//--> //--> //--> //-->
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"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Yu, Jun"
~subject:"ARCH-Modell"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Panel"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH-Modell
Financial frictions
Financial market
Kapitaleinkommen
Panel
Stochastischer Prozess
Time varying parameters
Theorie
219
Theory
219
Time series analysis
88
Einheitswurzeltest
42
Unit root test
42
Volatility
32
Volatilität
32
Estimation
31
Schätzung
31
Forecasting model
29
Prognoseverfahren
29
Stochastic process
28
Estimation theory
21
Schätztheorie
21
Börsenkurs
19
Share price
19
Statistical test
18
Statistischer Test
18
Cointegration
14
Kointegration
14
USA
14
United States
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Structural break
13
Strukturbruch
13
Nichtlineare Regression
12
Nonlinear regression
12
Bayes-Statistik
11
Bayesian inference
11
Bubbles
11
Capital income
11
Factor analysis
11
Faktorenanalyse
11
Panel study
11
Regression analysis
11
more ...
less ...
Online availability
All
Undetermined
47
Free
5
Type of publication
All
Article
Book / Working Paper
123
Type of publication (narrower categories)
All
Article in journal
127
Aufsatz in Zeitschrift
127
Aufsatz im Buch
2
Book section
2
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
130
Author
All
Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Jawadi, Fredj
Kapetanios, George
Leybourne, Stephen James
Yu, Jun
Phillips, Peter C. B.
74
Franses, Philip Hans
61
Gil-Alaña, Luis A.
49
McAleer, Michael
40
Pesaran, M. Hashem
40
Gupta, Rangan
37
Baltagi, Badi H.
35
Escudero, Laureano F.
35
Taylor, Robert
34
Ghysels, Eric
33
Koopman, Siem Jan
32
Koop, Gary
31
Lütkepohl, Helmut
30
Perron, Pierre
30
Timmermann, Allan
30
Caporale, Guglielmo Maria
29
Engle, Robert F.
29
Granger, C. W. J.
29
Herwartz, Helmut
29
Fabozzi, Frank J.
27
Harvey, Andrew C.
26
Mills, Terence C.
26
Teräsvirta, Timo
26
Hong, Yongmiao
25
Diebold, Francis X.
24
Hecq, Alain W. J.
24
Hendry, David F.
24
Schmidt, Peter
24
Gendreau, Michel
23
Satchell, Stephen
23
Bollerslev, Tim
22
Campbell, John Y.
22
Hassler, Uwe
22
Linton, Oliver
22
Westerlund, Joakim
22
Siu, Tak Kuen
21
Wong, Wing Keung
21
more ...
less ...
Published in...
All
Journal of econometrics
18
Econometric reviews
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometric theory
7
Economics letters
7
Applied economics
5
The econometrics journal
5
Journal of applied econometrics
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Oxford bulletin of economics and statistics
4
Econometrics : open access journal
3
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
Open economies review
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
1
Annals of economics and finance
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Asia-Pacific financial markets
1
Computational economics
1
Decision making and risk/return optimization in financial 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 modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance research letters
1
International economic review
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
130
Showing
91
-
100
of
130
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa
;
Leybourne, Stephen James
;
Kim, Tae-hwan
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
Saved in:
92
Deviance information criterion for comparing stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 107-120
Persistent link: https://www.econbiz.de/10001891469
Saved in:
93
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
94
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
95
Threshold models for trended time series
Kapetanios, George
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
Saved in:
96
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
97
Forecast combination and encompassing
Newbold, Paul
;
Harvey, David I.
- In:
A companion to economic forecasting
,
(pp. 268-283)
.
2002
Persistent link: https://www.econbiz.de/10001893136
Saved in:
98
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
99
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
100
The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Marriott, John Arthur Ransome
;
Newbold, Paul
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001497668
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->