//--> //--> //--> //-->
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:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Harvey, David I."
~person:"Kapetanios, George"
~person:"Li, Qi"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Article in journal"
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
Time varying parameters
Volatility
Theorie
86
Theory
86
Time series analysis
28
Schätztheorie
21
Volatilität
13
Schätzung
11
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
8
Einheitswurzeltest
8
Share price
8
Unit root test
8
ARCH model
7
ARCH-Modell
7
Statistical test
6
Statistical theory
6
Statistische Methodenlehre
6
Statistischer Test
6
Bubbles
5
Explosive autoregression
5
Financial market
5
Finanzmarkt
5
Spekulationsblase
5
Autocorrelation
4
Autokorrelation
4
Kaufkraftparität
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Purchasing power parity
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Exchange rate
3
Forecasting model
3
Großbritannien
3
Kleinste-Quadrate-Methode
3
Least squares method
3
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
56
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
56
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Harvey, David I.
Kapetanios, George
Li, Qi
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Franses, Philip Hans
14
Giles, David E. A.
9
Taylor, Robert
9
Ullah, Aman
9
Krämer, Walter
8
Hassler, Uwe
7
Kuan, Chung-ming
7
Lee, Junsoo
7
Leybourne, Stephen James
7
Phillips, Peter C. B.
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Hecq, Alain W. J.
6
King, Maxwell L.
6
Maasoumi, Esfandiar
6
Pesaran, M. Hashem
6
Shin, Yongcheol
6
Ōgaki, Masao
6
An, Sungbae
5
Baltagi, Badi H.
5
Godfrey, L. G.
5
Hahn, Jinyong
5
Herwartz, Helmut
5
Koop, Gary
5
Kumbhakar, Subal
5
Lütkepohl, Helmut
5
McDonald, James B.
5
Ohtani, Kazuhiro
5
Psaradakis, Zacharias G.
5
Schorfheide, Frank
5
Steel, Mark F. J.
5
Tran-van-Hoa
5
Verbeek, Marno
5
Andreou, Elena
4
more ...
less ...
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
25
Econometric theory
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Oxford bulletin of economics and statistics
8
Applied economics
7
Journal of applied econometrics
6
Journal of economic surveys
6
The econometrics journal
6
International economic review
5
Journal of economic dynamics & control
4
Journal of productivity analysis
4
International journal of forecasting
3
Journal of international money and finance
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Testing integration and cointegration
2
The Manchester School
2
The review of economics and statistics
2
Annales d'économie et de statistique
1
Annals of economics and finance
1
Applied financial economics
1
Econometrics : open access journal
1
Economic modelling
1
Economica
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
International journal of economic theory
1
International journal of finance & economics : IJFE
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
56
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
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:
3
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:
4
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:
5
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
6
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:
7
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->