//--> //--> //--> //-->
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 empirical finance"
~person:"Dungey, Mardi H."
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Kollmann, Robert"
~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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Dynamisches Gleichgewicht
Estimation
Time varying parameters
Zustandsraummodell
Theorie
28
Theory
28
Time series analysis
13
Estimation theory
5
Forecasting model
5
Prognoseverfahren
5
Schätztheorie
5
Schätzung
5
Großbritannien
4
Kaufkraftparität
4
Purchasing power parity
4
United Kingdom
4
Volatility
4
Volatilität
4
Dynamic equilibrium
3
Exchange rate
3
Schock
3
Shock
3
State space model
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
DSGE model
2
DSGE-Modell
2
External balance
2
Financial frictions
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Nichtlineare Regression
2
Nonlinear regression
2
Terms of Trade
2
Terms of trade
2
Two-country model
2
Wechselkurs
2
Welt
2
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Article
9
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Working Paper
7
Rezension
1
more ...
less ...
Language
All
English
17
Author
All
Newbold, Paul
Dungey, Mardi H.
Franses, Philip Hans
Ghose, Devajyoti
Kapetanios, George
Kollmann, Robert
Chan, Joshua
14
Harvey, David I.
9
Taylor, Robert
8
Leybourne, Stephen James
7
Phillips, Peter C. B.
7
Haque, Qazi
6
Pagan, Adrian R.
6
Spanos, Aris
6
Wong, Benjamin
6
An, Sungbae
5
Maasoumi, Esfandiar
5
Mills, Terence C.
5
Schorfheide, Frank
5
Andreou, Elena
4
Castelnuovo, Efrem
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
Hendry, David F.
3
Herwartz, Helmut
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
Adolfson, Malin
2
Asai, Manabu
2
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam
22
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Economics letters
15
Econometric Institute research papers
13
Discussion paper / Tinbergen Institute
10
Journal of econometrics
8
International journal of forecasting
7
CAMA Working Paper
6
Journal of applied econometrics
6
Working paper
6
Applied economics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Discussion paper / Centre for Economic Policy Research
4
ECARES working paper
4
Journal of economic dynamics & control
4
Research memorandum series / Tinbergen Instituut
4
Bank of England Working Paper
3
Journal of economic surveys
3
Journal of macroeconomics
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
ERIM report series research in management
2
Econometric theory
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
IHS economics series : working paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
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
Explaining international business cycle synchronization : recursive preferences and the terms of trade channel
Kollmann, Robert
-
2017
Persistent link: https://www.econbiz.de/10011748167
Saved in:
3
What drives the German current account? : and how does it affect other EU member states?
Kollmann, Robert
;
Ratto, Marco
;
Röger, Werner
;
Veld, …
-
2014
Persistent link: https://www.econbiz.de/10010349464
Saved in:
4
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009750030
Saved in:
5
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:
6
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:
7
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
8
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:
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->