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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~person:"Harvey, David I."
~subject:"Financial frictions"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Financial frictions
Forecasting model
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
6
Bubbles
5
Börsenkurs
5
Explosive autoregression
5
Share price
5
Spekulationsblase
5
Estimation
4
Schätzung
4
Einheitswurzeltest
3
Time series analysis
3
Unit root test
3
Break date estimation
2
Financial market
2
Finanzmarkt
2
Rational bubble
2
Volatility
2
Volatilität
2
rational bubble
2
right-tailed unit root testing
2
Augmented regression
1
Autocorrelation
1
Autokorrelation
1
Capital income
1
Cointegration
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Least squares method
1
Multiple bubbles
1
Non-stationary volatility
1
Prognoseverfahren
1
Regime change
1
Regression analysis
1
Regressionsanalyse
1
Right-tailed unit root testing
1
Statistical test
1
Statistischer Test
1
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Aufsatz in Zeitschrift
Article in journal
6
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English
6
Author
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Harvey, David I.
Maasoumi, Esfandiar
12
McAleer, Michael
12
Woodford, Michael
12
Taylor, Robert
11
Kocherlakota, Narayana Rao
10
Phillips, Peter C. B.
10
Sargent, Thomas J.
10
Devereux, Michael B.
9
Krusell, Per
9
Rogerson, Richard Donald
9
Smith, Bruce D.
9
Baltagi, Badi H.
8
Dotsey, Michael
8
Gouriéroux, Christian
8
Levin, Andrew T.
8
McCallum, Bennett T.
8
Quadrini, Vincenzo
8
Schorfheide, Frank
8
Ullah, Aman
8
Williamson, Stephen D.
8
Christiano, Lawrence J.
7
Franses, Philip Hans
7
Fuerst, Timothy S.
7
Pesaran, M. Hashem
7
Ríos-Rull, José-Víctor
7
Spanos, Aris
7
Svensson, Lars E. O.
7
Teles, Pedro
7
Uribe, Martín
7
Wright, Randall D.
7
Bullard, James Brian
6
Canova, Fabio
6
Chari, Varadarajan V.
6
Collard, Fabrice
6
Engel, Charles
6
Geweke, John
6
Ireland, Peter N.
6
King, Robert G.
6
Leeper, Eric M.
6
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Econometric reviews
Journal of empirical finance
Journal of monetary economics
Oxford bulletin of economics and statistics
3
Applied economics
2
Econometric theory
2
Economics letters
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The econometrics journal
2
Journal of applied econometrics
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1
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ECONIS (ZBW)
6
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
6
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
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