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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Abeysinghe, Tilak"
~person:"Linton, Oliver"
~person:"Lütkepohl, Helmut"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
15
Theory
11
Estimation theory
6
Schätztheorie
6
Schock
3
Shock
3
United States
3
Yield curve
3
Zinsstruktur
3
1970-1998
2
Estimation
2
Heteroscedasticity
2
Schätzung
2
Scientific method
2
Structural vector autoregression
2
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2
VAR-Modell
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Wissenschaftliche Methode
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Bayes-Statistik
1
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1
Comparison
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Crude oil market
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Einheitswurzeltest
1
Forecasting model
1
GARCH
1
Heteroskedastic VAR
1
Identification through heteroskedasticity
1
Oil market
1
Oil price
1
Proxy VAR
1
Score statistic
1
Statistical method
1
Statistical theory
1
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12
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English
15
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Abeysinghe, Tilak
Linton, Oliver
Lütkepohl, Helmut
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Franses, Philip Hans
13
Hassler, Uwe
10
Leybourne, Stephen James
10
Harvey, David I.
8
Hecq, Alain W. J.
8
Lee, Junsoo
6
Koopman, Siem Jan
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Taylor, Robert
5
Cubadda, Gianluca
4
Granger, C. W. J.
4
Kapetanios, George
4
Kurozumi, Eiji
4
Perron, Pierre
4
Urbain, Jean-Pierre
4
Banerjee, Anindya
3
Caraiani, Petre
3
Carrion i Silvestre, Josep Lluís
3
Chen, Show-lin
3
Chen, Zhanshou
3
Choi, In
3
Gil-Alaña, Luis A.
3
Gonzalo, Jesús
3
Haldrup, Niels
3
Haug, Alfred Albert
3
Hindrayanto, Irma
3
Hylleberg, Svend
3
Kruse, Robinson
3
Kuan, Chung-ming
3
Lanne, Markku
3
Lee, Hahn-shik
3
Lee, Oesook
3
Nunes, Luis C.
3
Palm, Franz C.
3
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3
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Discussion paper series / LSE Financial Markets Group
Economics letters
Oxford bulletin of economics and statistics
Journal of econometrics
33
Econometric theory
19
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Discussion papers of interdisciplinary research project 373
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Econometrics papers
8
Suntory and Toyota International Centres for Economics and Related Disciplines
8
EUI working paper
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
SFB 649 discussion paper
6
CESifo working papers
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
Cambridge working papers in economics
4
International journal of forecasting
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of economic dynamics & control
3
The econometrics journal
3
The review of economic studies
3
Cowles Foundation discussion paper
2
ECARES working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Review of quantitative finance and accounting
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
Applied financial economics
1
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
CEA_372Cass working paper series
1
Cambridge-INET working papers
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
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ECONIS (ZBW)
15
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1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
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:
3
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
4
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
5
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
6
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
Saved in:
7
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
8
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001250908
Saved in:
9
Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
Saved in:
10
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos N.
- In:
Economics letters
52
(
1996
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10001212517
Saved in:
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