//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Kilian, Lutz"
~person:"Leybourne, Stephen James"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
~type:"article"
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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Estimation
Markov chain
Markov-Kette
Time varying parameters
Theorie
24
Theory
24
Time series analysis
16
Einheitswurzeltest
7
Unit root test
7
Schätzung
6
Bubbles
5
Börsenkurs
5
Explosive autoregression
5
Heteroscedasticity
5
Heteroskedastizität
5
Share price
5
Spekulationsblase
5
Estimation theory
4
Modellierung
4
Schätztheorie
4
Scientific modelling
4
Financial market
3
Finanzmarkt
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Break date estimation
2
Forecasting model
2
Geldpolitik
2
Monetary policy
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Rational bubble
2
Statistical distribution
2
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Kilian, Lutz
Leybourne, Stephen James
Paccagnini, Alessia
Spanos, Aris
Taylor, Robert
8
Phillips, Peter C. B.
7
Harvey, David I.
6
Kapetanios, George
6
Schorfheide, Frank
6
An, Sungbae
5
Chan, Joshua
5
Maasoumi, Esfandiar
5
Psaradakis, Zacharias G.
5
Andreou, Elena
4
Canova, Fabio
4
Franses, Philip Hans
4
Hendry, David F.
4
Herwartz, Helmut
4
Koop, Gary
4
McAleer, Michael
4
Tzavalis, Elias
4
Ullah, Aman
4
Aguiar-Conraria, Luís
3
Dijk, Herman K. van
3
Diks, Cees G. H.
3
Elliott, Robert J.
3
Hautsch, Nikolaus
3
Ireland, Peter N.
3
Jawadi, Fredj
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Li, Kai
3
Liesenfeld, Roman
3
Lopes, Hedibert Freitas
3
Malley, James R.
3
Martins, Manuel Mota Freitas
3
Proietti, Tommaso
3
Serletis, Apostolos
3
Soares, Maria Joana
3
Adolfson, Malin
2
Ando, Tomohiro
2
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of economic dynamics & control
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics
4
Economics letters
4
Oxford bulletin of economics and statistics
4
Journal of applied econometrics
3
Journal of econometrics
3
International journal of forecasting
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
Macroeconomic dynamics
2
The econometrics journal
2
A companion to economic forecasting
1
Applying Kernel and nonparametric estimation to economic topics
1
Econometric theory
1
Energy economics
1
Insurance / Mathematics & economics
1
International economic review
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of commodity markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of risk and financial management : JRFM
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
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:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
4
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
5
Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 277-296
Persistent link: https://www.econbiz.de/10011974517
Saved in:
6
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
7
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
8
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
9
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
10
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
;
Kilian, Lutz
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 371-402
Persistent link: https://www.econbiz.de/10002514260
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->