//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Dagum, Estela Bee"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Harvey, David I."
~person:"Kapetanios, George"
~person:"Taylor, Robert"
~person:"Wong, Benjamin"
~subject:"Dynamisches Gleichgewicht"
~subject:"Saisonale Schwankungen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Dynamisches Gleichgewicht
Saisonale Schwankungen
Schätzung
Share price
Time varying parameters
Zustandsraummodell
Theorie
25
Theory
25
Time series analysis
17
Estimation
9
VAR model
5
VAR-Modell
5
Bubbles
4
Forecasting model
4
Prognoseverfahren
4
Spekulationsblase
4
Bruttoinlandsprodukt
3
Börsenkurs
3
Cointegration
3
Decomposition method
3
Dekompositionsverfahren
3
Einheitswurzeltest
3
Explosive autoregression
3
Gross domestic product
3
Kointegration
3
State space model
3
Unit root test
3
Volatility
3
Volatilität
3
Bayes-Statistik
2
Bayesian inference
2
Beveridge-Nelson decomposition
2
Break date estimation
2
Business cycle
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
G7 countries
2
G7-Staaten
2
Konjunktur
2
Modellierung
2
Multivariate Analyse
2
more ...
less ...
Online availability
All
Free
9
Undetermined
5
Type of publication
All
Book / Working Paper
14
Article
7
Type of publication (narrower categories)
All
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
11
Working Paper
11
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
21
Author
All
Newbold, Paul
Dagum, Estela Bee
Dungey, Mardi H.
Ghose, Devajyoti
Harvey, David I.
Kapetanios, George
Taylor, Robert
Wong, Benjamin
Franses, Philip Hans
26
Chan, Joshua
12
Dijk, Herman K. van
7
Pagan, Adrian R.
7
Andreasen, Martin Møller
6
Haque, Qazi
6
Johansen, Søren
6
Koop, Gary
6
Ooms, Marius
6
Podolskij, Mark
6
Santucci de Magistris, Paolo
6
Grassi, Stefano
5
Haldrup, Niels
5
Hoek, Henk
5
Lucas, André
5
Mills, Terence C.
5
Nielsen, Morten Ørregaard
5
Castelnuovo, Efrem
4
Green, Christopher J.
4
Hobijn, Bart
4
Kruse, Robinson
4
Leybourne, Stephen James
4
Nonejad, Nima
4
Paap, Richard
4
Paccagnini, Alessia
4
Vries, Casper G. de
4
Bollerslev, Tim
3
Bredahl Kock, Anders
3
Caggiano, Giovanni
3
Christensen, Bent Jesper
3
Christensen, Kim
3
Christoffersen, Peter F.
3
Dias, Gustavo Fruet
3
Engsted, Tom
3
Ergemen, Yunus Emre
3
Harding, Don
3
Heij, Christiaan
3
more ...
less ...
Published in...
All
CAMA working paper series
CREATES research paper
Discussion paper / Tinbergen Institute / Tinbergen Institute
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Econometric reviews
12
Journal of econometrics
12
Department of Economics discussion paper / Department of Economics, The University of Birmingham
10
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The econometrics journal
6
Oxford bulletin of economics and statistics
5
Working paper
5
Applied economics
4
CAMA Working Paper
4
Economics letters
4
Journal of economic dynamics & control
4
Bank of England Working Paper
3
International statistical review : a journal of the International Statistical Institute and its associations
3
Journal of applied econometrics
3
Journal of macroeconomics
3
Working paper series / European Central Bank ; Eurosystem
3
CESifo working papers
2
Cambridge working papers in economics
2
DAE working paper
2
Discussion paper / UTAS, School of Economics and Finance
2
Discussion papers in economics / School of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Economics discussion paper series / Loughborough University, Department of Economics
2
International journal of forecasting
2
Journal of time series econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The economic journal : the journal of the Royal Economic Society
2
A companion to economic forecasting
1
An Elgar reference collection
1
Applied economics letters
1
Bank of Italy Temi di Discussione (Working Paper)
1
CESifo Working Paper
1
CFAP working papers
1
CIRANO - Scientific Publications 2013s-23
1
Discussion paper / Centre for Economic Policy Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
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
The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
-
2022
Persistent link: https://www.econbiz.de/10012878807
Saved in:
4
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
5
Historical decomopositions for nonlinear vector autoregression models
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011746879
Saved in:
6
Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747283
Saved in:
7
Estimating and accounting for the output gap with large Bayesian vector autoregressions
Morley, James C.
;
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747292
Saved in:
8
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:
9
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
10
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10011341994
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->