//--> //--> //--> //-->
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:"Portfolio-Management"
subject:"USA"
~person:"Gouriéroux, Christian"
~person:"Phillips, Peter C. B."
~subject:"Schätztheorie"
~subject:"Stochastic process"
~type_genre:"Arbeitspapier"
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
Portfolio-Management
USA
Schätztheorie
Stochastic process
Theorie
214
Theory
214
Time series analysis
58
Zeitreihenanalyse
58
Estimation theory
44
Einheitswurzeltest
27
Stochastischer Prozess
27
Unit root test
27
Autocorrelation
18
Autokorrelation
18
Regression analysis
17
Regressionsanalyse
17
Method of moments
16
Momentenmethode
16
Yield curve
16
Zinsstruktur
16
CAPM
14
Derivat
13
Derivative
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Portfolio selection
12
Estimation
10
Panel
10
Panel study
10
Schätzung
10
Cointegration
9
Kointegration
9
Risikoprämie
9
Risk premium
9
Statistical test
9
Statistischer Test
9
Volatility
9
Volatilität
9
Bias
8
Econometrics
8
Systematischer Fehler
8
more ...
less ...
Online availability
All
Free
37
Undetermined
2
Type of publication
All
Book / Working Paper
84
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
84
Article in journal
83
Aufsatz in Zeitschrift
83
Graue Literatur
83
Non-commercial literature
83
Amtsdruckschrift
20
Government document
20
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
3
Sammelwerk
3
Bibliografie enthalten
2
Bibliography included
2
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
Bibliografie
1
Conference proceedings
1
Festschrift
1
Interview
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
80
French
4
Author
All
Gouriéroux, Christian
Phillips, Peter C. B.
Härdle, Wolfgang
83
Heckman, James J.
56
Pesaran, M. Hashem
55
Lucas, André
44
Platen, Eckhard
44
Koopman, Siem Jan
43
Diebold, Francis X.
40
Acemoglu, Daron
36
Gil-Alaña, Luis A.
35
McAleer, Michael
35
Caporale, Guglielmo Maria
34
Franses, Philip Hans
33
Stambaugh, Robert F.
33
Timmermann, Allan
32
Uppal, Raman
32
Pástor, Ľuboš
31
Campbell, John Y.
30
Christiano, Lawrence J.
30
Swanson, Norman R.
30
Kilian, Lutz
29
Engle, Robert F.
28
Marcellino, Massimiliano
28
Artus, Patrick
27
Chiarella, Carl
27
Sentana, Enrique
27
Greenwood, Jeremy
26
Hautsch, Nikolaus
26
Maravall Herrero, Agustín
26
Scaillet, Olivier
26
Vries, Casper G. de
26
Gollier, Christian
25
Imbens, Guido
25
Krueger, Dirk
25
Basu, Susanto
24
Brandt, Michael W.
24
Glaeser, Edward L.
24
Kehoe, Patrick J.
24
Schorfheide, Frank
23
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
14
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
CORE discussion paper : DP
1
Discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
Documents de travail / Banque de France
1
Global COE Hi-Stat discussion paper series
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Research paper series / Swiss Finance Institute
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Swiss Finance Institute Research Paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
2
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
3
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
4
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011692426
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
6
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011397788
Saved in:
7
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
-
2014
Persistent link: https://www.econbiz.de/10010464140
Saved in:
8
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574513
Saved in:
9
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553170
Saved in:
10
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->