//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Ashley, Richard A."
~person:"Granger, C. W. J."
~person:"He, Changli"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Lütkepohl, Helmut"
~person:"Pesaran, M. Hashem"
~person:"Yu, Jun"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~subject:"Statistical theory"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Article in journal"
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
| 22 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Nonlinear regression
Schätzung
Statistical theory
Time varying parameters
Theorie
88
Theory
88
Time series analysis
33
Estimation theory
16
Schätztheorie
16
Stochastic process
14
Stochastischer Prozess
14
Estimation
12
Statistical test
12
Statistischer Test
12
Cointegration
11
Kointegration
11
Panel
11
Panel study
11
VAR model
11
VAR-Modell
11
Einheitswurzeltest
10
Unit root test
10
Structural break
8
Strukturbruch
8
Volatility
8
Volatilität
8
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Statistische Methodenlehre
7
Autocorrelation
6
Autokorrelation
6
Bayes-Statistik
6
Bayesian inference
6
Bubbles
6
Factor analysis
6
Faktorenanalyse
6
Spekulationsblase
6
Capital income
5
Explosive autoregression
5
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
52
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
52
Author
All
Newbold, Paul
Ashley, Richard A.
Granger, C. W. J.
He, Changli
Kapetanios, George
Leybourne, Stephen James
Lütkepohl, Helmut
Pesaran, M. Hashem
Yu, Jun
Phillips, Peter C. B.
23
Koop, Gary
15
Taylor, Robert
13
Swanson, Norman R.
11
McAleer, Michael
8
Shin, Yongcheol
8
Spanos, Aris
8
Steel, Mark F. J.
8
Franses, Philip Hans
7
Harvey, David I.
7
Hendry, David F.
7
Maasoumi, Esfandiar
7
Teräsvirta, Timo
7
Herwartz, Helmut
6
Park, Joon Y.
6
Timmermann, Allan
6
Xiao, Zhijie
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
Geweke, John
5
Gonzalo, Jesús
5
Hallin, Marc
5
Hong, Yongmiao
5
Kilian, Lutz
5
King, Maxwell L.
5
Lee, Tae-hwy
5
Lucas, André
5
Magnus, Jan R.
5
more ...
less ...
Published in...
All
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
13
Economics letters
12
Econometric theory
8
Journal of applied econometrics
7
Journal of economic dynamics & control
6
Oxford bulletin of economics and statistics
6
Applied economics
4
International journal of forecasting
4
The econometrics journal
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometrics : open access journal
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic journal : the journal of the Royal Economic Society
3
Annales d'économie et de statistique
2
Annals of economics and finance
2
Energy economics
2
Información comercial española / Cuadernos económicos
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
Macroeconomic dynamics
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
Advances in mathematical programming and financial planning : a research annual
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
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International economic review
1
Jingji-lunwen
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic growth
1
Journal of economic surveys
1
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
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
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
4
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:
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
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
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:
8
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->