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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"International economic review"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Sargent, Thomas J."
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
33
Time series analysis
14
Einheitswurzeltest
8
Unit root test
8
Börsenkurs
6
Share price
6
Volatility
6
Volatilität
6
Bubbles
5
Estimation
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Schätzung
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Statistischer Test
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Stochastic process
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2
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Entscheidung unter Unsicherheit
2
Erwartungsnutzen
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2
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2
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33
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Kapetanios, George
Leybourne, Stephen James
Sargent, Thomas J.
Devereux, Michael B.
15
Smith, Bruce D.
15
Wright, Randall D.
15
Kocherlakota, Narayana Rao
14
Shi, Shouyong
14
McAleer, Michael
13
Rogerson, Richard Donald
13
Maasoumi, Esfandiar
12
Phillips, Peter C. B.
12
Woodford, Michael
12
Taylor, Robert
11
Williamson, Stephen D.
11
Canova, Fabio
10
Wallace, Neil
10
Baltagi, Badi H.
9
Dotsey, Michael
9
Engel, Charles
9
Krusell, Per
9
Li, Qi
9
Rudebusch, Glenn D.
9
Ríos-Rull, José-Víctor
9
Schorfheide, Frank
9
Svensson, Lars E. O.
9
Berentsen, Aleksander
8
Christiano, Lawrence J.
8
Cooper, Russell W.
8
Evans, George W.
8
Franses, Philip Hans
8
Gouriéroux, Christian
8
Ireland, Peter N.
8
King, Robert G.
8
Levin, Andrew T.
8
McCallum, Bennett T.
8
Pesaran, M. Hashem
8
Quadrini, Vincenzo
8
Turnovsky, Stephen J.
8
Ullah, Aman
8
West, Kenneth D.
8
Bullard, James Brian
7
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Econometric reviews
International economic review
Journal of empirical finance
Journal of monetary economics
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
Journal of econometrics
16
Econometric theory
12
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of economic dynamics & control
9
The econometrics journal
9
Journal of economic theory
8
Oxford bulletin of economics and statistics
8
Journal of applied econometrics
6
Applied economics
5
International journal of forecasting
5
The American economic review
5
Journal of political economy
4
Review of economic dynamics
4
Journal of economic literature
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of money, credit and banking : JMCB
3
Journal of the Royal Statistical Society
3
Macroeconomic dynamics
3
The economic journal : the journal of the Royal Economic Society
3
Econometrics : open access journal
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of time series econometrics
2
Macroeconomics at the service of public policy
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Manchester School
2
The review of economic studies
2
25th anniversary of Lucas's "Expectations and the neutrality of money"
1
A companion to economic forecasting
1
Advances in econometrics ; Vol. 1
1
Advances in mathematical programming and financial planning : a research annual
1
American economic journal : a journal of the American Economic Association
1
Applied financial economics
1
Applied general equilibrium
1
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ECONIS (ZBW)
33
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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
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
3
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:
4
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
5
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
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
Public debt in economies with heterogeneous agents
Bhandari, Anmol
;
Evans, David
;
Golosov, Michail Ju.
; …
- In:
Journal of monetary economics
91
(
2017
),
pp. 39-51
Persistent link: https://www.econbiz.de/10011799327
Saved in:
8
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:
9
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:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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