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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"A companion to economic forecasting"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Clements, Michael P."
~person:"Dijk, Dick van"
~person:"Ghose, Devajyoti"
~person:"Paccagnini, Alessia"
~person:"Phillips, Peter C. B."
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Epidemie"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Scientific modelling"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Epidemie
Estimation
Markov chain
Markov-Kette
Scientific modelling
Time varying parameters
Theorie
36
Theory
36
Time series analysis
22
Forecasting model
15
Prognoseverfahren
15
Einheitswurzeltest
6
Unit root test
6
Modellierung
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Econometrics
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Finanzmarkt
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2
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2
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Aufsatz in Zeitschrift
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23
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23
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Newbold, Paul
Clements, Michael P.
Dijk, Dick van
Ghose, Devajyoti
Paccagnini, Alessia
Phillips, Peter C. B.
Spanos, Aris
Hyndman, Rob J.
10
Makridakis, Spyros G.
10
Koopman, Siem Jan
9
Assimakopoulos, V.
8
Franses, Philip Hans
8
Spiliotis, Evangelos
8
Taylor, Robert
8
Hendry, David F.
7
Proietti, Tommaso
7
Harvey, David I.
6
Kapetanios, George
6
Leybourne, Stephen James
6
Lucas, André
6
Marcellino, Massimiliano
6
An, Sungbae
5
Dijk, Herman K. van
5
Herwartz, Helmut
5
Kang, Yanfei
5
Koehler, Anne B.
5
Koop, Gary
5
Maasoumi, Esfandiar
5
Petropoulos, Fotios
5
Ruiz, Esther
5
Schorfheide, Frank
5
Andreou, Elena
4
Chan, Joshua
4
Foroni, Claudia
4
González-Rivera, Gloria
4
Griggs, Kenneth
4
Harvey, Nigel
4
Kilian, Lutz
4
Maheu, John M.
4
Martin, Gael M.
4
McAleer, Michael
4
Medeiros, Marcelo C.
4
O'Connor, Marcus J.
4
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A companion to economic forecasting
CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
International journal of forecasting
Journal of empirical finance
Journal of econometrics
22
Econometric theory
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of applied econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
The econometrics journal
4
Applied economics
3
Economics letters
3
Journal of economic dynamics & control
3
The journal of economic methodology
3
American journal of agricultural economics
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of quantitative economics
2
Central Bank review / Central Bank of the Republic of Turkey
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
International journal of finance & economics : IJFE
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of commodity markets
1
Journal of financial econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
New Zealand economic papers
1
Papers in honor of Patrick C. McMahon
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Spanish economic review : SER
1
Special issue on new developments in time series econometrics
1
The "new macroeconomic" a decade later : International Seminar on Macroeconomics hosted by Universität Mannheim, June 18 - 20, 1990
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of economic studies
1
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ECONIS (ZBW)
23
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
3
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
4
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
5
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
6
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
7
Forecasting data vintages
Sinclair, Tara M.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 715-717
Persistent link: https://www.econbiz.de/10010221296
Saved in:
8
Probability distributions or point predictions? : survey forecasts of US output growth and inflation
Clements, Michael P.
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10010247009
Saved in:
9
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
10
Macroeconomic forecasting with matched principal components
Heij, Christiaan
;
Dijk, Dick van
;
Groenen, Patrick J. F.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
Saved in:
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