//--> //--> //--> //-->
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 empirical finance"
~person:"Ashley, Richard A."
~person:"Granger, C. W. J."
~person:"He, Changli"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Nonlinear regression"
~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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Financial frictions
Nonlinear regression
Time varying parameters
Theorie
30
Theory
30
Time series analysis
18
Börsenkurs
6
Einheitswurzeltest
6
Estimation
6
Estimation theory
6
Schätztheorie
6
Schätzung
6
Share price
6
Unit root test
6
Bubbles
5
Explosive autoregression
5
Spekulationsblase
5
Autocorrelation
4
Autokorrelation
4
Structural break
4
Strukturbruch
4
Capital income
3
Kapitaleinkommen
3
Statistical test
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Break date estimation
2
Cointegration
2
Financial market
2
Finanzmarkt
2
Großbritannien
2
Kleinste-Quadrate-Methode
2
Kointegration
2
Least squares method
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
He, Changli
Kapetanios, George
Leybourne, Stephen James
Franses, Philip Hans
13
Phillips, Peter C. B.
7
Taylor, Robert
7
Hecq, Alain W. J.
6
Schmidt, Peter
6
Spanos, Aris
6
Hassler, Uwe
5
Lee, Junsoo
5
Peel, David
5
Shin, Yongcheol
5
Andreou, Elena
4
Kilian, Lutz
4
Psaradakis, Zacharias G.
4
Sibbertsen, Philipp
4
Bewley, Ronald A.
3
Chen, Zhanshou
3
Choi, In
3
Eroğlu, Burak Alparslan
3
Gonzalo, Jesús
3
Harvey, David I.
3
Herwartz, Helmut
3
Lee, Hahn-shik
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Maasoumi, Esfandiar
3
Massacci, Daniele
3
McAleer, Michael
3
Montañés, Antonio
3
Payá, Ivan
3
Pesaran, M. Hashem
3
Proietti, Tommaso
3
Swanson, Norman R.
3
Teräsvirta, Timo
3
Wright, Jonathan H.
3
Yang, Minxian
3
Ōgaki, Masao
3
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Economics letters
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
8
Oxford bulletin of economics and statistics
5
Applied economics
4
Statistical properties of GARCH processes
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Annales d'économie et de statistique
2
Energy economics
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
The economic journal : the journal of the Royal Economic Society
2
A companion to economic forecasting
1
Business cycles, indicators, and forecasting
1
Companion to contemporary economic thought
1
Dynamique des marchés financiers et prévisions
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
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 of forecasting
1
Journal of monetary economics
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
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 4-20
Persistent link: https://www.econbiz.de/10003800646
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->