//--> //--> //--> //-->
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:"Taylor, Robert"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Economic forecast
Estimation theory
Estimation
Heteroscedasticity
Time varying parameters
Theorie
27
Theory
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
Modellierung
4
Schätztheorie
4
Schätzung
4
Scientific modelling
4
Share price
4
Bubbles
3
Financial market
3
Finanzmarkt
3
Spekulationsblase
3
Statistical test
3
Statistischer Test
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Cointegration
2
Explosive autoregression
2
Kapitaleinkommen
2
Kointegration
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
3
Type of publication
All
Article
22
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Working Paper
1
Language
All
English
24
Author
All
Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Spanos, Aris
Taylor, Robert
Chan, Joshua
14
Koop, Gary
7
Phillips, Peter C. B.
7
Harvey, David I.
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Wong, Benjamin
6
An, Sungbae
5
Franses, Philip Hans
5
Haque, Qazi
5
Kilian, Lutz
5
Pagan, Adrian R.
5
Schorfheide, Frank
5
Strachan, Rodney W.
5
Andreou, Elena
4
Bera, Anil K.
4
Castelnuovo, Efrem
4
Kumbhakar, Subal
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Baillie, Richard
3
Caggiano, Giovanni
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Eisenstat, Eric
3
Fiebig, Denzil G.
3
Granger, C. W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
King, Maxwell L.
3
Kollmann, Robert
3
Lee, Tae-hwy
3
Leon-Gonzalez, Roberto
3
Lopes, Hedibert Freitas
3
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Journal of empirical finance
Journal of econometrics
11
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Econometric theory
7
Working paper
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Economics letters
5
Oxford bulletin of economics and statistics
4
The econometrics journal
4
Applied economics
3
Bank of England Working Paper
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of economic dynamics & control
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
CESifo working papers
2
Cambridge working papers in economics
2
DAE working paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / National Institute of Economic and Social Research
2
International journal of forecasting
2
Journal of applied econometrics
2
Working papers / Bank of England
2
A companion to economic forecasting
1
An Elgar reference collection
1
Australian National University – Centre for Applied Macroeconomic Analysis (CAMA) Working Paper
1
Bank of Italy Temi di Discussione (Working Paper)
1
CESifo Working Paper
1
CREATES research paper
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion paper series / IZA
1
Discussion papers in economics
1
Discussion papers in economics / School of Economics
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 theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economics discussion paper series : EDP
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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
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:
6
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:
7
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:
8
Forecasting in the presence of recent structural change
Eklund, Jana
;
Kapetanios, George
;
Price, Simon
-
2011
Persistent link: https://www.econbiz.de/10009405772
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->