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subject:"Time series analysis"
~person:"Newbold, Paul"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Theory"
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Time series analysis
Forecasting model
Theorie
34
Theory
34
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20
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10
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10
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8
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Newbold, Paul
Franses, Philip Hans
69
Phillips, Peter C. B.
57
Gupta, Rangan
43
Gil-Alaña, Luis A.
42
Clements, Michael P.
40
Diebold, Francis X.
32
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32
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31
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30
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30
Taylor, Robert
30
Swanson, Norman R.
29
Koopman, Siem Jan
28
Leybourne, Stephen James
28
Koop, Gary
27
Petropoulos, Fotios
27
Marcellino, Massimiliano
26
Lütkepohl, Helmut
24
Makridakis, Spyros G.
24
Caporale, Guglielmo Maria
23
Pierdzioch, Christian
23
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Hyndman, Rob J.
22
Ghysels, Eric
21
Pesaran, M. Hashem
21
Teräsvirta, Timo
21
Wang, Yudong
21
Hong, Yongmiao
20
McAleer, Michael
20
Moosa, Imad A.
20
Harvey, David I.
19
Herwartz, Helmut
19
Assimakopoulos, V.
18
Dijk, Dick van
18
Fildes, Robert
18
Hassler, Uwe
18
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18
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18
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2
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1
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1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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ECONIS (ZBW)
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1
On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Journal of macroeconomics
27
(
2005
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
Saved in:
2
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
3
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
4
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
5
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
6
The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Marriott, John Arthur Ransome
;
Newbold, Paul
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001497668
Saved in:
7
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
Saved in:
8
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Saved in:
9
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
10
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001250908
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