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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Bauwens, Luc"
~person:"Hassler, Uwe"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Theorie
53
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53
Time series analysis
26
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16
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16
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8
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Bauwens, Luc
Hassler, Uwe
Phillips, Peter C. B.
57
Franses, Philip Hans
55
Gil-Alaña, Luis A.
46
Taylor, Robert
30
Perron, Pierre
29
Gupta, Rangan
26
Leybourne, Stephen James
26
Caporale, Guglielmo Maria
24
Harvey, Andrew C.
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Koop, Gary
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Koopman, Siem Jan
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Granger, C. W. J.
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Ghysels, Eric
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Hecq, Alain W. J.
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Lütkepohl, Helmut
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Timmermann, Allan
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Hong, Yongmiao
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Mills, Terence C.
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Newbold, Paul
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Hendry, David F.
19
Engle, Robert F.
18
McAleer, Michael
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Petropoulos, Fotios
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Swanson, Norman R.
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Teräsvirta, Timo
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Hyndman, Rob J.
17
Pesaran, M. Hashem
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Peña, Daniel
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Bollerslev, Tim
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Diebold, Francis X.
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Herwartz, Helmut
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Chan, Joshua
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Engsted, Tom
15
Haldrup, Niels
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Harvey, David I.
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Lucas, André
15
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Economics letters
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4
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ECONIS (ZBW)
27
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1
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
2
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
3
Persistence under temporal aggregation and differencing
Hassler, Uwe
- In:
Economics letters
124
(
2014
)
2
,
pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
Saved in:
4
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
5
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
6
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
7
Impulse responses of fractionally integrated processes with long memory
Hassler, Uwe
;
Kokoszka, Piotr
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1855-1861
Persistent link: https://www.econbiz.de/10008738316
Saved in:
8
General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
;
Sucarrat, Genaro
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
Saved in:
9
On critical values of tests against a change in persistence
Hassler, Uwe
;
Scheithauer, Jan
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 705-710
Persistent link: https://www.econbiz.de/10003759122
Saved in:
10
Multicointegration under measurement errors
Hassler, Uwe
- In:
Economics letters
96
(
2007
)
1
,
pp. 38-44
Persistent link: https://www.econbiz.de/10003485780
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