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~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
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Search: subject:"Statistik"
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Finanzkrise
Forecasting model
Statistische Methodenlehre
Theorie
64
Theory
64
Estimation theory
49
Schätztheorie
49
Regression analysis
46
Regressionsanalyse
46
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46
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31
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23
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McAleer, Michael
Phillips, Peter C. B.
Gupta, Rangan
53
Koop, Gary
29
Huber, Florian
17
Kapetanios, George
17
Marcellino, Massimiliano
17
Clark, Todd E.
16
Balcilar, Mehmet
15
Kim, Jae H.
15
Ravazzolo, Francesco
15
Clements, Michael P.
14
Dijk, Herman K. van
14
Franses, Philip Hans
14
Wang, Yudong
14
Taylor, Robert
13
White, Halbert
13
Carriero, Andrea
12
Ghysels, Eric
12
Korobilis, Dimitris
12
Perron, Pierre
12
Pesaran, M. Hashem
12
Bekiros, Stelios
11
Rossi, Barbara
11
Wohar, Mark E.
11
Cai, Zongwu
10
King, Maxwell L.
10
Poon, Aubrey
10
Timmermann, Allan
10
Westerlund, Joakim
10
Andrews, Donald W. K.
9
Casarin, Roberto
9
Chen, Cathy W. S.
9
Demetrescu, Matei
9
Dijk, Dick van
9
Feldkircher, Martin
9
Geweke, John
9
Hong, Yongmiao
9
Magnus, Jan R.
9
McCracken, Michael W.
9
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
3
Econometric reviews
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of financial economics
1
Econometric theory
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of empirical finance
1
Journal of forecasting
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
New Zealand economic papers
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
20
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1
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
2
Non-parametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011931167
Saved in:
3
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
4
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
Saved in:
5
Optimal estimation under nonstandard conditions
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 258-265
Persistent link: https://www.econbiz.de/10009673196
Saved in:
6
Two New Zealand pioneer econometricians
Phillips, Peter C. B.
- In:
New Zealand economic papers
44
(
2010
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008778657
Saved in:
7
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
8
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
9
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
10
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
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