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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~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:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Herwartz, Helmut"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~subject:"right-tailed unit root testing"
~type:"article"
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Zeitreihenanalyse
Estimation
Kapitaleinkommen
Stochastischer Prozess
Time varying parameters
right-tailed unit root testing
Theorie
38
Theory
38
Time series analysis
17
Volatility
17
Volatilität
17
Einheitswurzeltest
12
Unit root test
12
Schätzung
11
Stochastic process
11
Börsenkurs
10
Share price
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Bubbles
6
Estimation theory
6
Schätztheorie
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Spekulationsblase
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Explosive autoregression
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Financial market
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Finanzmarkt
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Statistical test
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Statistischer Test
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ARCH model
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ARCH-Modell
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Bootstrap approach
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Bootstrap-Verfahren
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Capital income
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Multivariate Analyse
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rational bubble
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Autokorrelation
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Break date estimation
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Forecasting model
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29
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Herwartz, Helmut
Kapetanios, George
Leybourne, Stephen James
McAleer, Michael
Taylor, Robert
8
Harvey, David I.
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
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
Schotman, Peter C.
3
Sollis, Robert
3
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CAMA working paper series
Econometric reviews
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
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Economics letters
8
Econometric theory
5
Applied economics
4
Journal of economic dynamics & control
4
Journal of economic surveys
4
Journal of macroeconomics
4
Oxford bulletin of economics and statistics
4
International journal of forecasting
3
Journal of forecasting
3
The econometrics journal
3
Applied quantitative finance
2
Contributions to financial econometrics : theoretical and practical issues
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Journal of applied econometrics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
1
Applied financial economics
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
Economic inquiry
1
Economies : open access journal
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
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
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ECONIS (ZBW)
29
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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
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
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
7
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:
8
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
9
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:
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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