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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Cavaliere, Giuseppe"
~person:"Clark, Todd E."
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Hinich, Melvin J."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"MacKinnon, James G."
~person:"Phillips, Peter C. B."
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"ARCH-Modell"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Statistischer Test"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
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Großbritannien
Time series analysis
ARCH-Modell
Einheitswurzeltest
Estimation theory
Statistischer Test
Stochastischer Prozess
Volatility
Welt
Theorie
66
Theory
66
Zeitreihenanalyse
29
Estimation
14
Schätzung
14
Statistical test
14
Forecasting model
11
Prognoseverfahren
11
Schätztheorie
10
USA
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United States
10
Cointegration
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Kointegration
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Unit root test
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Bootstrap approach
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Nonlinear regression
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Monte-Carlo-Simulation
4
Regression analysis
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Regressionsanalyse
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Stochastic process
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VAR model
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VAR-Modell
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Volatilität
4
ARCH model
3
Business cycle
3
Currency derivative
3
Economic forecast
3
Frühindikator
3
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3
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48
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49
Arbeitspapier
7
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7
Non-commercial literature
7
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7
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English
49
Author
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Cavaliere, Giuseppe
Clark, Todd E.
Engle, Robert F.
Hendry, David F.
Hinich, Melvin J.
Hodgson, Douglas J.
Lucas, André
MacKinnon, James G.
Phillips, Peter C. B.
Proietti, Tommaso
Swanson, Norman R.
McAleer, Michael
15
Pesaran, M. Hashem
11
Franses, Philip Hans
10
Psaradakis, Zacharias G.
7
Spanos, Aris
7
Taylor, Robert
7
Baltagi, Badi H.
6
Kilian, Lutz
6
Andreou, Elena
5
Barnett, William A.
5
Clements, Michael P.
5
Ghysels, Eric
5
Hafner, Christian M.
5
Kapetanios, George
5
Koopman, Siem Jan
5
Maasoumi, Esfandiar
5
Ullah, Aman
5
Asai, Manabu
4
Bera, Anil K.
4
Bollerslev, Tim
4
De Peretti, Philippe
4
Godfrey, L. G.
4
Hall, Stephen G.
4
King, Maxwell L.
4
Koop, Gary
4
Lee, Myoung-jae
4
Li, Qi
4
Lütkepohl, Helmut
4
Marcellino, Massimiliano
4
Morley, James C.
4
Osborn, Denise R.
4
Rombouts, Jeroen V. K.
4
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Econometric reviews
Journal of applied econometrics
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Journal of econometrics
55
Econometric theory
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International journal of forecasting
14
Oxford bulletin of economics and statistics
10
The econometrics journal
9
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of empirical finance
5
Journal of forecasting
5
Econometrics : open access journal
4
International economic review
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of economic surveys
3
The review of economic studies
3
Journal of macroeconomics
2
Oxford review of economic policy
2
Practical issues in cointegration analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Testing integration and cointegration
2
The econometrics of economic policy
2
The energy journal
2
The review of economics and statistics
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Economic time series with random walk and other nonstationary components
1
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Información comercial española / Cuadernos económicos
1
International review of economics & finance : IREF
1
Jingji-lunwen
1
Journal of applied economics
1
Journal of banking & finance
1
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ECONIS (ZBW)
49
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1
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
2
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
3
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
4
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:
5
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
6
Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
Saved in:
7
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
8
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
Saved in:
9
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
Saved in:
10
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
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