//--> //--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Kaufkraftparität"
~subject:"Purchasing power parity"
~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
Forecasting model
Kaufkraftparität
Purchasing power parity
Time varying parameters
Volatility
Theorie
92
Theory
92
Time series analysis
34
Schätztheorie
16
Volatilität
15
ARCH model
14
ARCH-Modell
14
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Schätzung
9
Einheitswurzeltest
6
Prognoseverfahren
6
Statistical test
6
Statistischer Test
6
Unit root test
6
Econometric model
5
Modellierung
5
Scientific modelling
5
Ökonometrisches Modell
5
Cointegration
4
Kointegration
4
Nichtlineare Regression
4
Nonlinear regression
4
ARMA model
3
ARMA-Modell
3
Autocorrelation
3
Autokorrelation
3
Börsenkurs
3
Capital income
3
Correlation
3
Credit risk
3
Financial market
3
Finanzmarkt
3
Großbritannien
3
Kapitaleinkommen
3
more ...
less ...
Online availability
All
Free
14
Undetermined
7
Type of publication
All
Article
42
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
15
Working Paper
15
Bibliografie enthalten
2
Bibliography included
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
58
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Franses, Philip Hans
49
Steel, Mark F. J.
19
Werker, Bas J. M.
15
Chan, Joshua
14
Dijk, Herman K. van
12
Drost, Feike C.
10
Dijk, Dick van
9
Giles, David E. A.
9
Koop, Gary
9
Krämer, Walter
9
Li, Qi
9
Nijman, Theodore E.
9
Taylor, Robert
9
Kleijnen, Jack P. C.
8
Legerstee, Rianne
8
Magnus, Jan R.
8
Osiewalski, Jacek
8
Soest, Arthur van
8
Strachan, Rodney W.
8
Ullah, Aman
8
Verbeek, Marno
8
Hassler, Uwe
7
Koopman, Siem Jan
7
Kuan, Chung-ming
7
Lee, Junsoo
7
Paap, Richard
7
Phillips, Peter C. B.
7
Spanos, Aris
7
Wooldridge, Jeffrey M.
7
Akker, Ramon van den
6
Asai, Manabu
6
Fernández, Carmen
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Maasoumi, Esfandiar
6
Pesaran, M. Hashem
6
more ...
less ...
Published in...
All
CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric Institute research papers
Econometric reviews
Economics letters
Journal of empirical finance
Working paper
26
Journal of econometrics
17
Discussion paper / Tinbergen Institute
10
Applied economics
7
Econometric theory
7
Journal of applied econometrics
7
Oxford bulletin of economics and statistics
7
Journal of economic surveys
6
Journal of forecasting
6
Working papers in quantitative economics and econometrics
6
Discussion paper / Institute of Social and Economic Research
5
Bank of England Working Paper
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 journal of forecasting
4
Journal of economic dynamics & control
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
International economic review
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
Journal of productivity analysis
3
The econometrics journal
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers in economics and econometrics
3
CAMA Working Paper
2
CESifo working papers
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
Discussion papers / National Institute of Economic and Social Research
2
Journal of macroeconomics
2
Testing integration and cointegration
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The Japanese economic review : the journal of the Japanese Economic Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
58
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
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
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
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
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
Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359780
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
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
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->