//--> //--> //--> //-->
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:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Herwartz, Helmut"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Time varying parameters
Theorie
59
Theory
59
Time series analysis
23
Estimation theory
11
Schätztheorie
11
Volatility
11
Volatilität
11
Stochastic process
9
Stochastischer Prozess
9
ARCH model
7
ARCH-Modell
7
Einheitswurzeltest
7
Estimation
7
Schätzung
7
Unit root test
7
Börsenkurs
4
Panel
4
Panel study
4
Share price
4
Statistical test
4
Statistischer Test
4
Financial market
3
Finanzmarkt
3
Großbritannien
3
Method of moments
3
Momentenmethode
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Statistical theory
3
Statistische Methodenlehre
3
United Kingdom
3
Analysis of variance
2
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Cointegration
2
Copula
2
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
23
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Graue Literatur
1
Non-commercial literature
1
Language
All
English
24
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Herwartz, Helmut
Kapetanios, George
McAleer, Michael
Schmidt, Peter
Chan, Joshua
13
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
Kilian, Lutz
4
Koop, Gary
4
Leybourne, Stephen James
4
Pagan, Adrian R.
4
Peel, David
4
Psaradakis, Zacharias G.
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Bewley, Ronald A.
3
Chen, Zhanshou
3
Dagum, Estela Bee
3
Eisenstat, Eric
3
Eroğlu, Burak Alparslan
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Harvey, David I.
3
Lee, Hahn-shik
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Maasoumi, Esfandiar
3
Massacci, Daniele
3
Montañés, Antonio
3
Morley, James C.
3
Petrova, Katerina
3
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Economics letters
Journal of empirical finance
Journal of econometrics
16
Working paper
14
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
5
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic surveys
4
Applied economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Institute of Social and Economic Research
3
Journal of economic dynamics & control
3
The econometrics journal
3
Working paper series / European Central Bank ; Eurosystem
3
Bank of England Working Paper
2
CAMA Working Paper
2
CORE discussion paper : DP
2
Cege discussion 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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
A companion to economic forecasting
1
An Elgar reference collection
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 series / IZA
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
2
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
3
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
9
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:
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...
//-->