//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Economics discussion paper series / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~subject:"Dynamisches Gleichgewicht"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Dynamisches Gleichgewicht
Estimation
Time varying parameters
Zustandsraummodell
Theorie
15
Theory
15
Time series analysis
10
Estimation theory
3
Forecasting model
3
Prognoseverfahren
3
Schätztheorie
3
Einheitswurzeltest
2
Schätzung
2
State space model
2
Structural break
2
Strukturbruch
2
Unit root test
2
Volatility
2
Volatilität
2
1972-1996
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Bewertung
1
Bruttoinlandsprodukt
1
Börsenkurs
1
Capital income
1
Cointegration
1
DSGE model
1
DSGE models
1
DSGE-Modell
1
Decomposition method
1
Dekompositionsverfahren
1
Dynamic equilibrium
1
Econometric model
1
Economic forecast
1
Erwartungsbildung
1
Evaluation
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
6
Article
5
Type of publication (narrower categories)
All
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Article in journal
5
Aufsatz in Zeitschrift
5
Working Paper
5
Language
All
English
11
Author
All
Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Chan, Joshua
14
Harvey, David I.
11
Leybourne, Stephen James
8
Taylor, Robert
8
Phillips, Peter C. B.
7
Haque, Qazi
6
Mills, Terence C.
6
Pagan, Adrian R.
6
Spanos, Aris
6
Wong, Benjamin
6
An, Sungbae
5
Maasoumi, Esfandiar
5
Schorfheide, Frank
5
Andreou, Elena
4
Castelnuovo, Efrem
4
Franses, Philip Hans
4
Kilian, Lutz
4
Koop, Gary
4
McAleer, Michael
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Strachan, Rodney W.
4
Ullah, Aman
4
Caggiano, Giovanni
3
Dagum, Estela Bee
3
Eisenstat, Eric
3
Green, Christopher J.
3
Hendry, David F.
3
Herwartz, Helmut
3
Kollmann, Robert
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Morley, James C.
3
Park, Joon Y.
3
Proietti, Tommaso
3
Robinson, Tim
3
Seaton, Jonathan S.
3
Tzavalis, Elias
3
more ...
less ...
Institution
All
Loughborough University / Department of Economics
1
Published in...
All
CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Economics discussion paper series / Loughborough University, Department of Economics
Journal of empirical finance
Journal of econometrics
5
Working paper
5
Economics letters
4
Journal of economic dynamics & control
4
Applied economics
3
Bank of England Working Paper
3
CAMA Working Paper
3
Journal of applied econometrics
3
Working paper series / European Central Bank ; Eurosystem
3
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / UTAS, School of Economics and Finance
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
A companion to economic forecasting
1
An Elgar reference collection
1
Applied economics letters
1
Bank of Italy Temi di Discussione (Working Paper)
1
CESifo Working Paper
1
CFAP working papers
1
CIRANO - Scientific Publications 2013s-23
1
CREATES research paper
1
DAE working paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics / School of Economics
1
Econometric theory
1
Econometrics : open access journal
1
Economic theory and mathematical economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of applied business and economic research
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
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
Saved in:
3
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:
4
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
5
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:
6
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:
7
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
8
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
9
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
10
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->