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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:"Hendry, David F."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Unit root test"
~subject:"Welt"
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Großbritannien
Time series analysis
ARCH model
ARCH-Modell
Börsenkurs
Estimation
Unit root test
Welt
Theorie
37
Theory
37
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Portfolio selection
7
Portfolio-Management
7
Correlation
6
Estimation theory
6
Korrelation
6
Schätztheorie
6
Stochastic process
6
Stochastischer Prozess
6
Capital income
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Einheitswurzeltest
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Kapitaleinkommen
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Markowitz portfolio selection
5
Multivariate Analyse
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Multivariate analysis
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Schätzung
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Statistical test
5
Statistischer Test
5
USA
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United States
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nonlinear shrinkage
5
Analysis of variance
4
Share price
4
Varianzanalyse
4
Aktienmarkt
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Dynamic conditional correlations
3
Forecasting model
3
GARCH
3
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21
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English
28
Author
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Hodgson, Douglas J.
Lucas, André
McAleer, Michael
Proietti, Tommaso
Swanson, Norman R.
Ledoit, Olivier
8
Wolf, Michael
8
Taylor, Robert
7
De Nard, Gianluca
6
Hinich, Melvin J.
6
Kilian, Lutz
6
Spanos, Aris
6
Franses, Philip Hans
5
Maasoumi, Esfandiar
5
Phillips, Peter C. B.
5
Serletis, Apostolos
5
Andreou, Elena
4
Morley, James C.
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
Caporin, Massimiliano
3
Chan, Joshua
3
Chang, Yoosoon
3
Dagum, Estela Bee
3
Hafner, Christian M.
3
Harvey, David I.
3
Herwartz, Helmut
3
Jawadi, Fredj
3
Jones, Barry E.
3
Kim, Chang-jin
3
Kumbhakar, Subal
3
Leybourne, Stephen James
3
Maddala, Gangadharrao S.
3
Park, Joon Y.
3
Sickles, Robin C.
3
Westerlund, Joakim
3
Xu, Libo
3
Afonso, Oscar
2
Anyfantaki, Sofia
2
Asai, Manabu
2
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Econometric reviews
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Discussion paper / Tinbergen Institute
44
Journal of econometrics
22
Working papers / Rutgers University, Department of Economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Discussion paper / Department of Economics, University of California San Diego
13
International journal of forecasting
13
Working paper
13
Econometric Institute research papers
12
Working paper / National Bureau of Economic Research, Inc.
11
Journal of applied econometrics
10
CEIS Working Paper
8
Discussion paper / Institute of Social and Economic Research
8
Department of Economics discussion paper series / University of Oxford
7
Econometric theory
7
Journal of economic surveys
7
Advanced texts in econometrics
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
The econometrics journal
5
CREATES research paper
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
Econometrics : open access journal
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
NBER Working Paper
4
NBER working paper series
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Applied financial economics
3
Economics letters
3
Oxford bulletin of economics and statistics
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Working paper series / European Central Bank
3
Contributions to financial econometrics : theoretical and practical issues
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
EUI working paper / ECO
2
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ECONIS (ZBW)
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21
Unit root tests under time-varying variances
Cavaliere, Giuseppe
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 259-292
Persistent link: https://www.econbiz.de/10002263235
Saved in:
22
Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Ling, Shiqing
;
Li, Wai Keung
;
McAleer, Michael
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001761653
Saved in:
23
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 175-206
Persistent link: https://www.econbiz.de/10001483703
Saved in:
24
Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Chao, John C.
;
Swanson, Norman R.
- In:
Macroeconomic dynamics
4
(
2000
)
1
,
pp. 42-72
Persistent link: https://www.econbiz.de/10001497768
Saved in:
25
On the interactions of unit roots and exogeneity
Hendry, David F.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 385-419
Persistent link: https://www.econbiz.de/10001189080
Saved in:
26
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
27
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:
28
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
Saved in:
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