//--> //--> //--> //-->
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 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:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Herwartz, Helmut"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~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
| 19 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation
Kapitaleinkommen
Stochastischer Prozess
Time varying parameters
Theorie
26
Theory
26
Time series analysis
16
Einheitswurzeltest
11
Unit root test
11
Volatility
9
Volatilität
9
Börsenkurs
8
Share price
8
Schätzung
7
Bubbles
6
Spekulationsblase
6
Estimation theory
5
Explosive autoregression
5
Schätztheorie
5
Stochastic process
5
Statistical test
4
Statistischer Test
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Capital income
3
Financial market
3
Finanzmarkt
3
rational bubble
3
Autocorrelation
2
Autokorrelation
2
Break date estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Nonstationary volatility
2
Panel
2
Panel study
2
Rational bubble
2
Structural break
2
Strukturbruch
2
right-tailed unit root testing
2
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Mehrbändiges Werk
1
Multi-volume publication
1
Language
All
English
23
Author
All
Newbold, Paul
Ashley, Richard A.
Cavaliere, Giuseppe
Ghose, Devajyoti
Herwartz, Helmut
Kapetanios, George
Leybourne, Stephen James
Taylor, Robert
8
Harvey, David I.
7
McAleer, Michael
7
Phillips, Peter C. B.
7
Garcia, René
6
Spanos, Aris
6
Asai, Manabu
5
Franses, Philip Hans
5
Koopman, Siem Jan
5
Maasoumi, Esfandiar
5
Almeida, Caio
4
Andreou, Elena
4
Ardison, Kym
4
Dagum, Estela Bee
4
Härdle, Wolfgang
4
Kilian, Lutz
4
Proietti, Tommaso
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
Vicente, Jose
4
Audrino, Francesco
3
Caporin, Massimiliano
3
Chan, Joshua
3
Granger, C. W. J.
3
Hafner, Christian M.
3
Hautsch, Nikolaus
3
He, Changli
3
Hendry, David F.
3
Jacod, Jean
3
Kim, Dongcheol
3
Koop, Gary
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Liesenfeld, Roman
3
Lucas, André
3
Nelson, Charles R.
3
Rossi, Eduardo
3
more ...
less ...
Published in...
All
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
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Economics letters
7
Econometric theory
5
Applied economics
4
Journal of economic dynamics & control
4
Oxford bulletin of economics and statistics
4
International journal of forecasting
3
Journal of forecasting
3
Applied quantitative finance
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
The econometrics journal
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
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
Economic inquiry
1
Energy economics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International economic review
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
8
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:
9
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:
10
Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Herwartz, Helmut
;
Siedenburg, Florian
;
Yabibal Mulualem …
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 727-750
Persistent link: https://www.econbiz.de/10011589870
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->