//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The econometrics journal"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Leybourne, Stephen James"
~person:"Paccagnini, Alessia"
~person:"Psaradakis, Zacharias G."
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Markov-Kette"
~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
| 19 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Markov-Kette
Time varying parameters
Theorie
44
Theory
44
Time series analysis
20
Estimation
16
Schätzung
16
Einheitswurzeltest
12
Unit root test
12
Forecasting model
9
Prognoseverfahren
9
Risiko
9
Risk
9
Business cycle
7
Konjunktur
7
Statistical test
7
Statistischer Test
7
VAR model
7
VAR-Modell
7
Bubbles
5
Börsenkurs
5
Explosive autoregression
5
Financial market
5
Finanzmarkt
5
Schock
5
Share price
5
Shock
5
Spekulationsblase
5
Estimation theory
4
Heteroscedasticity
4
Heteroskedastizität
4
Markov chain
4
Modellierung
4
Schätztheorie
4
Scientific modelling
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Autocorrelation
3
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
22
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Graue Literatur
2
Non-commercial literature
2
Language
All
English
24
Author
All
Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Leybourne, Stephen James
Paccagnini, Alessia
Psaradakis, Zacharias G.
Spanos, Aris
Chan, Joshua
15
Franses, Philip Hans
11
Hyndman, Rob J.
10
Koop, Gary
10
Koopman, Siem Jan
10
Makridakis, Spyros G.
10
Taylor, Robert
10
Assimakopoulos, V.
8
Phillips, Peter C. B.
8
Proietti, Tommaso
8
Spiliotis, Evangelos
8
Kapetanios, George
7
Lucas, André
7
Hendry, David F.
6
Marcellino, Massimiliano
6
Perron, Pierre
6
An, Sungbae
5
Bauwens, Luc
5
Clements, Michael P.
5
Dijk, Herman K. van
5
Kang, Yanfei
5
Koehler, Anne B.
5
Petropoulos, Fotios
5
Rombouts, Jeroen V. K.
5
Schorfheide, Frank
5
Strachan, Rodney W.
5
Wong, Benjamin
5
Andreou, Elena
4
Dagum, Estela Bee
4
Dijk, Dick van
4
Foroni, Claudia
4
Griggs, Kenneth
4
Harvey, David I.
4
Harvey, Nigel
4
Hecq, Alain W. J.
4
Hou, Chenghan
4
Kilian, Lutz
4
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of empirical finance
Journal of macroeconomics
The econometrics journal
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion papers in economics
5
Economics letters
5
Applied economics
4
Oxford bulletin of economics and statistics
4
Journal of applied econometrics
3
Journal of econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper
3
Birkbeck working papers in economics and finance : BWPEF
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 forecasting
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
Working paper series
2
A companion to economic forecasting
1
An Elgar reference collection
1
CAMA Working Paper
1
DAE working paper
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion papers in economics / School of Economics
1
Discussion papers in economics and econometrics
1
Econometric theory
1
Economic modelling
1
Economic theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Insurance / Mathematics & economics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of commodity markets
1
Journal of economic dynamics & control
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
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
-
This version: 25th February 2021
Persistent link: https://www.econbiz.de/10012585978
Saved in:
2
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
3
Common factors and the dynamics of cereal prices : a forecasting perspective
Kwas, Marek
;
Paccagnini, Alessia
;
Rubaszek, Michal
-
2020
Persistent link: https://www.econbiz.de/10012225217
Saved in:
4
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
5
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
6
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:
7
Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta
;
Paccagnini, Alessia
;
Villa, Stefania
- In:
Journal of macroeconomics
61
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012243230
Saved in:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->