//--> //--> //--> //-->
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:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of economics and statistics"
~person:"An, Sungbae"
~person:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~subject:"Autocorrelation"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Dynamic equilibrium"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Portfolio-Management"
~subject:"Time varying parameters"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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
| 26 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Autocorrelation
Autokorrelation
Bayes-Statistik
Dynamic equilibrium
Economic forecast
Estimation
Heteroscedasticity
Portfolio-Management
Time varying parameters
Theorie
39
Theory
39
Time series analysis
19
Bayesian inference
7
Estimation theory
7
Schätztheorie
7
Dynamisches Gleichgewicht
6
VAR model
6
VAR-Modell
6
Einheitswurzeltest
5
Modellierung
5
Schätzung
5
Scientific modelling
5
Statistical test
5
Statistischer Test
5
Unit root test
5
Heteroskedastizität
4
Großbritannien
3
Nichtlineare Regression
3
Nonlinear regression
3
Panel
3
Panel study
3
USA
3
United Kingdom
3
United States
3
Capital income
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Netherlands
2
Niederlande
2
Portfolio selection
2
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
27
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
27
Graue Literatur
2
Non-commercial literature
2
Rezension
1
Working Paper
1
more ...
less ...
Language
All
English
28
Author
All
Newbold, Paul
An, Sungbae
Ashley, Richard A.
Bernardi, Mauro
Franses, Philip Hans
Ghose, Devajyoti
Kapetanios, George
Pesaran, M. Hashem
Spanos, Aris
Phillips, Peter C. B.
8
Taylor, Robert
8
Koop, Gary
7
Harvey, David I.
6
Kilian, Lutz
6
Leybourne, Stephen James
6
Chan, Joshua
5
Lee, Tae-hwy
5
Maasoumi, Esfandiar
5
Schorfheide, Frank
5
Ullah, Aman
5
Andreou, Elena
4
Gouriéroux, Christian
4
Koopman, Siem Jan
4
McAleer, Michael
4
Psaradakis, Zacharias G.
4
Strachan, Rodney W.
4
Wong, Benjamin
4
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Geweke, John
3
Granger, C. W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
Kim, Chang-jin
3
Kollmann, Robert
3
Kumbhakar, Subal
3
Leon-Gonzalez, Roberto
3
Lopes, Hedibert Freitas
3
Lucas, André
3
Maddala, Gangadharrao S.
3
Nelson, Charles R.
3
Ng, Serena
3
Pagan, Adrian R.
3
more ...
less ...
Published in...
All
CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of empirical finance
The review of economics and statistics
CESifo working papers
23
Report / Econometric Institute, Erasmus University Rotterdam
22
DAE working paper
18
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Economics letters
15
Econometric Institute research papers
14
Journal of econometrics
14
Cambridge working papers in economics
13
Discussion paper / Tinbergen Institute
10
Journal of applied econometrics
10
International journal of forecasting
9
Discussion paper series / IZA
8
Working paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
7
Journal of forecasting
6
Oxford bulletin of economics and statistics
6
Applied economics
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of economic surveys
5
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
Journal of economic dynamics & control
3
Journal of macroeconomics
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
DNB working paper
2
Discussion papers in economics
2
ERIM report series research in management
2
Econometric theory
2
Econometrics : open access journal
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
IHS economics series : working paper
2
Practical issues in cointegration analysis
2
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Forecasting in the presence of recent structural change
Eklund, Jana
;
Kapetanios, George
;
Price, Simon
-
2011
Persistent link: https://www.econbiz.de/10009405772
Saved in:
4
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:
5
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:
6
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
7
Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 4-20
Persistent link: https://www.econbiz.de/10003800646
Saved in:
8
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
9
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
10
Bayesian analysis of DSGE models
An, Sungbae
;
Schorfheide, Frank
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 113-172
Persistent link: https://www.econbiz.de/10003509078
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->