//--> //--> //--> //-->
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:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Institute of Social and Economic Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Taylor, Robert"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Kaufkraftparität"
~subject:"Time varying parameters"
~subject:"Volatility"
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
| 24 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayesian inference
Estimation theory
Estimation
Kaufkraftparität
Time varying parameters
Volatility
Theorie
136
Theory
136
Time series analysis
52
Schätztheorie
30
Einheitswurzeltest
24
Unit root test
24
Volatilität
19
ARCH model
14
ARCH-Modell
14
Stochastic process
13
Stochastischer Prozess
13
Statistical test
11
Statistischer Test
11
Bootstrap approach
10
Bootstrap-Verfahren
10
Schätzung
10
Cointegration
9
Kointegration
9
Autocorrelation
8
Autokorrelation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Börsenkurs
6
Heteroscedasticity
6
Heteroskedastizität
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Statistical theory
6
Statistische Methodenlehre
6
Financial market
5
Finanzmarkt
5
Nichtlineare Regression
5
Nonlinear regression
5
Ranking method
5
Ranking-Verfahren
5
more ...
less ...
Online availability
All
Free
12
Undetermined
12
Type of publication
All
Article
62
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Bibliografie enthalten
2
Bibliography included
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
84
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Taylor, Robert
Werker, Bas J. M.
Phillips, Peter C. B.
24
Steel, Mark F. J.
20
Franses, Philip Hans
17
Chan, Joshua
15
Li, Qi
14
Saikkonen, Pentti
13
Lütkepohl, Helmut
12
Wooldridge, Jeffrey M.
12
Linton, Oliver
11
Park, Joon Y.
11
Ullah, Aman
11
Drost, Feike C.
10
Kuan, Chung-ming
10
Bierens, Herman J.
9
Chambers, Marcus J.
9
Giles, David E. A.
9
Hassler, Uwe
9
Jong, Robert M. de
9
Koop, Gary
9
Krämer, Walter
9
Lee, Lung-fei
9
Leybourne, Stephen James
9
Magnus, Jan R.
9
Nijman, Theodore E.
9
Soest, Arthur van
9
Verbeek, Marno
9
Davidson, James E. H.
8
Fan, Yanqin
8
Hahn, Jinyong
8
Knight, John L.
8
Osiewalski, Jacek
8
Spanos, Aris
8
White, Halbert
8
Baltagi, Badi H.
7
Bera, Anil K.
7
more ...
less ...
Institution
All
Shakai-Keizai-Kenkyūsho <Osaka>
5
Center for Economic Research <Tilburg>
3
Published in...
All
CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Institute of Social and Economic Research
Econometric reviews
Econometric theory
Economics letters
Journal of empirical finance
Journal of econometrics
25
Working paper
25
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Oxford bulletin of economics and statistics
9
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Journal of applied econometrics
8
Applied economics
7
The econometrics journal
7
Journal of economic surveys
6
Working papers in quantitative economics and econometrics
6
Journal of economic dynamics & control
4
Journal of productivity analysis
4
DAE working paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
International economic review
3
International journal of forecasting
3
Journal of international money and finance
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The Manchester School
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers in economics and econometrics
3
Applied financial economics
2
Bank of England Working Paper
2
CAMA Working Paper
2
CESifo working papers
2
Cambridge working papers in economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / Institute of Social and Economic Research
2
Discussion papers / National Institute of Economic and Social Research
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
84
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
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
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
4
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
5
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:
6
Model selection for factor analysis : some new criteria and performance comparisons
Choi, In
;
Jeong, Hanbat
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 577-596
Persistent link: https://www.econbiz.de/10012181337
Saved in:
7
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
8
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
9
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:
10
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->