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subject:"Großbritannien"
subject:"Time series analysis"
~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:"Leybourne, Stephen James"
~person:"Lucas, André"
~person:"Maasoumi, Esfandiar"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"USA"
~subject:"Welt"
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Großbritannien
Time series analysis
USA
Welt
Theorie
54
Theory
54
Zeitreihenanalyse
22
Estimation
11
Schätzung
11
Einheitswurzeltest
10
Unit root test
10
Forecasting model
9
Prognoseverfahren
9
Estimation theory
8
Schätztheorie
8
Volatility
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Volatilität
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Börsenkurs
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Share price
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United States
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Econometrics
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Capital income
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Strukturbruch
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Cointegration
3
Economics of information
3
Entropie
3
Entropy
3
Impact assessment
3
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1
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25
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Leybourne, Stephen James
Lucas, André
Maasoumi, Esfandiar
Proietti, Tommaso
Swanson, Norman R.
Franses, Philip Hans
10
Taylor, Robert
9
Phillips, Peter C. B.
8
Hinich, Melvin J.
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Granger, C. W. J.
5
Harvey, David I.
5
Kilian, Lutz
5
Andreou, Elena
4
Cubadda, Gianluca
4
Dijk, Dick van
4
Maddala, Gangadharrao S.
4
Morley, James C.
4
Osborn, Denise R.
4
Bordignon, Silvano
3
Dagum, Estela Bee
3
Gil-Alaña, Luis A.
3
Jawadi, Fredj
3
Kapetanios, George
3
Kim, Chang-jin
3
Lee, Tae-hwy
3
McAleer, Michael
3
Moon, Hyungsik Roger
3
Pesaran, M. Hashem
3
Tzavalis, Elias
3
Urbain, Jean-Pierre
3
Zellner, Arnold
3
Zivot, Eric
3
Asai, Manabu
2
Ashley, Richard A.
2
Astill, Sam
2
Audrino, Francesco
2
Banerjee, Anindya
2
Barnett, William A.
2
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Conference on the Econometrics of Economic Policy <1995, Fiesole>
1
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Econometric reviews
Journal of empirical finance
Macroeconomic dynamics
Oxford bulletin of economics and statistics
Discussion paper / Tinbergen Institute
32
Journal of econometrics
20
Working papers / Rutgers University, Department of Economics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
International journal of forecasting
13
Discussion paper / Department of Economics, University of California San Diego
11
Working paper / National Bureau of Economic Research, Inc.
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
Applied economics
4
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
NBER Working Paper
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4
CREATES research paper
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Econometric theory
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The econometrics journal
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3
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3
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 of interdisciplinary research project 373
2
EERI research paper series
2
Econometrics : open access journal
2
Economics discussion papers
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic surveys
2
Journal of forecasting
2
Journal of monetary economics
2
Journal of time series econometrics
2
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ECONIS (ZBW)
25
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1
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:
2
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:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
4
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:
5
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
6
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
7
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:
8
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:
9
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:
10
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:
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