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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"A companion to economic forecasting"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Harvey, David I."
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Scientific modelling"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Estimation
Markov chain
Markov-Kette
Scientific modelling
Time varying parameters
Theorie
17
Theory
17
Time series analysis
12
Einheitswurzeltest
7
Unit root test
7
Bubbles
5
Börsenkurs
5
Explosive autoregression
5
Schätzung
5
Share price
5
Spekulationsblase
5
Heteroscedasticity
4
Heteroskedastizität
4
Modellierung
4
Estimation theory
3
Financial market
3
Finanzmarkt
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Schätztheorie
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Break date estimation
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Forecasting model
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Rational bubble
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Volatility
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Volatilität
2
rational bubble
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right-tailed unit root testing
2
1973-1991
1
ARCH model
1
ARCH-Modell
1
Augmented regression
1
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1
Autokorrelation
1
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1
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8
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15
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English
16
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Harvey, David I.
Paccagnini, Alessia
Spanos, Aris
Taylor, Robert
8
Phillips, Peter C. B.
7
Leybourne, Stephen James
6
An, Sungbae
5
Franses, Philip Hans
5
Maasoumi, Esfandiar
5
Schorfheide, Frank
5
Andreou, Elena
4
Kapetanios, George
4
Kilian, Lutz
4
Koop, Gary
4
McAleer, Michael
4
Proietti, Tommaso
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
Dijk, Herman K. van
3
Hendry, David F.
3
Herwartz, Helmut
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Liesenfeld, Roman
3
Lopes, Hedibert Freitas
3
Maddala, Gangadharrao S.
3
Osborn, Denise R.
3
Teräsvirta, Timo
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
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A companion to economic forecasting
CAMA working paper series
Econometric reviews
Journal of empirical finance
Applied economics
4
Oxford bulletin of economics and statistics
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
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
The econometrics journal
2
Econometric theory
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 financial econometrics : official journal of the Society for Financial Econometrics
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1
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ECONIS (ZBW)
16
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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
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
6
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:
7
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:
8
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:
9
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
10
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
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