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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:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~person:"Taylor, Robert"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Explosive autoregression"
~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
Estimation
Explosive autoregression
Markov chain
Markov-Kette
Scientific modelling
Time varying parameters
Theorie
21
Theory
21
Time series analysis
15
Einheitswurzeltest
11
Unit root test
11
Bootstrap approach
5
Bootstrap-Verfahren
5
Heteroscedasticity
5
Heteroskedastizität
5
Modellierung
4
Volatility
4
Volatilität
4
Bubbles
3
Börsenkurs
3
Estimation theory
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Financial market
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Finanzmarkt
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Schätztheorie
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Schätzung
3
Share price
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Spekulationsblase
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Lag model
2
Lag-Modell
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Portfolio selection
2
Portfolio-Management
2
Saisonale Schwankungen
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Seasonal variations
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Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
(periodic) nonstationary volatility
1
1973-1991
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Aufsatz in Zeitschrift
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17
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English
17
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Paccagnini, Alessia
Spanos, Aris
Taylor, Robert
Phillips, Peter C. B.
7
Harvey, David I.
6
Leybourne, Stephen James
6
An, Sungbae
5
Maasoumi, Esfandiar
5
Schorfheide, Frank
5
Andreou, Elena
4
Kapetanios, George
4
Kilian, Lutz
4
Koop, Gary
4
McAleer, Michael
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
Dijk, Herman K. van
3
Franses, Philip Hans
3
Hendry, David F.
3
Herwartz, Helmut
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Liesenfeld, Roman
3
Lopes, Hedibert Freitas
3
Proietti, Tommaso
3
Tzavalis, Elias
3
Adolfson, Malin
2
Ando, Tomohiro
2
Anyfantaki, Sofia
2
Asai, Manabu
2
Ashley, Richard A.
2
Astill, Sam
2
Audrino, Francesco
2
Baillie, Richard
2
Caner, Mehmet
2
Canova, Fabio
2
Caporin, Massimiliano
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Cho, Dooyeon
2
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A companion to economic forecasting
CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
Econometric theory
4
The econometrics journal
4
Applied economics
3
Economics letters
3
The journal of economic methodology
3
American journal of agricultural economics
2
International journal of forecasting
2
Journal of economic dynamics & control
2
Journal of macroeconomics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Insurance / Mathematics & economics
1
International journal of computational economics and econometrics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of applied econometrics
1
Journal of commodity markets
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
17
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
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:
3
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
4
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
5
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
6
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
7
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
8
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
9
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:
10
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
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