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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 empirical finance"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Dagum, Estela Bee"
~person:"Dungey, Mardi H."
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Harvey, David I."
~person:"Kapetanios, George"
~person:"Taylor, Robert"
~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
55
Theory
55
Time series analysis
38
Seasonal variations
18
Estimation theory
14
Schätztheorie
14
Estimation
9
Forecasting model
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Prognoseverfahren
7
Bubbles
4
Börsenkurs
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Einheitswurzeltest
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Spekulationsblase
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Unit root test
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VAR-Modell
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Bayes-Statistik
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Bayesian inference
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Bruttoinlandsprodukt
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Cointegration
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Decomposition method
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Explosive autoregression
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Gross domestic product
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Kointegration
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State space model
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Statistical theory
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Statistische Methodenlehre
3
Volatility
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Volatilität
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Beveridge-Nelson decomposition
2
Break date estimation
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Financial market
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English
45
Author
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Newbold, Paul
Dagum, Estela Bee
Dungey, Mardi H.
Franses, Philip Hans
Ghose, Devajyoti
Harvey, David I.
Kapetanios, George
Taylor, Robert
Wong, Benjamin
Chan, Joshua
12
Dijk, Herman K. van
6
Haque, Qazi
6
Koop, Gary
6
Ooms, Marius
6
Pagan, Adrian R.
6
Hoek, Henk
5
Lucas, André
5
Mills, Terence C.
5
Castelnuovo, Efrem
4
Green, Christopher J.
4
Hobijn, Bart
4
Leybourne, Stephen James
4
Paap, Richard
4
Paccagnini, Alessia
4
Vries, Casper G. de
4
Caggiano, Giovanni
3
Heij, Christiaan
3
Kleibergen, Frank
3
Kollmann, Robert
3
Morley, James C.
3
Robinson, Tim
3
Seaton, Jonathan S.
3
Strachan, Rodney W.
3
Ariño, Miguel A.
2
Baillie, Richard
2
Bernardi, Mauro
2
Bhatta, Guna Raj
2
Breunig, Robert
2
Buncic, Daniel
2
Chan, Joshua C. C.
2
Cho, Dooyeon
2
Choi, Sangyup
2
Cross, Jamie L.
2
Daníelsson, Jón
2
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CAMA working paper series
Discussion paper / Tinbergen Institute / Tinbergen Institute
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Econometric Institute, Erasmus University Rotterdam
25
Econometric reviews
16
Journal of econometrics
16
Econometric Institute research papers
15
Discussion paper / Tinbergen Institute
13
Economics letters
13
Department of Economics discussion paper / Department of Economics, The University of Birmingham
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Oxford bulletin of economics and statistics
8
Econometric theory
7
International journal of forecasting
7
Journal of forecasting
7
Applied economics
6
Journal of applied econometrics
6
Report / Erasmus Center for Financial Research, Erasmus University
6
The econometrics journal
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
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
The economic journal : the journal of the Royal Economic Society
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
DAE working paper
2
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ECONIS (ZBW)
45
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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
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
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:
4
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
5
Historical decomopositions for nonlinear vector autoregression models
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011746879
Saved in:
6
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:
7
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:
8
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:
9
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10011341994
Saved in:
10
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
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