//--> //--> //--> //-->
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:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of consumer policy : consumer issues in law, economics and behavioural sciences"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"Li, Qi"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~person:"Steel, Mark F. J."
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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
| 25 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation theory
Schätzung
Time varying parameters
United Kingdom
Theorie
122
Theory
122
Schätztheorie
41
Time series analysis
33
Estimation
13
Volatility
13
Volatilität
13
Statistical theory
11
Statistische Methodenlehre
11
Stochastic process
11
Stochastischer Prozess
11
ARCH model
8
ARCH-Modell
8
Regression analysis
8
Regressionsanalyse
8
Einheitswurzeltest
7
Statistical test
7
Statistischer Test
7
Unit root test
7
Cointegration
6
Kointegration
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Probability theory
5
USA
5
United States
5
Wahrscheinlichkeitsrechnung
5
Bayes-Statistik
4
Bayesian inference
4
Financial market
4
Finanzmarkt
4
Großbritannien
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Technical efficiency
4
Technische Effizienz
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
75
Arbeitspapier
22
Working Paper
22
Graue Literatur
21
Non-commercial literature
21
Language
All
English
75
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Krämer, Walter
Li, Qi
McAleer, Michael
Schmidt, Peter
Steel, Mark F. J.
Phillips, Peter C. B.
24
Franses, Philip Hans
20
Taylor, Robert
15
Lütkepohl, Helmut
14
Leybourne, Stephen James
13
Saikkonen, Pentti
13
Wooldridge, Jeffrey M.
12
Linton, Oliver
11
Ullah, Aman
11
Hassler, Uwe
10
Kuan, Chung-ming
10
Park, Joon Y.
10
Perron, Pierre
10
Fan, Yanqin
9
Ghysels, Eric
9
Giles, David E. A.
9
Hahn, Jinyong
9
Knight, John L.
9
Lee, Junsoo
9
Lee, Lung-fei
9
Pesaran, M. Hashem
9
White, Halbert
9
Andrews, Donald W. K.
8
Baltagi, Badi H.
8
Chambers, Marcus J.
8
Harvey, David I.
8
Jong, Robert M. de
8
King, Maxwell L.
8
Lucas, André
8
McDonald, James B.
8
Spanos, Aris
8
Bera, Anil K.
7
Bierens, Herman J.
7
Davidson, James E. H.
7
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Discussion papers / National Institute of Economic and Social Research
Econometric reviews
Econometric theory
Economic modelling
Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
Journal of empirical finance
Working papers in quantitative economics and econometrics
Journal of econometrics
32
Oxford bulletin of economics and statistics
6
Applied economics
5
Journal of applied econometrics
5
Journal of productivity analysis
5
The econometrics journal
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
4
Journal of economic dynamics & control
4
Journal of economic surveys
4
The review of economics and statistics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annales d'économie et de statistique
2
Journal of macroeconomics
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Statistical papers
2
Testing integration and cointegration
2
Annals of economics and finance
1
Applied financial economics
1
Econometrics : open access journal
1
Economies : open access journal
1
Energy economics
1
International journal of forecasting
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of the Royal Statistical Society
1
L' Actualité économique : revue trimest.
1
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wages, labor quality, and FDI inflows : a new non-linear approach
Hou, Lei
;
Li, Qi
;
Wang, Yanfei
;
Yang, Xintong
- In:
Economic modelling
102
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012796581
Saved in:
2
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
3
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
4
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
5
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
6
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
7
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:
8
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
9
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:
10
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->