//--> //--> //--> //-->
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:"Dynamique des marchés financiers et prévisions"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Ashley, Richard A."
~person:"Granger, C. W. J."
~person:"Hallin, Marc"
~person:"He, Changli"
~person:"Kapetanios, George"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Nonlinear regression"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Article in journal"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Nonlinear regression
Time varying parameters
Theorie
39
Theory
39
Time series analysis
22
Estimation theory
8
Schätztheorie
8
ARCH model
6
ARCH-Modell
6
Volatility
6
Volatilität
6
Einheitswurzeltest
5
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Unit root test
5
Factor analysis
4
Faktorenanalyse
4
Nichtlineare Regression
4
Statistical test
4
Statistischer Test
4
Stochastic process
4
Stochastischer Prozess
4
Structural break
4
Strukturbruch
4
Panel
3
Panel study
3
Statistical theory
3
Statistische Methodenlehre
3
USA
3
United States
3
VAR model
3
VAR-Modell
3
Aggregation
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
Hallin, Marc
He, Changli
Kapetanios, George
Phillips, Peter C. B.
22
Taylor, Robert
13
Swanson, Norman R.
11
Koop, Gary
10
Franses, Philip Hans
7
Maasoumi, Esfandiar
7
Hendry, David F.
6
Leybourne, Stephen James
6
Spanos, Aris
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Yu, Jun
6
Andreou, Elena
5
Chen, Xiaohong
5
Corradi, Valentina
5
Gonzalo, Jesús
5
Harvey, David I.
5
Kilian, Lutz
5
McAleer, Michael
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Shin, Yongcheol
5
Bai, Jushan
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chan, Joshua
4
Chang, Yoosoon
4
Chen, Rong
4
Diebold, Francis X.
4
Fan, Yanqin
4
Gao, Jiti
4
Hong, Yongmiao
4
Horváth, Lajos
4
Johansen, Søren
4
Jong, Robert M. de
4
Korobilis, Dimitris
4
Lee, Tae-hwy
4
more ...
less ...
Published in...
All
CAMA working paper series
Dynamique des marchés financiers et prévisions
Econometric reviews
Journal of econometrics
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Economics letters
5
Oxford bulletin of economics and statistics
4
Applied economics
3
The econometrics journal
3
The economic journal : the journal of the Royal Economic Society
3
Annales d'économie et de statistique
2
Econometric theory
2
Econometrics : open access journal
2
Energy economics
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of macroeconomics
2
Journal of the American Statistical Association : JASA
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Advances in mathematical programming and financial planning : a research annual
1
Annals of economics and finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Información comercial española / Cuadernos económicos
1
International economic review
1
International journal of forecasting
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Jingji-lunwen
1
Journal de la Société de Statistique de Paris
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
On modelling the long run in applied economics
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The economic record : er
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
4
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
5
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:
6
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
7
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
8
Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
He, Changli
;
Sandberg, Rickard
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 34-59
Persistent link: https://www.econbiz.de/10009515974
Saved in:
9
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
10
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->