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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Chan, Joshua"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Lee, Junsoo"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Purchasing power parity"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Purchasing power parity
Time varying parameters
Volatility
Theorie
103
Theory
103
Time series analysis
46
Schätztheorie
22
Estimation
17
Schätzung
17
Stochastic process
16
Stochastischer Prozess
16
Volatilität
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Einheitswurzeltest
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Unit root test
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Bayes-Statistik
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VAR model
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VAR-Modell
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State space model
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ARCH model
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ARCH-Modell
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Bayesian model comparison
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Modellierung
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Scientific modelling
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Statistical theory
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Statistische Methodenlehre
4
stochastic volatility
4
Autocorrelation
3
Autokorrelation
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Bruttoinlandsprodukt
3
Business cycle
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Börsenkurs
3
Cointegration
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58
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English
72
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Newbold, Paul
Chan, Joshua
Choi, In
Ghose, Devajyoti
Kapetanios, George
Lee, Junsoo
McAleer, Michael
Peel, David
Schmidt, Peter
Franses, Philip Hans
20
Steel, Mark F. J.
19
Werker, Bas J. M.
15
Giles, David E. A.
11
Drost, Feike C.
10
Phillips, Peter C. B.
10
Taylor, Robert
10
Koop, Gary
9
Li, Qi
9
Nijman, Theodore E.
9
Hassler, Uwe
8
Hecq, Alain W. J.
8
Krämer, Walter
8
Osiewalski, Jacek
8
Pesaran, M. Hashem
8
Psaradakis, Zacharias G.
8
Verbeek, Marno
8
Granger, C. W. J.
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
7
Leybourne, Stephen James
7
Lütkepohl, Helmut
7
Magnus, Jan R.
7
Soest, Arthur van
7
Spanos, Aris
7
Ullah, Aman
7
Urbain, Jean-Pierre
7
Wooldridge, Jeffrey M.
7
Wright, Jonathan H.
7
Akker, Ramon van den
6
Dolado, Juan J.
6
Fernández, Carmen
6
Herwartz, Helmut
6
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric reviews
Economics letters
Journal of empirical finance
Oxford bulletin of economics and statistics
Working paper
25
Journal of econometrics
20
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
9
Applied economics
7
Econometric theory
7
Journal of applied econometrics
7
Journal of economic dynamics & control
7
Journal of economic surveys
7
Working papers in quantitative economics and econometrics
6
Discussion paper / Institute of Social and Economic Research
5
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
CAMA Working Paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
International economic review
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
Bank of England 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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of macroeconomics
2
Testing integration and cointegration
2
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ECONIS (ZBW)
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1
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
3
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
4
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
5
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
6
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224053
Saved in:
7
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
8
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
9
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
10
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
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