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~isPartOf:"Economics letters"
~person:"Marcellino, Massimiliano"
~person:"Sibbertsen, Philipp"
~subject:"Schätzung"
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Schätzung
Time series analysis
6
Zeitreihenanalyse
6
Theorie
4
Theory
4
Estimation
3
Börsenkurs
2
Fractional integration
2
Long memory
2
Share price
2
Structural break
2
Strukturbruch
2
Volatility
2
Volatilität
2
Capital income
1
Capital market returns
1
Changing persistence
1
Estimation theory
1
Heteroskedasticity
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Modulated process
1
Oil market
1
Oil market shocks
1
Oil price
1
Persistence
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Schock
1
Schätztheorie
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Shock
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Statistical test
1
Statistischer Test
1
Stock returns
1
Structural breaks
1
Time-varying parameter VAR
1
Time-varying variance
1
USA
1
United States
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VAR model
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VAR-Modell
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Ölmarkt
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Marcellino, Massimiliano
Sibbertsen, Philipp
Chang, Seong Yeon
2
Coakley, Jerry
2
Guérin, Pierre
2
Karlsson, Sune
2
Li, Chen
2
Li, Luyang
2
Lütkepohl, Helmut
2
Nicolau, João
2
Wang, Shaoping
2
Weber, Enzo
2
Yu, Deshui
2
Österholm, Pär
2
Anderson, Heather M.
1
Angelini, Giovanni
1
Ardakani, Omid M.
1
Ardia, David
1
Arezki, Rabah
1
Baetje, Fabian
1
Bertelsen, Kristoffer Pons
1
Borup, Daniel
1
Brooks, Robert Darren
1
Bruns, Martin
1
Camacho, Maximo
1
Caraiani, Petre
1
Cavicchioli, Maddalena
1
Cepni, Oguzhan
1
Chambers, Marcus J.
1
Chan, Joshua
1
Chen, Wenjuan
1
Cho, Dooyeon
1
Christou, Christina
1
Crato, Nuno
1
Demetrescu, Matei
1
Dergiades, Theologos
1
Dias, Gustavo Fruet
1
Do, Hung Xuan
1
Dong, Yingjie
1
Eisenstat, Eric
1
Feng, Xingdong
1
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Economics letters
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Discussion papers / CEPR
5
Journal of applied econometrics
3
Working paper
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Temi di discussione / Banca d'Italia
2
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Deutsche Bundesbank
1
Documentos de trabajo / Banco de España
1
EUI working paper
1
Federal Reserve Bank of Cleveland working paper series
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of risk and financial management : JRFM
1
Technical Report
1
Working papers / Innocenzo Gasparini Institute for Economic Research
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Working papers series / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
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A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
2
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
3
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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