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Year of publication
Subject
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Theorie 28 Theory 28 Estimation theory 19 Schätztheorie 19 Time series analysis 17 Zeitreihenanalyse 17 Großbritannien 9 United Kingdom 9 Estimation 7 Forecasting model 7 Prognoseverfahren 7 Schätzung 7 Einheitswurzeltest 6 Private consumption 6 Privater Konsum 6 Unit root test 6 Statistical theory 5 Statistische Methodenlehre 5 Economic forecast 4 Exchange rate 4 Industrie 4 Manufacturing industries 4 OECD countries 4 OECD-Staaten 4 USA 4 United States 4 Wechselkurs 4 Welt 4 Wirtschaftsprognose 4 World 4 Cointegration 3 Consumption theory 3 Einkommenshypothese 3 G7 countries 3 G7-Staaten 3 Income hypothesis 3 Japan 3 Kointegration 3 Konsumtheorie 3 Lebenszyklus 3
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Type of publication
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Book / Working Paper 63
Type of publication (narrower categories)
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Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Working Paper 10
Language
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English 63
Author
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Burke, Simon P. 12 Patterson, Kerry D. 10 Pemberton, James 8 Brooks, Chris 7 Greenblatt, Seth A. 7 Ash, J. C. K 4 Heravi, Saeed M. 4 Kalyuzhnova, Yelena 4 Pitarakis, Jean-Yves 4 Smyth, David J. 4 Yanovskiy, Leonid 4 Cantwell, John 3 Andersen, Birgitte 2 Gonzalo, Jesús 2 Hart, Peter Edward 2 Oakes, H. D. 2 Burke, S. P. 1 Hall, Stephen G. 1 Hunter, J. 1 Mosley, Paul 1 Pesaran, Bahram 1 Piscitello, Lucia 1 Rew, Alistair G. 1 Sowell, Fallaw 1 Tridimas, George 1 Vertova, Giovanna 1
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Institution
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Centre for Quantitative Economics & Computing 55
Published in...
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Discussion papers in quantitative economics and computing / E 63
Source
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ECONIS (ZBW) 63
Showing 1 - 10 of 63
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Vintage of data to use when there are multiple vintages of data? : Cointegration, weak exogeneity and common factors
Patterson, Kerry D. - 2000
Persistent link: https://www.econbiz.de/10001475366
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Identification of the break date in a potentially non-stationary series with a structural break
Brooks, Chris; Rew, Alistair G. - 2000
Persistent link: https://www.econbiz.de/10001475370
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Lag length estimation in large dimensional systems
Gonzalo, Jesús; Pitarakis, Jean-Yves - 1999
Persistent link: https://www.econbiz.de/10001423301
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Finite sample bias of the least squares estimator in an AR(p) model : estimation, inference, simulation and examples
Patterson, Kerry D. - 1999
Persistent link: https://www.econbiz.de/10001423304
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Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris; Burke, Simon P. - 1999
Persistent link: https://www.econbiz.de/10001405756
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000982695
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The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.; Hunter, J. - 1998
Persistent link: https://www.econbiz.de/10001351113
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Historical evolution of national patterns of technological specialisation
Vertova, Giovanna - 1997
Persistent link: https://www.econbiz.de/10000956445
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A note on the causality between technological diversification and internationalisation
Cantwell, John - 1997
Persistent link: https://www.econbiz.de/10000971129
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781
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