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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"International statistical review : a journal of the International Statistical Institute and its associations"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Herwartz, Helmut"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Phillips, Peter C. B."
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Panel study"
~subject:"Schätztheorie"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Estimation
Kapitaleinkommen
Panel study
Schätztheorie
Stochastischer Prozess
Time varying parameters
Theorie
36
Theory
36
Time series analysis
22
Einheitswurzeltest
12
Unit root test
12
Volatility
10
Volatilität
10
Börsenkurs
9
Share price
9
Bubbles
7
Schätzung
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Spekulationsblase
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Stochastic process
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Estimation theory
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Explosive autoregression
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Statistical test
5
Statistischer Test
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Financial market
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Finanzmarkt
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Panel
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Autocorrelation
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Autokorrelation
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Bootstrap approach
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Bootstrap-Verfahren
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Capital income
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Cointegration
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Kointegration
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rational bubble
3
Break date estimation
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Econometrics
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Heteroscedasticity
2
Heteroskedastizität
2
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2
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30
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30
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1
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30
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Herwartz, Helmut
Kapetanios, George
Leybourne, Stephen James
Phillips, Peter C. B.
McAleer, Michael
9
Taylor, Robert
8
Harvey, David I.
7
Spanos, Aris
7
Franses, Philip Hans
6
Garcia, René
6
Maasoumi, Esfandiar
6
Pesaran, M. Hashem
6
Ullah, Aman
6
Asai, Manabu
5
Koopman, Siem Jan
5
Westerlund, Joakim
5
Almeida, Caio
4
Andreou, Elena
4
Ardison, Kym
4
Baltagi, Badi H.
4
Bera, Anil K.
4
Dagum, Estela Bee
4
Härdle, Wolfgang
4
Kilian, Lutz
4
Kumbhakar, Subal
4
Lucas, André
4
Proietti, Tommaso
4
Psaradakis, Zacharias G.
4
Schmidt, Peter
4
Vicente, Jose
4
Audrino, Francesco
3
Caporin, Massimiliano
3
Chan, Joshua
3
Fiebig, Denzil G.
3
Gouriéroux, Christian
3
Granger, C. W. J.
3
Hafner, Christian M.
3
Hautsch, Nikolaus
3
He, Changli
3
Hendry, David F.
3
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CAMA working paper series
Econometric reviews
International statistical review : a journal of the International Statistical Institute and its associations
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
Journal of econometrics
37
Econometric theory
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Economics letters
9
Oxford bulletin of economics and statistics
8
Journal of applied econometrics
7
The econometrics journal
6
Journal of economic dynamics & control
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of forecasting
4
Econometrics : open access journal
3
International economic review
3
International journal of forecasting
3
Journal of macroeconomics
3
Journal of the Royal Statistical Society
3
The review of economic studies
3
Applied quantitative finance
2
Journal of international money and finance
2
Journal of time series econometrics
2
A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
1
Applied quantitative finance : theory and computational tools
1
Economic inquiry
1
Economic time series with random walk and other nonstationary components
1
Energy economics
1
Essays in honor of Joon Y. Park : econometric theory
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Handbook of econometrics ; Vol. 1
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of international financial markets, institutions & money
1
Journal of monetary economics
1
Journal of quantitative economics
1
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ECONIS (ZBW)
30
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
4
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
5
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:
6
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
7
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
8
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:
9
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:
10
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
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