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~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"University of Cambridge / Department of Applied Economics"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Schätzung
Zeitreihenanalyse
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12
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11
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Pesaran, M. Hashem
4
Dufour, Jean-Marie
3
Harvey, Andrew C.
3
Sensier, Marianne
3
Dijk, Dick van
2
Kim, Dong-heon
2
Timmermann, Allan
2
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1
Beaulieu, Marie-Christine
1
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Dées, Stéphane
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Gonçalves, Sílvia
1
Kapetanios, George
1
Khalaf, Lynda
1
Kilian, Lutz
1
Meddahi, Nour
1
Neifar, Malika
1
Osborn, Denise R.
1
Pelletier, Denis
1
Pettenuzzo, Davide
1
Renault, Eric
1
Smith, L. Vanessa
1
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1
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Centre for Growth and Business Cycle Research <Manchester>
University of Cambridge / Department of Applied Economics
Université de Montréal / Département de sciences économiques
National Bureau of Economic Research
694
Forschungsinstitut zur Zukunft der Arbeit
92
Ekonomiska forskningsinstitutet <Stockholm>
79
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
European University Institute / Department of Economics
39
Federal Reserve Bank of St. Louis
31
Springer Fachmedien Wiesbaden
29
Internationaler Währungsfonds / Research Department
22
Institut für Weltwirtschaft
21
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18
Federal Reserve Bank of San Francisco
18
Umeå universitet
18
Centre for Analytical Finance <Århus>
15
Federal Reserve System / Board of Governors
15
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14
Johns Hopkins University / Department of Economics
14
Verlag Dr. Kovač
14
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13
Federal Reserve Bank of Cleveland
13
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13
University of Exeter / Department of Economics
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12
University of Oxford / Institute of Economics and Statistics
12
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11
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11
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10
Centre for Economic Policy Research
10
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10
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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9
European University Institute / Department of Law
9
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9
The Wharton Financial Institutions Center
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Cambridge working papers in economics
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Cahier / Départment de Sciences Économiques, Université de Montréal
6
Discussion paper series
4
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ECONIS (ZBW)
17
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Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
Saved in:
2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
Another look at yield spreads : liquidity and the term structure of interest rates
Kim, Dong-heon
(
contributor
)
-
2000
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001557946
Saved in:
4
Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
-
2005
Persistent link: https://www.econbiz.de/10002808817
Saved in:
5
Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
Saved in:
6
Growth, cycles and convergence in US regional time series
Carvalho, Vasco M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001691504
Saved in:
7
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
8
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
Saved in:
9
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
10
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Saved in:
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