//--> //--> //--> //-->
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:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Spanos, Aris"
~person:"Steel, Mark F. J."
~person:"Taylor, Robert"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Time varying parameters"
~type:"article"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Economic forecast
Estimation theory
Estimation
Heteroscedasticity
Time varying parameters
Theorie
28
Theory
28
Time series analysis
19
Einheitswurzeltest
12
Unit root test
12
Schätztheorie
6
Volatility
6
Volatilität
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Heteroskedastizität
5
Schätzung
5
Börsenkurs
4
Modellierung
4
Scientific modelling
4
Share price
4
Bubbles
3
Financial market
3
Finanzmarkt
3
Spekulationsblase
3
Statistical test
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Explosive autoregression
2
Kapitaleinkommen
2
Lag model
2
Lag-Modell
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Saisonale Schwankungen
2
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Spanos, Aris
Steel, Mark F. J.
Taylor, Robert
Phillips, Peter C. B.
7
Harvey, David I.
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
An, Sungbae
5
Franses, Philip Hans
5
Kilian, Lutz
5
Schorfheide, Frank
5
Andreou, Elena
4
Bera, Anil K.
4
Koop, Gary
4
Kumbhakar, Subal
4
Psaradakis, Zacharias G.
4
Cavaliere, Giuseppe
3
Dijk, Herman K. van
3
Fiebig, Denzil G.
3
Granger, C. W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
King, Maxwell L.
3
Lee, Tae-hwy
3
Lopes, Hedibert Freitas
3
Lucas, André
3
Orme, Chris D.
3
Pesaran, M. Hashem
3
Proietti, Tommaso
3
Tzavalis, Elias
3
Verbeek, Marno
3
Adolfson, Malin
2
Ahn, Seung Chan
2
Anatolyev, Stanislav
2
Ando, Tomohiro
2
Anyfantaki, Sofia
2
Asai, Manabu
2
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Journal of empirical finance
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Econometric theory
8
Economics letters
7
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
The econometrics journal
4
Applied economics
3
Journal of economic dynamics & control
3
International journal of forecasting
2
Journal of macroeconomics
2
A companion to economic forecasting
1
Annales d'économie et de statistique
1
Contributions to econometric methodology in honor of T. W. Anderson
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
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Insurance / Mathematics & economics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of productivity analysis
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Journal of time series econometrics
1
Review of quantitative finance and accounting
1
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
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
11
-
20
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
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:
12
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
13
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:
14
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:
15
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:
16
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
17
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
Saved in:
18
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 3)
Nymoen, Ragnar
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10001786920
Saved in:
19
Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
20
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->