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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:"Taylor, Robert"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Theory"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Bayes-Statistik
Economic forecast
Estimation
Heteroscedasticity
Theory
Time varying parameters
Theorie
27
Time series analysis
19
Einheitswurzeltest
12
Unit root test
12
Bootstrap approach
5
Bootstrap-Verfahren
5
Heteroskedastizität
5
Volatility
5
Volatilität
5
Börsenkurs
4
Estimation theory
4
Modellierung
4
Schätztheorie
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Schätzung
4
Scientific modelling
4
Share price
4
Bubbles
3
Financial market
3
Finanzmarkt
3
Spekulationsblase
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Statistical test
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Statistischer Test
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Cointegration
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Kointegration
2
Lag model
2
Lag-Modell
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Saisonale Schwankungen
2
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25
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2
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1
Working Paper
1
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English
27
Author
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Spanos, Aris
Taylor, Robert
Chan, Joshua
14
Maasoumi, Esfandiar
13
McAleer, Michael
12
Phillips, Peter C. B.
10
Koop, Gary
9
Pagan, Adrian R.
9
Baltagi, Badi H.
8
Castelnuovo, Efrem
8
Franses, Philip Hans
8
Gouriéroux, Christian
8
McKibbin, Warwick J.
8
Tyers, Rodney
8
Ueda, Kozo
8
Ullah, Aman
8
Fujiwara, Ippei
7
Haque, Qazi
7
Kollmann, Robert
7
Pesaran, M. Hashem
7
Strachan, Rodney W.
7
Wiskich, Anthony
7
Dennis, Richard J.
6
Geweke, John
6
Harvey, David I.
6
Leybourne, Stephen James
6
Li, Qi
6
Wong, Benjamin
6
Zhou, Yixiao
6
An, Sungbae
5
Baillie, Richard
5
Caporin, Massimiliano
5
Cavaliere, Giuseppe
5
Chang, Yoosoon
5
Eusepi, Stefano
5
Gospodinov, Nikolaj
5
Kam, Timothy
5
Kilian, Lutz
5
Kumbhakar, Subal
5
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CAMA working paper series
Econometric reviews
Journal of empirical finance
Journal of econometrics
21
Working paper
16
Department of Economics discussion paper / Department of Economics, The University of Birmingham
15
Econometric theory
15
Economics letters
11
Discussion papers / National Institute of Economic and Social Research
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Oxford bulletin of economics and statistics
9
The econometrics journal
9
Bank of England Working Paper
5
CESifo working papers
5
Journal of applied econometrics
5
Cambridge working papers in economics
4
Discussion papers in economics / School of Economics
4
Economic research paper / Loughborough University, Department of Economics
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
International journal of forecasting
4
Journal of economic dynamics & control
4
Applied economics
3
DAE working paper
3
Discussion paper / Centre for Economic Policy Research
3
The journal of economic methodology
3
Working paper series / European Central Bank ; Eurosystem
3
American journal of agricultural economics
2
CAMA Working Paper
2
CEA_372Cass working paper series
2
CESifo Working Paper
2
Discussion paper series / IZA
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Journal of economic surveys
2
Journal of forecasting
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Staff working papers / Bank of England
2
The economic journal : the journal of the Royal Economic Society
2
USC-INET Research Paper
2
Working papers / Bank of England
2
A companion to economic forecasting
1
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ECONIS (ZBW)
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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
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
3
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
4
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Forecasting in the presence of recent structural change
Eklund, Jana
;
Kapetanios, George
;
Price, Simon
-
2011
Persistent link: https://www.econbiz.de/10009405772
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
Saved in:
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