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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"
~person:"Ashley, Richard A."
~person:"Granger, C. W. J."
~person:"He, Changli"
~person:"Kapetanios, George"
~person:"Lee, Tae-hwy"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Nonlinear regression
Schätzung
Time varying parameters
Theorie
44
Theory
44
Time series analysis
22
Estimation
9
Estimation theory
9
Schätztheorie
9
Börsenkurs
8
Einheitswurzeltest
8
Share price
8
Unit root test
8
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Bubbles
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Explosive autoregression
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4
Autocorrelation
3
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
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3
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3
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Aufsatz in Zeitschrift
32
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English
32
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Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
He, Changli
Kapetanios, George
Lee, Tae-hwy
Leybourne, Stephen James
Phillips, Peter C. B.
23
Koop, Gary
14
Taylor, Robert
13
Swanson, Norman R.
11
Pesaran, M. Hashem
9
McAleer, Michael
8
Shin, Yongcheol
8
Franses, Philip Hans
7
Harvey, David I.
7
Hendry, David F.
7
Maasoumi, Esfandiar
7
Steel, Mark F. J.
7
Teräsvirta, Timo
7
Herwartz, Helmut
6
Park, Joon Y.
6
Spanos, Aris
6
Timmermann, Allan
6
Xiao, Zhijie
6
Yu, Jun
6
Andreou, Elena
5
Asai, Manabu
5
Aït-Sahalia, Yacine
5
Bai, Jushan
5
Baillie, Richard
5
Chan, Joshua
5
Chen, Xiaohong
5
Corradi, Valentina
5
Gonzalo, Jesús
5
Hallin, Marc
5
Hong, Yongmiao
5
Kilian, Lutz
5
Perron, Benoit
5
Su, Liangjun
5
Todorov, Viktor
5
Barigozzi, Matteo
4
Breitung, Jörg
4
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CAMA working paper series
Econometric reviews
Journal of econometrics
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Economics letters
6
Oxford bulletin of economics and statistics
5
Applied economics
4
Journal of applied econometrics
3
Journal of time series econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Annales d'économie et de statistique
2
Econometric theory
2
Econometrics : open access journal
2
Energy economics
2
Journal of economic dynamics & control
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
The review of economics and statistics
2
Advances in mathematical programming and financial planning : a research annual
1
Annals of economics and finance
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
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 review of financial analysis
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Jingji-lunwen
1
Journal of international money and finance
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
Review of quantitative finance and accounting
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
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
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
4
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
Saved in:
5
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:
6
Predicting the long-term stock market volatility : a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
7
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:
8
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:
9
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:
10
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
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