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institution:"Konjunkturinstitutet <Stockholm>"
subject:"Zeitreihenanalyse"
~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"VAR model"
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Zeitreihenanalyse
ARCH model
ARCH-Modell
VAR model
Theorie
331
Theory
331
Time series analysis
55
Stochastic process
48
Stochastischer Prozess
48
Estimation
32
Schätzung
32
Cointegration
31
Kointegration
31
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Statistical test
22
Statistischer Test
22
Einheitswurzeltest
18
Experiment
18
Unit root test
18
Regression analysis
17
Regressionsanalyse
17
Mathematical programming
16
Mathematische Optimierung
16
PC software
16
PC-Software
16
VAR-Modell
16
Analysis
15
Mathematical analysis
15
USA
15
United States
15
Volatility
14
Volatilität
14
Börsenkurs
13
Estimation theory
13
Inventory model
13
Lagerhaltungsmodell
13
Schätztheorie
13
Share price
13
Deutschland
11
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Free
78
Type of publication
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Book / Working Paper
82
Type of publication (narrower categories)
All
Arbeitspapier
82
Working Paper
82
Graue Literatur
74
Non-commercial literature
74
Language
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English
81
German
1
Author
All
Lütkepohl, Helmut
16
Saikkonen, Pentti
13
Gil-Alaña, Luis A.
9
Härdle, Wolfgang
9
Hafner, Christian M.
7
Herwartz, Helmut
6
Franses, Philip Hans
4
Lanne, Markku
4
Tschernig, Rolf
4
Breitung, Jörg
3
Brüggemann, Ralf
3
Candelon, Bertrand
3
Dijk, Herman K. van
3
Kleinow, Torsten
3
Kreiß, Jens-Peter
3
Trenkler, Carsten
3
Chen, Song Xi
2
Dijk, Dick van
2
Linton, Oliver
2
Mammen, Enno
2
Nakano, Junji
2
Neumann, Michael H.
2
Paparoditis, Efstathios
2
Teyssière, Gilles
2
Yamamoto, Yoshikazu
2
Yang, Lijian
2
Andersson, Michael K.
1
Bartel, Holger
1
Beine, Michel
1
Benkwitz, Alexander
1
Cai, Zongwu
1
Caporale, Guglielmo Maria
1
Carroll, Raymond J.
1
Choi, In
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Fengler, Matthias R.
1
Franke, Jürgen
1
Gredenhoff, Mikael P.
1
Harvey, Andrew C.
1
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Institution
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Konjunkturinstitutet <Stockholm>
Econometrisch Instituut <Rotterdam>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
89
Ekonomiska forskningsinstitutet <Stockholm>
52
European University Institute / Department of Economics
42
Umeå universitet
11
Centre for Analytical Finance <Århus>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
European University Institute / Department of Law
8
Shakai-Keizai-Kenkyūsho <Osaka>
7
University of Strathclyde / Department of Economics
7
Centre for Quantitative Economics & Computing
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Instituto Valenciano de Investigaciones Económicas
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Christian-Albrechts-Universität zu Kiel
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
University of Southampton / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Center for Economic Research <Tilburg>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
National Institute of Economic and Social Research
4
University of Cambridge / Department of Applied Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Brown University / Department of Economics
3
Federal Reserve Bank of San Francisco
3
Institut für Weltwirtschaft
3
Københavns Universitet / Økonomisk Institut
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Robert Schuman Centre for Advanced Studies
3
Rutgers University / Department of Economics
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
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Published in...
All
Discussion papers of interdisciplinary research project 373
68
Econometric Institute research papers
11
Working paper / Konjunkturinstitutet
3
Source
All
ECONIS (ZBW)
82
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1
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
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2
On the econometrics of the Koyck model
Franses, Philip Hans
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953723
Saved in:
3
Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
Saved in:
4
Wann sind falsche VaR-Modelle dennoch adäquat?
Härdle, Wolfgang
(
contributor
);
Hlávka, Z.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919168
Saved in:
5
Selecting a nonlinear time series model using weighted tests of equal forecast accuracy
Dijk, Dick van
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783554
Saved in:
6
A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901
Saved in:
7
Forecasting industrial production with linear, nonlinear, and structural change models
Siliverstovs, Boriss
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783904
Saved in:
8
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
9
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
10
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
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