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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~person:"Bewley, Ronald A."
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~person:"Österholm, Pär"
~source:"econis"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
~type_genre:"Article in journal"
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Heteroskedastizität
Prognoseverfahren
Stochastic process
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
6
Theory
3
Volatility
3
Volatilität
3
Bayes-Statistik
2
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2
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2
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1986-1992
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Bewley, Ronald A.
Linton, Oliver
Robinson, Peter M.
Zaffaroni, Paolo
Österholm, Pär
Franses, Philip Hans
9
Hassler, Uwe
8
Hecq, Alain W. J.
6
Lee, Junsoo
5
Leybourne, Stephen James
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Lütkepohl, Helmut
4
Caraiani, Petre
3
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Harvey, David I.
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Newbold, Paul
3
Ruiz, Esther
3
Shin, Dong-wan
3
Shin, Yongcheol
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Su, Jen-je
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Wang, Shaoping
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Weber, Enzo
3
Yang, Minxian
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Ōgaki, Masao
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Abeysinghe, Tilak
2
Amsler, Christine Elaine
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Andrle, Michal
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Camacho, Maximo
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Carrion i Silvestre, Josep Lluís
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Discussion paper series / LSE Financial Markets Group
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27
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3
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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
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
Saved in:
6
Moving average conditional heteroskedastic processes
Yang, Minxian
- In:
Economics letters
49
(
1995
)
4
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
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