//--> //--> //--> //-->
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:"Bernardi, Mauro"
~person:"Dijk, Herman K. van"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Estimation
Time varying parameters
Theorie
20
Theory
20
Time series analysis
13
Einheitswurzeltest
5
Unit root test
5
Estimation theory
4
Heteroscedasticity
4
Heteroskedastizität
4
Modellierung
4
Schätztheorie
4
Scientific modelling
4
Econometrics
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Ökonometrie
2
1973-1991
1
ARCH model
1
ARCH-Modell
1
Acceptance-Rejection
1
Autocorrelation
1
Autokorrelation
1
Bayesian methods
1
Bruttoinlandsprodukt
1
Börsenkurs
1
Capital income
1
Cointegration
1
DSGE model
1
DSGE models
1
DSGE-Modell
1
Direct Monte Carlo
1
Dynamic conditional score
1
Dynamic copula
1
Dynamic equilibrium
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Graue Literatur
1
Non-commercial literature
1
Language
All
English
17
Author
All
Newbold, Paul
Bernardi, Mauro
Dijk, Herman K. van
Ghose, Devajyoti
Kapetanios, George
Spanos, Aris
Chan, Joshua
14
Taylor, Robert
8
Koop, Gary
7
Phillips, Peter C. B.
7
Harvey, David I.
6
Leybourne, Stephen James
6
Wong, Benjamin
6
An, Sungbae
5
Haque, Qazi
5
Maasoumi, Esfandiar
5
Pagan, Adrian R.
5
Schorfheide, Frank
5
Strachan, Rodney W.
5
Andreou, Elena
4
Castelnuovo, Efrem
4
Franses, Philip Hans
4
Kilian, Lutz
4
McAleer, Michael
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
Caggiano, Giovanni
3
Dagum, Estela Bee
3
Eisenstat, Eric
3
Hendry, David F.
3
Herwartz, Helmut
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Leon-Gonzalez, Roberto
3
Lopes, Hedibert Freitas
3
Morley, James C.
3
Park, Joon Y.
3
Proietti, Tommaso
3
Soofi, Ehsan S.
3
Tzavalis, Elias
3
Adolfson, Malin
2
Ando, Tomohiro
2
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Journal of empirical finance
Discussion paper / Tinbergen Institute
48
Econometric Institute research papers
9
Journal of econometrics
7
Working paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economics letters
4
International journal of forecasting
4
Journal of applied econometrics
4
Applied economics
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Journal of economic dynamics & control
3
Oxford bulletin of economics and statistics
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
3
Working paper / Norges Bank
3
Working paper series / European Central Bank ; Eurosystem
3
Bank of England Working Paper
2
CAMA Working Paper
2
CAMP working paper series
2
CESifo working papers
2
CREATES research paper
2
Cambridge working papers in economics
2
Discussion paper / Centre for Economic Policy Research
2
Econometrics : open access journal
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Working papers
2
A companion to economic forecasting
1
An Elgar reference collection
1
Bank of Italy Temi di Discussione (Working Paper)
1
CESifo Working Paper
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
Central European journal of economic modelling and econometrics
1
DAE working paper
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
3
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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
Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Baştürk, Nalan
; …
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
Saved in:
7
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:
8
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:
9
Editors' introduction to the special issue of Econometrics reviews on Bayesian dynamic econometrics
Koop, Gary
;
Dijk, Herman K. van
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 107-112
Persistent link: https://www.econbiz.de/10003509066
Saved in:
10
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->