//--> //--> //--> //-->
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 reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Chan, Joshua"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Lee, Junsoo"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Phillips, Peter C. B."
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~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
| 23 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Purchasing power parity
Time varying parameters
Volatility
Theorie
102
Theory
102
Time series analysis
50
Stochastic process
18
Stochastischer Prozess
18
Schätztheorie
17
Volatilität
17
Estimation
16
Schätzung
16
Einheitswurzeltest
14
Unit root test
14
Bayes-Statistik
13
VAR model
10
VAR-Modell
10
State space model
8
Zustandsraummodell
8
Forecasting model
7
Prognoseverfahren
7
Statistical theory
6
Statistische Methodenlehre
6
ARCH model
5
ARCH-Modell
5
Cointegration
5
Kointegration
5
Panel
5
Panel study
5
Autocorrelation
4
Autokorrelation
4
Bayesian model comparison
4
Börsenkurs
4
Financial market
4
Finanzmarkt
4
Modellierung
4
Nichtlineare Regression
4
Nonlinear regression
4
Scientific modelling
4
more ...
less ...
Online availability
All
Free
12
Undetermined
12
Type of publication
All
Article
57
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
4
Working Paper
4
Bibliografie enthalten
2
Bibliography included
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
71
Author
All
Newbold, Paul
Chan, Joshua
Choi, In
Ghose, Devajyoti
Kapetanios, George
Lee, Junsoo
McAleer, Michael
Peel, David
Phillips, Peter C. B.
Schmidt, Peter
Steel, Mark F. J.
19
Franses, Philip Hans
16
Werker, Bas J. M.
15
Drost, Feike C.
10
Giles, David E. A.
9
Koop, Gary
9
Li, Qi
9
Nijman, Theodore E.
9
Krämer, Walter
8
Osiewalski, Jacek
8
Taylor, Robert
8
Verbeek, Marno
8
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Koopman, Siem Jan
7
Magnus, Jan R.
7
Soest, Arthur van
7
Spanos, Aris
7
Ullah, Aman
7
Wooldridge, Jeffrey M.
7
Akker, Ramon van den
6
Fernández, Carmen
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Pesaran, M. Hashem
6
Wong, Benjamin
6
An, Sungbae
5
Andreou, Elena
5
Baillie, Richard
5
Baltagi, Badi H.
5
Bera, Anil K.
5
Bierens, Herman J.
5
Einmahl, John H. J.
5
more ...
less ...
Published in...
All
CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric reviews
Economics letters
Journal of empirical finance
Cowles Foundation discussion paper
58
Journal of econometrics
40
Working paper
26
Econometric theory
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Cowles Foundation Discussion Paper
13
Econometric Institute research papers
11
Oxford bulletin of economics and statistics
10
Discussion paper / Tinbergen Institute
9
Journal of applied econometrics
8
Applied economics
7
Journal of economic dynamics & control
7
Journal of economic surveys
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economic review
4
The econometrics journal
4
The review of economic studies
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
3
Journal of productivity analysis
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
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->