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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~person:"Bewley, Ronald A."
~person:"Kilian, Lutz"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~person:"Österholm, Pär"
~subject:"Economic indicator"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Bewley, Ronald A.
Kilian, Lutz
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Robinson, Peter M.
Zaffaroni, Paolo
Österholm, Pär
Franses, Philip Hans
13
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9
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23
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ECONIS (ZBW)
16
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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
Finite sample performance in cointegration analysis of nonlinear time series with long memory
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 268-297
Persistent link: https://www.econbiz.de/10003761229
Saved in:
6
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
7
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
;
Kilian, Lutz
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 371-402
Persistent link: https://www.econbiz.de/10002514260
Saved in:
8
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
Saved in:
9
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
10
Recent developments in bootstrapping time series
Berkowitz, Jeremy
;
Kilian, Lutz
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10001455651
Saved in:
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