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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Ashley, Richard A."
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hinich, Melvin J."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"Phillips, Peter C. B."
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~person:"Taylor, Robert"
~subject:"ARCH-Modell"
~subject:"Einheitswurzeltest"
~subject:"Statistischer Test"
~subject:"Volatility"
~subject:"Welt"
~type:"article"
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Großbritannien
Time series analysis
ARCH-Modell
Einheitswurzeltest
Statistischer Test
Volatility
Welt
Theorie
35
Theory
35
Zeitreihenanalyse
24
Statistical test
8
Unit root test
7
Nichtlineare Regression
5
Nonlinear regression
5
USA
5
United States
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Cointegration
4
Estimation
4
Forecasting model
4
Kointegration
4
Prognoseverfahren
4
Schätzung
4
Econometrics
3
Estimation theory
3
Heteroscedasticity
3
Heteroskedastizität
3
Lag model
3
Lag-Modell
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatilität
3
Ökonometrie
3
ARMA model
2
ARMA-Modell
2
Autocorrelation
2
Autokorrelation
2
Business cycle
2
Börsenkurs
2
Decomposition method
2
Dekompositionsverfahren
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Article in journal
29
Aufsatz in Zeitschrift
29
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English
29
Author
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Ashley, Richard A.
Cavaliere, Giuseppe
Engle, Robert F.
Hinich, Melvin J.
Hodgson, Douglas J.
Lucas, André
Phillips, Peter C. B.
Proietti, Tommaso
Swanson, Norman R.
Taylor, Robert
McAleer, Michael
10
Kilian, Lutz
6
Spanos, Aris
6
Franses, Philip Hans
5
Psaradakis, Zacharias G.
5
Andreou, Elena
4
Asai, Manabu
4
De Peretti, Philippe
4
Maasoumi, Esfandiar
4
Morley, James C.
4
Pesaran, M. Hashem
4
Barnett, William A.
3
Caporin, Massimiliano
3
Chan, Joshua
3
Chang, Yoosoon
3
Ghysels, Eric
3
Godfrey, L. G.
3
Hafner, Christian M.
3
Hendry, David F.
3
Herwartz, Helmut
3
Kim, Chang-jin
3
Li, Qi
3
Maddala, Gangadharrao S.
3
Saikkonen, Pentti
3
Serletis, Apostolos
3
Su, Liangjun
3
Westerlund, Joakim
3
Anyfantaki, Sofia
2
Audrino, Francesco
2
Baltagi, Badi H.
2
Bordignon, Silvano
2
Bullard, James Brian
2
Chauvet, Marcelle
2
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Econometric reviews
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Journal of econometrics
42
Econometric theory
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
International journal of forecasting
10
The econometrics journal
10
Oxford bulletin of economics and statistics
9
Journal of empirical finance
7
Journal of applied econometrics
6
Econometrics : open access journal
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Economics letters
3
International economic review
3
Journal of macroeconomics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic surveys
2
Journal of financial econometrics
2
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
A companion to economic forecasting
1
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Joon Y. Park : econometric theory
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Financial analysts journal : FAJ
1
Handbook of econometrics ; Vol. 4
1
International review of economics & finance : IREF
1
Jingji-lunwen
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of quantitative economics
1
Journal of time series econometrics
1
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ECONIS (ZBW)
29
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1
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:
2
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:
3
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:
4
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:
5
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
6
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:
7
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:
8
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
9
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
10
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
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