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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Dagum, Estela Bee"
~person:"Dungey, Mardi H."
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Harvey, David I."
~person:"Kapetanios, George"
~person:"Wong, Benjamin"
~subject:"Dynamisches Gleichgewicht"
~subject:"Saisonale Schwankungen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Dynamisches Gleichgewicht
Saisonale Schwankungen
Schätzung
Share price
Time varying parameters
Zustandsraummodell
Theorie
46
Theory
46
Time series analysis
26
Estimation
10
Estimation theory
10
Schätztheorie
10
Forecasting model
6
Prognoseverfahren
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VAR model
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VAR-Modell
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Börsenkurs
5
Einheitswurzeltest
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Unit root test
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Seasonal variations
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USA
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United States
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Bayes-Statistik
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Bayesian inference
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Bruttoinlandsprodukt
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Bubbles
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Cointegration
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Decomposition method
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Dekompositionsverfahren
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Explosive autoregression
3
Financial market
3
Finanzmarkt
3
Gross domestic product
3
Kointegration
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtlineare Regression
3
Nonlinear regression
3
Spekulationsblase
3
State space model
3
Structural break
3
Strukturbruch
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Working Paper
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34
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Newbold, Paul
Dagum, Estela Bee
Dungey, Mardi H.
Franses, Philip Hans
Ghose, Devajyoti
Harvey, David I.
Kapetanios, George
Wong, Benjamin
Phillips, Peter C. B.
19
Koop, Gary
18
Chan, Joshua
15
Swanson, Norman R.
9
Taylor, Robert
9
Aït-Sahalia, Yacine
7
Yu, Jun
7
Haque, Qazi
6
Leybourne, Stephen James
6
Lucas, André
6
Mariano, Roberto S.
6
Mills, Terence C.
6
Pagan, Adrian R.
6
Pesaran, M. Hashem
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Baillie, Richard
5
Chen, Xiaohong
5
Dijk, Herman K. van
5
Hallin, Marc
5
Herwartz, Helmut
5
Hong, Yongmiao
5
McAleer, Michael
5
Schorfheide, Frank
5
Shin, Yongcheol
5
Steel, Mark F. J.
5
Todorov, Viktor
5
Zakoïan, Jean-Michel
5
Bai, Jushan
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Breitung, Jörg
4
Castelnuovo, Efrem
4
Fan, Yanqin
4
Ghysels, Eric
4
Gonzalo, Jesús
4
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CAMA working paper series
Discussion paper / Tinbergen Institute / Tinbergen Institute
Economic research paper / Loughborough University, Department of Economics
Journal of econometrics
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Econometric Institute research papers
15
Discussion paper / Tinbergen Institute
13
Economics letters
13
Econometric reviews
12
International journal of forecasting
7
Journal of forecasting
7
Applied economics
6
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Working paper
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
CAMA Working Paper
4
Journal of economic dynamics & control
4
Journal of macroeconomics
4
Research memorandum series / Tinbergen Instituut
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The econometrics journal
4
Bank of England Working Paper
3
ERIM report series research in management
3
International statistical review : a journal of the International Statistical Institute and its associations
3
Journal of economic surveys
3
Working paper series / European Central Bank ; Eurosystem
3
A companion to economic forecasting
2
Advanced texts in econometrics
2
Applied economics letters
2
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / UTAS, School of Economics and Finance
2
Econometric theory
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
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ECONIS (ZBW)
34
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1
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
2
The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
-
2022
Persistent link: https://www.econbiz.de/10012878807
Saved in:
3
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
4
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
5
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
6
Historical decomopositions for nonlinear vector autoregression models
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011746879
Saved in:
7
Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747283
Saved in:
8
Estimating and accounting for the output gap with large Bayesian vector autoregressions
Morley, James C.
;
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747292
Saved in:
9
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:
10
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10011341994
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