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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Ashley, Richard A."
~person:"Granger, C. W. J."
~person:"He, Changli"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Structural break"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Nonlinear regression
Schätzung
Statistische Methodenlehre
Structural break
Time varying parameters
Theorie
43
Theory
43
Time series analysis
22
Einheitswurzeltest
9
Unit root test
9
Estimation theory
8
Schätztheorie
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Börsenkurs
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Estimation
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Share price
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Statistical test
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Statistischer Test
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Bubbles
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Explosive autoregression
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Spekulationsblase
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Forecasting model
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Nichtlineare Regression
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Prognoseverfahren
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Statistical theory
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
4
ARCH model
3
ARCH-Modell
3
Autocorrelation
3
Autokorrelation
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Cointegration
3
Financial market
3
Finanzmarkt
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Aufsatz in Zeitschrift
34
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English
34
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Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
He, Changli
Kapetanios, George
Leybourne, Stephen James
Phillips, Peter C. B.
23
Koop, Gary
15
Taylor, Robert
15
Swanson, Norman R.
11
Pesaran, M. Hashem
10
Harvey, David I.
8
McAleer, Michael
8
Shin, Yongcheol
8
Spanos, Aris
8
Steel, Mark F. J.
8
Yu, Jun
8
Franses, Philip Hans
7
Hendry, David F.
7
Maasoumi, Esfandiar
7
Teräsvirta, Timo
7
Timmermann, Allan
7
Andreou, Elena
6
Asai, Manabu
6
Bai, Jushan
6
Ghysels, Eric
6
Herwartz, Helmut
6
Lee, Tae-hwy
6
McElroy, Tucker
6
Park, Joon Y.
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Baillie, Richard
5
Cavaliere, Giuseppe
5
Chan, Joshua
5
Chen, Xiaohong
5
Corradi, Valentina
5
Diebold, Francis X.
5
Geweke, John
5
Gonzalo, Jesús
5
Hallin, Marc
5
Hong, Yongmiao
5
Kilian, Lutz
5
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CAMA working paper series
Econometric reviews
Journal of econometrics
Journal of empirical finance
Journal of time series econometrics
Review of quantitative finance and accounting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Economics letters
7
Oxford bulletin of economics and statistics
5
Applied economics
4
The econometrics journal
4
Journal of economic dynamics & control
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Annales d'économie et de statistique
2
Econometric theory
2
Energy economics
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
The economic journal : the journal of the Royal Economic Society
2
Advances in mathematical programming and financial planning : a research annual
1
Annals of economics and finance
1
Applied financial economics
1
Dynamique des marchés financiers et prévisions
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 time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Información comercial española / Cuadernos económicos
1
International economic review
1
International journal of forecasting
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Jingji-lunwen
1
Journal of monetary economics
1
Macroeconomic dynamics
1
On modelling the long run in applied economics
1
Population : édition française : revue publiée par l'Institut national d'études démographiques
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
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
1
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ECONIS (ZBW)
34
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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
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
3
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
4
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:
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
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
9
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
10
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
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