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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Economics letters"
~person:"Bewley, Ronald A."
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~person:"Österholm, Pär"
~subject:"Economic indicator"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"USA"
~subject:"locally stationary process"
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Economic indicator
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Time series analysis
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Bewley, Ronald A.
Linton, Oliver
Pesaran, M. Hashem
Robinson, Peter M.
Zaffaroni, Paolo
Österholm, Pär
Franses, Philip Hans
10
Hecq, Alain W. J.
6
Abadir, Karim Maher
5
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Chen, Zhanshou
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Lee, Oesook
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Discussion paper series / LSE Financial Markets Group
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ECONIS (ZBW)
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
3
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
4
Fat tails in leading indicators
Kiss, Tamás
;
Österholm, Pär
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
Saved in:
5
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia
;
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
-
2015
Persistent link: https://www.econbiz.de/10011411616
Saved in:
6
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
7
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
8
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
9
Generalized impulse response analysis in linear multivariate models
Pesaran, M. Hashem
- In:
Economics letters
58
(
1998
)
1
,
pp. 17-29
Persistent link: https://www.econbiz.de/10001233152
Saved in:
10
On cointegration tests for VAR models with drift
Yang, Minxian
- In:
Economics letters
51
(
1996
)
1
,
pp. 45-50
Persistent link: https://www.econbiz.de/10001199684
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