//--> //--> //--> //-->
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 papers / Institute of Social and Economic Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Testing integration and cointegration"
~person:"Choi, In"
~person:"Dolado, Juan J."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Autocorrelation"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Theory"
~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
| 28 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Autocorrelation
Bayesian inference
Estimation theory
Portfolio selection
Schätzung
Theory
Time varying parameters
Volatility
Theorie
101
Time series analysis
36
Schätztheorie
28
Volatilität
13
Estimation
11
Einheitswurzeltest
9
Stochastic process
9
Stochastischer Prozess
9
Unit root test
9
Börsenkurs
8
Cointegration
8
Kointegration
8
Share price
8
ARCH model
7
ARCH-Modell
7
Financial market
6
Finanzmarkt
6
Forecasting model
6
Prognoseverfahren
6
Statistical theory
6
Statistische Methodenlehre
6
Bubbles
5
Explosive autoregression
5
Spekulationsblase
5
Autokorrelation
4
Statistical test
4
Statistischer Test
4
Capital income
3
Econometric model
3
Econometrics
3
Großbritannien
3
Kapitaleinkommen
3
Kaufkraftparität
3
Kleinste-Quadrate-Methode
3
more ...
less ...
Online availability
All
Undetermined
14
Free
3
Type of publication
All
Article
91
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
93
Aufsatz in Zeitschrift
93
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
6
Systematic review
6
Working Paper
6
Übersichtsarbeit
6
Bibliografie enthalten
3
Bibliography included
3
Collection of articles of several authors
2
Sammelwerk
2
more ...
less ...
Language
All
English
101
Author
All
Newbold, Paul
Choi, In
Dolado, Juan J.
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
McAleer, Michael
Peel, David
Schmidt, Peter
Kleijnen, Jack P. C.
73
Tijs, Stef
70
Borm, Peter
67
Talman, Dolf
65
Brânzei, Rodica
37
Hertog, Dirk den
37
Hamers, Herbert
34
Kort, Peter M.
34
Herings, Peter Jean-Jacques
30
Bovenberg, Ary Lans
29
Steel, Mark F. J.
29
Boone, Jan
28
Hendrickx, Ruud L. P.
26
Ploeg, Frederick van der
26
Franses, Philip Hans
25
Laan, Gerard van der
25
Nijman, Theodore E.
25
Ono, Yoshiyasu
25
Soest, Arthur van
25
Werker, Bas J. M.
25
Yang, Zaifu
25
Engwerda, Jacob Christiaan
24
Damme, Eric E. C. van
23
De Waegenaere, Anja
23
Eijffinger, Sylvester C. W.
23
Melenberg, Bertrand
23
Beetsma, Roel
21
Güth, Werner
21
Huizinga, Harry
21
Potters, Jan
21
Matsumura, Toshihiro
20
Meijdam, Lex
20
Norde, Henk
19
Stark, Oded
19
Lai, Ching-chong
18
Magnus, Jan R.
18
Voorneveld, Mark
18
Ligthart, Jenny E.
17
more ...
less ...
Published in...
All
CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Discussion papers / Institute of Social and Economic Research
Econometric reviews
Economics letters
Journal of economic surveys
Journal of empirical finance
Journal of macroeconomics
Testing integration and cointegration
Journal of econometrics
39
Working paper
39
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
18
Econometric theory
17
Oxford bulletin of economics and statistics
15
Discussion paper / Centre for Economic Policy Research
13
Working papers in quantitative economics and econometrics
13
Journal of applied econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The econometrics journal
11
Applied economics
10
Discussion paper / Institute of Social and Economic Research
10
Discussion paper series / IZA
9
Discussion papers / National Institute of Economic and Social Research
9
Journal of productivity analysis
9
Documentos de trabajo / Banco de España, Servicio de Estudios
8
Journal of forecasting
8
Working papers in economics and econometrics
8
Applied economics letters
7
The economic journal : the journal of the Royal Economic Society
7
CESifo working papers
6
International journal of forecasting
6
Bank of England Working Paper
5
Journal of economic dynamics & control
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied financial economics
4
Cambridge working papers in economics
4
Discussion papers / CEPR
4
Economic research paper / Loughborough University, Department of Economics
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
International economic review
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
The Manchester School
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
101
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
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
3
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:
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
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:
6
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:
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
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:
9
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:
10
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:
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...
//-->