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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Macroeconomic dynamics"
~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"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Estimation
Kapitaleinkommen
Stochastischer Prozess
Time varying parameters
Theorie
38
Theory
38
Time series analysis
24
Einheitswurzeltest
13
Unit root test
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Schätzung
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Volatility
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Herwartz, Helmut
Kapetanios, George
Leybourne, Stephen James
Taylor, Robert
12
Ghysels, Eric
11
Harvey, David I.
9
Koopman, Siem Jan
9
Franses, Philip Hans
8
McAleer, Michael
8
Phillips, Peter C. B.
8
Lucas, André
7
Chan, Joshua
6
Garcia, René
6
Harvey, Andrew C.
6
Kim, Chang-jin
6
Koop, Gary
6
Maasoumi, Esfandiar
6
Spanos, Aris
6
Andreou, Elena
5
Asai, Manabu
5
Engle, Robert F.
5
Granger, C. W. J.
5
Hafner, Christian M.
5
Hinich, Melvin J.
5
Kilian, Lutz
5
Li, Wai Keung
5
Perron, Pierre
5
Sentana, Enrique
5
Serletis, Apostolos
5
Steel, Mark F. J.
5
Ullah, Aman
5
Almeida, Caio
4
Ardison, Kym
4
Bauwens, Luc
4
Diebold, Francis X.
4
Dijk, Herman K. van
4
Fiebig, Denzil G.
4
Hendry, David F.
4
Horváth, Lajos
4
Kumbhakar, Subal
4
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CAMA working paper series
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Macroeconomic dynamics
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
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
Journal of macroeconomics
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 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
International review of economics & finance : IREF
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of monetary economics
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
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ECONIS (ZBW)
32
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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
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
3
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:
4
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
5
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
6
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:
7
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
8
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:
9
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:
10
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
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