//--> //--> //--> //-->
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
subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~subject:"ARCH model"
~subject:"Schätzung"
~subject:"Time series analysis"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
ARCH model
Schätzung
Time series analysis
Theorie
28
Theory
28
Estimation theory
7
Schätztheorie
7
State space model
6
Zustandsraummodell
6
Volatility
5
Volatilität
5
Estimation
4
Exchange rate
4
Großbritannien
4
United Kingdom
4
Wechselkurs
4
Kapitaleinkommen
3
Random Walk
3
Random walk
3
ARCH-Modell
2
GB2 distribution
2
HAR model
2
Heteroscedasticity
2
Heteroskedastizität
2
Saisonale Schwankungen
2
Seasonal variations
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
1950-1990
1
1970-1993
1
1971-1986
1
ARIMA
1
ARMA model
1
ARMA-Modell
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
24
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
25
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Lehrbuch
6
Textbook
6
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
3
Sammelwerk
3
Aufsatzsammlung
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
25
Author
All
Harvey, Andrew C.
Phillips, Peter C. B.
65
Franses, Philip Hans
60
Gil-Alaña, Luis A.
58
Gupta, Rangan
45
Caporale, Guglielmo Maria
39
McAleer, Michael
35
Serletis, Apostolos
32
Koop, Gary
31
Taylor, Robert
31
Ghysels, Eric
30
Leybourne, Stephen James
30
Kumbhakar, Subal
29
Perron, Pierre
29
Engle, Robert F.
28
Herwartz, Helmut
28
Hong, Yongmiao
27
Koopman, Siem Jan
27
Timmermann, Allan
27
Granger, C. W. J.
26
Pesaran, M. Hashem
26
Lütkepohl, Helmut
25
Moosa, Imad A.
25
Bollerslev, Tim
24
Hendry, David F.
24
Wohar, Mark E.
24
Mills, Terence C.
23
Hecq, Alain W. J.
22
Peel, David
22
Teräsvirta, Timo
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
21
Newbold, Paul
21
Satchell, Stephen
21
Engsted, Tom
20
Harvey, David I.
20
Härdle, Wolfgang
20
Brooks, Chris
19
Diebold, Francis X.
19
Fabozzi, Frank J.
19
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
3
Journal of applied econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Advances in econometrics
1
Cambridge working papers in economics
1
Econometric theory
1
Economic time series with random walk and other nonstationary components
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
1
The econometrics journal
1
The review of economic studies
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
4
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
5
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
Saved in:
6
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 244-255
Persistent link: https://www.econbiz.de/10001762174
Saved in:
7
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Saved in:
8
Testing in unobserved components models
Harvey, Andrew C.
- In:
Journal of forecasting
20
(
2001
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
Saved in:
9
Tests of common stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
Saved in:
10
Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->