//--> //--> //--> //-->
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 empirical finance"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Maddala, Gangadharrao S."
~subject:"Time varying parameters"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Time varying parameters
Theorie
14
Theory
14
Time series analysis
11
Estimation theory
3
Schock
3
Schätztheorie
3
Shock
3
State space model
3
Zustandsraummodell
3
Cointegration
2
Econometrics
2
Kointegration
2
Statistical test
2
Statistischer Test
2
Welt
2
World
2
Ökonometrie
2
1961-1991
1
Agriculture
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Beveridge-Nelson decomposition
1
Bruttoinlandsprodukt
1
Business cycle
1
Börsenkurs
1
Capital income
1
DSGE model
1
DSGE models
1
DSGE-Modell
1
Dynamic equilibrium
1
Dynamische Wirtschaftstheorie
1
Dynamisches Gleichgewicht
1
Econometric model
1
Economic dynamics
1
Economic forecast
1
Economic policy
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Graue Literatur
3
Non-commercial literature
3
Language
All
English
12
Author
All
Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Ghose, Devajyoti
Kapetanios, George
Maddala, Gangadharrao S.
Chan, Joshua
12
Phillips, Peter C. B.
7
Taylor, Robert
7
Spanos, Aris
6
Wong, Benjamin
5
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Pagan, Adrian R.
4
Dagum, Estela Bee
3
Harvey, David I.
3
Koop, Gary
3
Leybourne, Stephen James
3
Maasoumi, Esfandiar
3
Morley, James C.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Astill, Sam
2
Audrino, Francesco
2
Cavaliere, Giuseppe
2
Dungey, Mardi H.
2
Eisenstat, Eric
2
Granger, C. W. J.
2
Harding, Don
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jacobs, Jan
2
Jawadi, Fredj
2
Johansen, Søren
2
Kim, Chang-Jin
2
Kočenda, Evžen
2
Lee, Tae-hwy
2
Li, Hongyi
2
Lucas, André
2
McAleer, Michael
2
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Journal of empirical finance
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
6
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Working paper
4
Applied economics
3
Journal of economic dynamics & control
3
Oxford bulletin of economics and statistics
3
Working paper series / European Central Bank ; Eurosystem
3
Bank of England Working Paper
2
CAMA Working Paper
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Journal of applied econometrics
2
Journal of macroeconomics
2
A companion to economic forecasting
1
An Elgar reference collection
1
CESifo Working Paper
1
CESifo working papers
1
CREATES research paper
1
Cambridge working papers in economics
1
DAE working paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics / School of Economics
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Econometric theory
1
Econometrics : open access journal
1
Economic theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FRB of Cleveland Working Paper
1
Federal Reserve Bank of Cleveland working paper series
1
International economic review
1
International journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
Saved in:
2
Discovering stars : problems in recovering latent variables from models
Buncic, Daniel
;
Pagan, Adrian R.
-
2022
Persistent link: https://www.econbiz.de/10013478646
Saved in:
3
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
4
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
5
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
6
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
7
Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 4-20
Persistent link: https://www.econbiz.de/10003800646
Saved in:
8
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
9
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
10
Reply to comments on bootstrapping time series models
Li, Hongyi
- In:
Econometric reviews
15
(
1996
)
2
,
pp. 191-195
Persistent link: https://www.econbiz.de/10001198904
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->