//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Theorie"
~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
| 22 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayesian inference
Estimation theory
Theorie
Time varying parameters
Volatility
Theory
102
Time series analysis
38
Schätztheorie
26
ARCH model
12
ARCH-Modell
12
Volatilität
12
Einheitswurzeltest
10
Unit root test
10
Stochastic process
9
Stochastischer Prozess
9
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistical test
7
Statistischer Test
7
Autocorrelation
6
Autokorrelation
6
Estimation
6
Portfolio selection
6
Portfolio-Management
6
Schätzung
6
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Ranking method
4
Ranking-Verfahren
4
Statistical distribution
4
Statistical theory
4
Statistische Methodenlehre
4
Statistische Verteilung
4
Börsenkurs
3
Cointegration
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
GARCH
3
Großbritannien
3
Kaufkraftparität
3
more ...
less ...
Online availability
All
Free
22
Undetermined
9
Type of publication
All
Article
64
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Working Paper
37
Bibliografie enthalten
2
Bibliography included
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Kleijnen, Jack P. C.
73
Tijs, Stef
70
Borm, Peter
67
Talman, Dolf
65
Matsushima, Noriaki
44
Brânzei, Rodica
37
Hertog, Dirk den
37
Hamers, Herbert
34
Kort, Peter M.
34
Herings, Peter Jean-Jacques
30
Bovenberg, Ary Lans
29
Boone, Jan
28
Steel, Mark F. J.
28
Hendrickx, Ruud L. P.
26
Laan, Gerard van der
25
Nijman, Theodore E.
25
Soest, Arthur van
25
Yang, Zaifu
25
Engwerda, Jacob Christiaan
24
Ploeg, Frederick van der
24
Damme, Eric E. C. van
23
De Waegenaere, Anja
23
Melenberg, Bertrand
23
Eijffinger, Sylvester C. W.
22
Ono, Yoshiyasu
22
Güth, Werner
21
Huizinga, Harry
21
Potters, Jan
21
Franses, Philip Hans
20
Magnus, Jan R.
20
Meijdam, Lex
20
Norde, Henk
19
Stark, Oded
19
Matsumura, Toshihiro
18
Voorneveld, Mark
18
Beetsma, Roel
17
Raa, Thijs ten
17
Schaling, Eric
17
more ...
less ...
Institution
All
Shakai-Keizai-Kenkyūsho <Osaka>
9
Center for Economic Research <Tilburg>
7
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
Economics letters
Journal of empirical finance
Journal of econometrics
40
Working paper
39
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
18
Econometric theory
13
Working papers in quantitative economics and econometrics
13
Journal of applied econometrics
12
Journal of economic surveys
11
Oxford bulletin of economics and statistics
10
Discussion papers / National Institute of Economic and Social Research
9
Journal of productivity analysis
9
Applied economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The econometrics journal
8
Working papers in economics and econometrics
8
Applied economics letters
7
Journal of forecasting
7
International journal of forecasting
6
Journal of economic dynamics & control
6
Bank of England Working Paper
5
CESifo working papers
5
Discussion paper / Centre for Economic Policy Research
5
The economic journal : the journal of the Royal Economic Society
5
Applied financial economics
4
Cambridge working papers in economics
4
Discussion papers / Institute of Social and Economic Research
4
Economic research paper / Loughborough University, Department of Economics
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
The Manchester School of Economic and Social Studies
4
DAE working paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers in economics / School of Economics
3
Economica
3
Economics working paper series
3
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
102
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
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:
3
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:
4
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:
5
Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2012
Persistent link: https://www.econbiz.de/10009676141
Saved in:
6
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:
7
Stochastic metafrontiers
Amsler, Christine Elaine
;
O'Donnell, Christopher John
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1007-1020
Persistent link: https://www.econbiz.de/10011795559
Saved in:
8
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:
9
Forecasting in the presence of recent structural change
Eklund, Jana
;
Kapetanios, George
;
Price, Simon
-
2011
Persistent link: https://www.econbiz.de/10009405772
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->