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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"He, Changli"
~person:"Hendry, David F."
~person:"Lucas, André"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"USA"
~subject:"Welt"
~type_genre:"Article in journal"
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Großbritannien
Time series analysis
USA
Welt
Theorie
28
Theory
28
Zeitreihenanalyse
15
United States
6
Einheitswurzeltest
5
Estimation theory
5
Modellierung
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5
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Cavaliere, Giuseppe
Engle, Robert F.
Franses, Philip Hans
He, Changli
Hendry, David F.
Lucas, André
Proietti, Tommaso
Swanson, Norman R.
Hinich, Melvin J.
6
Spanos, Aris
6
Kilian, Lutz
5
Phillips, Peter C. B.
5
Taylor, Robert
5
Andreou, Elena
4
Maasoumi, Esfandiar
4
Morley, James C.
4
Psaradakis, Zacharias G.
4
Bordignon, Silvano
3
Dagum, Estela Bee
3
Dijk, Dick van
3
Jawadi, Fredj
3
Kim, Chang-jin
3
McAleer, Michael
3
Zellner, Arnold
3
Asai, Manabu
2
Ashley, Richard A.
2
Audrino, Francesco
2
Barnett, William A.
2
Chan, Joshua
2
Chauvet, Marcelle
2
Di Bartolomeo, Giovanni
2
Gallant, A. Ronald
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Ghysels, Eric
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Granger, C. W. J.
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2
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2
Hodgson, Douglas J.
2
Johansen, Søren
2
Jones, Barry E.
2
Kapetanios, George
2
Khan, Aubhik
2
Kočenda, Evžen
2
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Econometric reviews
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Journal of econometrics
22
International journal of forecasting
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Economics letters
10
Journal of applied econometrics
7
Journal of forecasting
7
Oxford bulletin of economics and statistics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of economic surveys
5
Econometric theory
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
The review of economics and statistics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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2
Econometrics : open access journal
2
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Journal of empirical finance
2
Journal of macroeconomics
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2
Oxford review of economic policy
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The econometrics journal
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial economics
1
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1
Journal of international money and finance
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ECONIS (ZBW)
19
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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
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:
4
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:
5
Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
He, Changli
;
Sandberg, Rickard
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 34-59
Persistent link: https://www.econbiz.de/10009515974
Saved in:
6
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
Saved in:
7
On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
Saved in:
8
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
;
Teräsvirta, Timo
;
González, Andrés
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
Saved in:
9
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
10
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
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