//--> //--> //-->
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:"Ghose, Devajyoti"
~person:"Granger, C. W. J."
~person:"Kapetanios, George"
~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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Time varying parameters
Theorie
10
Theory
10
Time series analysis
7
Estimation theory
3
Schätztheorie
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Kapitaleinkommen
2
1928-2002
1
Aggregation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Bruttoinlandsprodukt
1
Börsenkurs
1
Cointegration
1
DSGE model
1
DSGE models
1
DSGE-Modell
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Econometric model
1
Economic forecast
1
Einheitswurzeltest
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Expected returns
1
Financial frictions
1
Financial market
1
Finanzmarkt
1
Gross domestic product
1
Großbritannien
1
Kaufkraftparität
1
Kointegration
1
Large shocks
1
Level shifts
1
Monte Carlo simulation
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
1
Non-commercial literature
1
Language
All
English
8
Author
All
Newbold, Paul
Ghose, Devajyoti
Granger, C. W. J.
Kapetanios, George
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
Ashley, Richard A.
2
Astill, Sam
2
Audrino, Francesco
2
Buncic, Daniel
2
Cavaliere, Giuseppe
2
Dungey, Mardi H.
2
Eisenstat, Eric
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
Maddala, Gangadharrao S.
2
McAleer, Michael
2
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Journal of empirical finance
Discussion paper / Department of Economics, University of California San Diego
11
Journal of econometrics
6
Economics letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
Working paper
4
Applied economics
3
Journal of economic dynamics & control
3
Working paper series / European Central Bank ; Eurosystem
3
Annales d'économie et de statistique
2
Bank of England Working Paper
2
CAMA Working Paper
2
Econometric Society monographs
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
The economic journal : the journal of the Royal Economic Society
2
A companion to economic forecasting
1
Advanced texts in econometrics
1
An Elgar reference collection
1
Arbeidsnotat / Norges Bank
1
Arbeidsnotat / Norges Bank / Norges Bank
1
Business cycles, indicators, and forecasting
1
CESifo Working Paper
1
CESifo working papers
1
CREATES research paper
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Cambridge working papers in economics
1
Companion to contemporary economic thought
1
DAE working paper
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion paper series / IZA
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics / School of Economics
1
Dynamique des marchés financiers et prévisions
1
Econometric theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
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:
3
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:
4
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:
5
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:
6
The effect of aggregation on nonlinearity
Granger, C. W. J.
;
Lee, Tae-hwy
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
Saved in:
7
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:
8
Some comments on empirical investigations involving cointegrations
Granger, C. W. J.
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 345-350
Persistent link: https://www.econbiz.de/10001172760
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->