
62
Journal of econometrics
41
Discussion paper / Tinbergen Institute
38
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21
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Oxford bulletin of economics and statistics
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers / Department of Economics, University of California San Diego
2
Discussion papers of interdisciplinary research project 373
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EERI research paper series
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ECONIS (ZBW)
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41
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
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42
Testing the Lucas critique : a review
Favero, Carlo A.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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