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subject:"Zeitreihenanalyse"
~person:"McAleer, Michael"
~person:"Kapetanios, George"
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Zeitreihenanalyse
Theorie
358
Theory
336
Time series analysis
95
Volatilität
63
Volatility
60
ARCH model
53
ARCH-Modell
53
Schätztheorie
51
Estimation theory
47
Schätzung
45
Estimation
41
Forecasting model
37
Prognoseverfahren
37
Stochastischer Prozess
36
Stochastic process
34
Panel
30
Statistischer Test
29
Cointegration
27
Kointegration
27
Statistical test
26
Korrelation
24
Panel study
23
Börsenkurs
22
Faktorenanalyse
22
Factor analysis
20
Modellierung
20
Scientific modelling
20
Correlation
19
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Share price
19
Capital income
18
Kapitaleinkommen
18
Statistical theory
18
Statistische Methodenlehre
18
USA
18
Nichtlineare Regression
16
Nonlinear regression
16
United States
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Graue Literatur
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English
100
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McAleer, Michael
Kapetanios, George
Franses, Philip Hans
139
Koopman, Siem Jan
125
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
94
Lütkepohl, Helmut
72
Koop, Gary
70
Sibbertsen, Philipp
69
Härdle, Wolfgang
68
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Swanson, Norman R.
60
Kunst, Robert M.
59
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Hassler, Uwe
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Lucas, André
50
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Engle, Robert F.
46
Hallin, Marc
46
Bauwens, Luc
45
Proietti, Tommaso
43
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Timmermann, Allan
39
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Institute of Economic and Social Research
1
University of Canterbury / Dept. of Economics and Finance
1
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Working paper
13
Econometric Institute research papers
9
Journal of econometrics
6
Discussion paper / Tinbergen Institute
5
Econometric reviews
4
Journal of economic surveys
4
Discussion paper / Institute of Social and Economic Research
3
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3
Bank of England Working Paper
2
CAMA Working Paper
2
CESifo Working Paper
2
Contributions to financial econometrics : theoretical and practical issues
2
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2
Economics letters
2
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2
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2
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2
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1
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CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IZA Discussion Papers
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Staff working papers / Bank of England
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
95
EconStor
5
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1
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
2
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
3
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
4
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
Saved in:
5
Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
Saved in:
6
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
7
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
8
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 649-663
Persistent link: https://www.econbiz.de/10001084859
Saved in:
9
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
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