//--> //--> //--> //-->
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"
~person:"Baillie, Richard"
~person:"Choi, In"
~person:"Einmahl, John H. J."
~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:"Maximum-Likelihood-Schätzung"
~subject:"Time varying parameters"
~subject:"Volatility"
~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
| 24 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayesian inference
Estimation theory
Maximum-Likelihood-Schätzung
Time varying parameters
Volatility
Theorie
69
Theory
69
Time series analysis
24
Schätztheorie
15
Volatilität
12
Estimation
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
ARCH model
7
ARCH-Modell
7
Einheitswurzeltest
5
Financial market
5
Finanzmarkt
5
Unit root test
5
Autocorrelation
3
Autokorrelation
3
Börsenkurs
3
Exchange rate
3
Forecasting model
3
Kaufkraftparität
3
Method of moments
3
Momentenmethode
3
Nichtlineare Regression
3
Nonlinear regression
3
Prognoseverfahren
3
Purchasing power parity
3
Rational expectations
3
Rationale Erwartung
3
Share price
3
Statistical test
3
Statistical theory
3
Statistische Methodenlehre
3
Statistischer Test
3
Wechselkurs
3
Welt
3
World
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
43
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
45
Arbeitspapier
29
Working Paper
29
Graue Literatur
28
Non-commercial literature
28
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
45
Author
All
Newbold, Paul
Baillie, Richard
Choi, In
Einmahl, John H. J.
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
14
Giles, David E. A.
9
Krämer, Walter
8
Li, Qi
8
Taylor, Robert
8
Hassler, Uwe
7
Lee, Junsoo
7
Phillips, Garry D. A.
7
Phillips, Peter C. B.
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Hecq, Alain W. J.
6
King, Maxwell L.
6
Pesaran, M. Hashem
6
Ullah, Aman
6
An, Sungbae
5
Baltagi, Badi H.
5
Godfrey, L. G.
5
Hahn, Jinyong
5
Koop, Gary
5
Kuan, Chung-ming
5
Lütkepohl, Helmut
5
Maasoumi, Esfandiar
5
McDonald, James B.
5
Ohtani, Kazuhiro
5
Orme, Chris D.
5
Psaradakis, Zacharias G.
5
Schorfheide, Frank
5
Steel, Mark F. J.
5
Tran-van-Hoa
5
Ōgaki, Masao
5
Andreou, Elena
4
Asai, Manabu
4
Cribari-Neto, Francisco
4
Dolado, Juan J.
4
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
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
19
Journal of applied econometrics
8
Econometric theory
7
Applied economics
6
Journal of economic surveys
6
Oxford bulletin of economics and statistics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
4
International economic review
3
International journal of forecasting
3
Journal of international money and finance
3
Journal of productivity analysis
3
The econometrics journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of macroeconomics
2
Testing integration and cointegration
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of economic studies
2
The review of economics and statistics
2
Applied financial economics
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
Economic modelling
1
Economica
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
International journal of economic theory
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 forecasting
1
Journal of monetary economics
1
Journal of political economy
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Royal Statistical Society
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
8
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
9
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:
10
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->