//--> //--> //--> //-->
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
person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Advances in mathematical programming and financial planning : a research annual"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"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"
~isPartOf:"The Manchester School"
~person:"Andreou, Panayiotis C."
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Estimation theory"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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:"Theory"
Narrow search
Delete all filters
| 22 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation theory
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Time varying parameters
Theorie
25
Theory
25
Time series analysis
14
Einheitswurzeltest
10
Unit root test
10
Börsenkurs
7
Share price
7
Volatility
7
Volatilität
7
Estimation
6
Schätzung
6
Bubbles
5
Capital income
5
Explosive autoregression
5
Spekulationsblase
5
Statistical test
4
Statistischer Test
4
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Financial market
3
Finanzmarkt
3
Schätztheorie
3
Stochastic process
3
Break date estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Kaufkraftparität
2
Purchasing power parity
2
Rational bubble
2
Regression analysis
2
Regressionsanalyse
2
Saisonale Schwankungen
2
Seasonal variations
2
Structural break
2
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Mehrbändiges Werk
1
Multi-volume publication
1
Language
All
English
19
Author
All
Newbold, Paul
Andreou, Panayiotis C.
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
Taylor, Robert
9
McAleer, Michael
8
Phillips, Peter C. B.
7
Spanos, Aris
7
Franses, Philip Hans
6
Maasoumi, Esfandiar
6
Andreou, Elena
4
Asai, Manabu
4
Harvey, David I.
4
Kilian, Lutz
4
Psaradakis, Zacharias G.
4
Schmidt, Peter
4
Bera, Anil K.
3
Fiebig, Denzil G.
3
Godfrey, L. G.
3
Gouriéroux, Christian
3
Granger, C. W. J.
3
Hafner, Christian M.
3
King, Maxwell L.
3
Koop, Gary
3
Liesenfeld, Roman
3
Lucas, André
3
Nelson, Charles R.
3
Pesaran, M. Hashem
3
Proietti, Tommaso
3
Steel, Mark F. J.
3
Ullah, Aman
3
Yu, Jun
3
Amsler, Christine Elaine
2
Astill, Sam
2
Audrino, Francesco
2
Baltagi, Badi H.
2
Bierens, Herman J.
2
Boswijk, Herman Peter
2
Caporin, Massimiliano
2
more ...
less ...
Published in...
All
Advances in mathematical programming and financial planning : a research annual
CAMA working paper series
Econometric reviews
Journal of empirical finance
Journal of monetary economics
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
The Manchester School
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of econometrics
8
Econometric theory
6
Economics letters
6
Oxford bulletin of economics and statistics
5
Applied economics
4
Journal of economic dynamics & control
4
Journal of the Royal Statistical Society
3
International economic review
2
Journal of applied econometrics
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of time series econometrics
2
The econometrics journal
2
A companion to economic forecasting
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
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
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:
5
Managerial overconfidence and the buyback anomaly
Andreou, Panayiotis C.
;
Cooper, Ilan
;
Olalla Lopez, …
- In:
Journal of empirical finance
49
(
2018
),
pp. 142-156
Persistent link: https://www.econbiz.de/10012117732
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
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
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
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
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->