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~accessRights:"restricted"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Statistische Methodenlehre"
~subject:"Zeitreihenanalyse"
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Finanzkrise
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Statistische Methodenlehre
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McAleer, Michael
Phillips, Peter C. B.
Gupta, Rangan
43
Marcellino, Massimiliano
33
Carriero, Andrea
21
Clark, Todd E.
18
Huber, Florian
18
Koop, Gary
16
Taylor, Robert
15
Chan, Joshua
13
Wang, Yudong
13
Balcilar, Mehmet
12
Eckstein, Peter P.
12
Gil-Alaña, Luis A.
12
Bekiros, Stelios
11
Demetrescu, Matei
11
Kapetanios, George
11
Poon, Aubrey
11
Rossi, Barbara
11
Linton, Oliver
10
Ravazzolo, Francesco
10
Teräsvirta, Timo
10
Tsionas, Efthymios G.
10
Wohar, Mark E.
10
Cai, Zongwu
9
Cavaliere, Giuseppe
9
Ghysels, Eric
9
Li, Jia
9
Nonejad, Nima
9
Perron, Pierre
9
Schorfheide, Frank
9
Bourier, Günther
8
Chang, Tsangyao
8
Gao, Jiti
8
Hounyo, Ulrich
8
Pierdzioch, Christian
8
Sibbertsen, Philipp
8
Todorov, Viktor
8
Wang, Shouyang
8
Wied, Dominik
8
Zhu, Ke
8
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6
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1
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1
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1
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1
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1
Journal of financial econometrics
1
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Non-parametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011931167
Saved in:
5
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
6
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
7
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
8
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
9
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
10
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
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