//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Schmidt, Peter"
~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
32
Theory
32
Time series analysis
13
Estimation theory
8
Schätztheorie
8
Einheitswurzeltest
4
Unit root test
4
Autocorrelation
2
Autokorrelation
2
Estimation
2
Großbritannien
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Method of moments
2
Momentenmethode
2
Panel
2
Panel study
2
Probability theory
2
Ranking method
2
Ranking-Verfahren
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Technical efficiency
2
Technische Effizienz
2
United Kingdom
2
Wahrscheinlichkeitsrechnung
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Börsenkurs
1
Capital income
1
Cointegration
1
Copula
1
DSGE model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Newbold, Paul
Ghose, Devajyoti
Kapetanios, George
Schmidt, Peter
Franses, Philip Hans
13
Phillips, Peter C. B.
7
Taylor, Robert
7
Hecq, Alain W. J.
6
Spanos, Aris
6
Hassler, Uwe
5
Lee, Junsoo
5
Andreou, Elena
4
Kilian, Lutz
4
Leybourne, Stephen James
4
Peel, David
4
Psaradakis, Zacharias G.
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Bewley, Ronald A.
3
Chen, Zhanshou
3
Choi, In
3
Dagum, Estela Bee
3
Eroğlu, Burak Alparslan
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Harvey, David I.
3
Herwartz, Helmut
3
Lee, Hahn-shik
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Maasoumi, Esfandiar
3
Massacci, Daniele
3
McAleer, Michael
3
Montañés, Antonio
3
Proietti, Tommaso
3
Swanson, Norman R.
3
Teräsvirta, Timo
3
Wright, Jonathan H.
3
Yang, Minxian
3
Ōgaki, Masao
3
Abeysinghe, Tilak
2
more ...
less ...
Published in...
All
Econometric reviews
Economics letters
Journal of empirical finance
Journal of econometrics
7
Working paper
4
Applied economics
3
Journal of economic dynamics & control
3
Working paper series / European Central Bank ; Eurosystem
3
Bank of England Working Paper
2
CAMA Working Paper
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
A companion to economic forecasting
1
An Elgar reference collection
1
Applied quantitative finance : theory and computational tools
1
CAMA working paper series
1
CESifo Working Paper
1
CESifo working papers
1
CREATES research paper
1
Cambridge working papers in economics
1
DAE working paper
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics / School of Economics
1
Econometric theory
1
Economic research reports
1
Economic theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
International journal of forecasting
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of macroeconomics
1
Journal of monetary economics
1
Journal of the Royal Statistical Society
1
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
5
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:
6
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:
7
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001250908
Saved in:
8
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos N.
- In:
Economics letters
52
(
1996
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10001212517
Saved in:
9
Spurious number of breaks
Nunes, Luis C.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->