//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Momentenmethode"
~subject:"Time varying parameters"
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
Momentenmethode
Time varying parameters
Theorie
57
Theory
57
Time series analysis
23
Estimation theory
12
Schätztheorie
12
Volatility
10
Volatilität
10
Stochastic process
9
Stochastischer Prozess
9
Estimation
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Einheitswurzeltest
5
Unit root test
5
Börsenkurs
4
Share price
4
Financial market
3
Finanzmarkt
3
Großbritannien
3
Method of moments
3
Schock
3
Shock
3
Statistical theory
3
Statistische Methodenlehre
3
Structural break
3
Strukturbruch
3
United Kingdom
3
Aggregation
2
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Cointegration
2
DSGE model
2
DSGE models
2
DSGE-Modell
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
25
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Graue Literatur
1
Non-commercial literature
1
Language
All
English
26
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Schmidt, Peter
Chan, Joshua
16
Franses, Philip Hans
13
Phillips, Peter C. B.
7
Taylor, Robert
7
Hecq, Alain W. J.
6
Spanos, Aris
6
Hassler, Uwe
5
Lee, Junsoo
5
Wong, Benjamin
5
Andreou, Elena
4
Chambers, Marcus J.
4
Kilian, Lutz
4
Koop, Gary
4
Leybourne, Stephen James
4
Lütkepohl, Helmut
4
Maasoumi, Esfandiar
4
Martins, Manuel Mota Freitas
4
Pagan, Adrian R.
4
Peel, David
4
Petrova, Katerina
4
Psaradakis, Zacharias G.
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Aguiar-Conraria, Luís
3
Amsler, Christine Elaine
3
Aoki, Masanao
3
Bewley, Ronald A.
3
Bond, Stephen
3
Chen, Zhanshou
3
Dagum, Estela Bee
3
Diks, Cees G. H.
3
Eisenstat, Eric
3
Eroğlu, Burak Alparslan
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hall, Alastair R.
3
Harvey, David I.
3
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Economics letters
Journal of economic dynamics & control
Journal of empirical finance
Journal of econometrics
17
Working paper
14
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
6
Econometric theory
4
Journal of economic surveys
4
Applied economics
3
Discussion paper / Institute of Social and Economic Research
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
Working paper series / European Central Bank ; Eurosystem
3
Bank of England Working Paper
2
CAMA Working Paper
2
Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
A companion to economic forecasting
1
An Elgar reference collection
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Applied quantitative finance : theory and computational tools
1
CESifo Working Paper
1
CESifo working papers
1
CREATES research paper
1
Cambridge working papers in economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics / School of Economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrics : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
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
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
3
A time-varying parameter structural model of the UK economy
Kapetanios, George
;
Masolo, Riccardo M.
;
Petrova, Katerina
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
Saved in:
4
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
5
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
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
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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
Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
Saved in:
10
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->