//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of economics and statistics"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Trendmodell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
Time series analysis
357
Zeitreihenanalyse
357
Theorie
178
Estimation theory
82
Schätztheorie
82
Estimation
75
Schätzung
75
USA
72
United States
72
Volatility
66
Volatilität
66
Capital income
55
Kapitaleinkommen
55
Forecasting model
54
Prognoseverfahren
54
ARCH model
49
ARCH-Modell
49
Börsenkurs
47
Share price
47
Einheitswurzeltest
28
Unit root test
28
Stochastic process
26
Stochastischer Prozess
26
Aktienmarkt
22
Exchange rate
22
Stock market
22
Wechselkurs
22
Cointegration
21
Kointegration
21
Autocorrelation
16
Autokorrelation
16
Regression analysis
16
Regressionsanalyse
16
Business cycle
15
Großbritannien
15
Konjunktur
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
United Kingdom
15
more ...
less ...
Online availability
All
Free
37
Undetermined
31
Type of publication
All
Article
123
Book / Working Paper
55
Type of publication (narrower categories)
All
Article in journal
122
Aufsatz in Zeitschrift
122
Graue Literatur
47
Non-commercial literature
47
Arbeitspapier
46
Working Paper
46
Language
All
English
178
Author
All
Phillips, Peter C. B.
46
Yu, Jun
4
Chen, Xiaohong
3
Lee, Tae-hwy
3
Sun, Yixiao
3
Croux, Christophe
2
Forni, Mario
2
Franses, Philip Hans
2
Han, Chirok
2
Hong, Yongmiao
2
Jin, Sainan
2
Kim, Chang-Jin
2
Koop, Gary
2
Koopman, Siem Jan
2
Liao, Zhipeng
2
Lieberman, Offer
2
Linton, Oliver
2
Lucas, André
2
Magdalinos, Tassos
2
Nelson, Charles R.
2
Ploberger, Werner
2
Shi, Zhentao
2
Solo, Victor
2
Starica, Catalin
2
Swanson, Norman R.
2
Taylor, Robert
2
Wang, Qiying
2
Xiao, Zhijie
2
Zivot, Eric
2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
Andrews, Donald W. K.
1
Arakelian, V.
1
Armah, Nii Ayi
1
Astill, Sam
1
Ball, Clifford A.
1
Barkoulas, John T.
1
Baum, Christopher F.
1
Baxter, Marianne
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Applied financial economics
Journal of empirical finance
The review of economics and statistics
Journal of econometrics
326
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Working paper
71
CREATES research paper
70
Applied economics letters
67
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
57
NBER Working Paper
57
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
53
NBER working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
Journal of macroeconomics
39
more ...
less ...
Source
All
ECONIS (ZBW)
178
Showing
1
-
10
of
178
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
2
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
3
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
5
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
8
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
9
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
10
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->