//--> //--> //--> //-->
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 / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Hassler, Uwe"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"McAleer, Michael"
~subject:"Estimation theory"
~subject:"Financial market"
~subject:"Schätzung"
~subject:"Time varying parameters"
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
| 20 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation theory
Financial market
Schätzung
Time varying parameters
Theorie
97
Theory
97
Time series analysis
30
Schätztheorie
28
Cointegration
11
Kointegration
11
Volatility
11
Volatilität
11
Stochastic process
9
Stochastischer Prozess
9
ARCH model
8
ARCH-Modell
8
Statistical theory
8
Statistische Methodenlehre
8
Einheitswurzeltest
7
Unit root test
7
Estimation
6
Statistical test
6
Statistischer Test
6
Econometrics
5
Ökonometrie
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Nichtlineare Regression
4
Nonlinear regression
4
Probability theory
4
Simulation
4
VAR model
4
VAR-Modell
4
Wahrscheinlichkeitsrechnung
4
Börsenkurs
3
Finanzmarkt
3
Großbritannien
3
Multivariate Analyse
3
Multivariate analysis
3
Neural networks
3
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
45
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Working Paper
8
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
55
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Hassler, Uwe
Kapetanios, George
Krämer, Walter
McAleer, Michael
Phillips, Peter C. B.
24
Steel, Mark F. J.
18
Franses, Philip Hans
17
Chan, Joshua
15
Werker, Bas J. M.
14
Li, Qi
13
Saikkonen, Pentti
13
Lütkepohl, Helmut
12
Wooldridge, Jeffrey M.
12
Linton, Oliver
11
Nijman, Theodore E.
11
Park, Joon Y.
11
Taylor, Robert
11
Ullah, Aman
11
Drost, Feike C.
10
Kuan, Chung-ming
10
Schmidt, Peter
10
Bierens, Herman J.
9
Chambers, Marcus J.
9
Giles, David E. A.
9
Jong, Robert M. de
9
Lee, Lung-fei
9
Soest, Arthur van
9
Verbeek, Marno
9
Davidson, James E. H.
8
Fan, Yanqin
8
Hahn, Jinyong
8
Knight, John L.
8
Leybourne, Stephen James
8
Osiewalski, Jacek
8
Pesaran, M. Hashem
8
Spanos, Aris
8
White, Halbert
8
Baltagi, Badi H.
7
Bera, Anil K.
7
more ...
less ...
Institution
All
National Institute of Economic and Social Research
2
University of Western Australia / Department of Economics
1
Published in...
All
CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Discussion papers / National Institute of Economic and Social Research
Econometric reviews
Econometric theory
Economics letters
Journal of empirical finance
Working papers in quantitative economics and econometrics
Working paper
18
Journal of econometrics
17
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
13
Econometric Institute research papers
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Discussion paper / Tinbergen Institute
7
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
7
Oxford bulletin of economics and statistics
6
Applied economics
5
Discussion paper / Institute of Social and Economic Research
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of economic surveys
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
CESifo working papers
3
Darmstadt discussion papers in economics : Arbeitspapiere der Volkswirtschaftlichen Fachgebiete der TU Darmstadt
3
Darmstadt discussion papers in economics : applied research in economics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Jahrbücher für Nationalökonomie und Statistik
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The econometrics journal
3
The review of economics and statistics
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers in economics and econometrics
3
Bank of England Working Paper
2
CAMA Working Paper
2
Cambridge working papers in economics
2
Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
2
Discussion papers / Institute of Social and Economic Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
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
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
Persistence under temporal aggregation and differencing
Hassler, Uwe
- In:
Economics letters
124
(
2014
)
2
,
pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
Saved in:
8
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:
9
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
10
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->