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~person:"Franses, Philip Hans"
~person:"Lütkepohl, Helmut"
~person:"Timmermann, Allan"
~subject:"Heteroscedasticity"
~subject:"Time series analysis"
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Heteroscedasticity
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Franses, Philip Hans
Lütkepohl, Helmut
Timmermann, Allan
Phillips, Peter C. B.
131
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
87
Härdle, Wolfgang
69
Koop, Gary
67
Teräsvirta, Timo
66
Pesaran, M. Hashem
64
McAleer, Michael
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Swanson, Norman R.
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Harvey, Andrew C.
56
Maravall Herrero, Agustín
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Sibbertsen, Philipp
55
Granger, C. W. J.
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Kunst, Robert M.
50
Bauwens, Luc
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Dijk, Herman K. van
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Hyndman, Rob J.
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Lucas, André
47
Engle, Robert F.
46
Hassler, Uwe
46
Marcellino, Massimiliano
46
Taylor, Robert
46
Hallin, Marc
45
Proietti, Tommaso
43
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Saikkonen, Pentti
40
Stock, James H.
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Feng, Yuanhua
37
Kapetanios, George
37
Johansen, Søren
36
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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4
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3
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Econometric Institute research papers
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International journal of forecasting
8
Journal of econometrics
8
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7
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7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
EUI working paper / ECO
6
Econometric theory
6
Discussion paper / Department of Economics, University of California San Diego
5
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5
Discussion papers of interdisciplinary research project 373
5
Journal of forecasting
5
Cambridge working papers in economics
4
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4
Research memorandum series / Tinbergen Instituut
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
DIW Berlin Discussion Paper
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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3
Oxford bulletin of economics and statistics
3
SFB 649 discussion paper
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A companion to economic forecasting
2
Advanced texts in econometrics
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
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2
ERIM report series research in management
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Journal of economic dynamics & control
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Reihe Ökonomie
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ECONIS (ZBW)
252
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1
An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut
-
1981
Persistent link: https://www.econbiz.de/10000068923
Saved in:
2
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10000072810
Saved in:
3
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1993
-
2. edition
Persistent link: https://www.econbiz.de/10000346751
Saved in:
4
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
5
Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans
;
Ooms, Marius
-
1994
Persistent link: https://www.econbiz.de/10000898964
Saved in:
6
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000904202
Saved in:
7
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
8
Critical values for unit root tests in seasonal time series
Franses, Philip Hans
;
Hobijn, Bart
-
1994
Persistent link: https://www.econbiz.de/10000910782
Saved in:
9
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
10
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
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