//--> //--> //--> //-->
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
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~language:"eng"
~person:"Ashley, Richard A."
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~person:"Taylor, Robert"
~subject:"Econometrics"
~subject:"Zeitreihenanalyse"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Econometrics
Zeitreihenanalyse
Theorie
72
Theory
72
Time series analysis
28
Einheitswurzeltest
15
Unit root test
15
Estimation theory
14
Schätztheorie
14
Bootstrap approach
9
Bootstrap-Verfahren
9
Portfolio selection
9
Portfolio-Management
9
Estimation
8
Schätzung
8
Statistical test
8
Statistischer Test
8
Volatility
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
USA
7
United States
7
Capital income
6
Kapitaleinkommen
6
Börsenkurs
5
Cointegration
5
Correlation
5
Forecasting model
5
Heteroscedasticity
5
Heteroskedastizität
5
Kointegration
5
Korrelation
5
Markowitz portfolio selection
5
Prognoseverfahren
5
Saisonale Schwankungen
5
Seasonal variations
5
Share price
5
nonlinear shrinkage
5
Ökonometrie
5
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
29
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
2
Festschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
Author
All
Ashley, Richard A.
Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Hodgson, Douglas J.
Lucas, André
Proietti, Tommaso
Swanson, Norman R.
Taylor, Robert
Phillips, Peter C. B.
24
Franses, Philip Hans
9
Pesaran, M. Hashem
8
Maasoumi, Esfandiar
7
Psaradakis, Zacharias G.
7
Saikkonen, Pentti
7
Abadir, Karim Maher
6
Chambers, Marcus J.
6
Hinich, Melvin J.
6
Hong, Yongmiao
6
Johansen, Søren
6
Spanos, Aris
6
Dijk, Herman K. van
5
Kilian, Lutz
5
Linton, Oliver
5
Lütkepohl, Helmut
5
Park, Joon Y.
5
Robinson, Peter M.
5
Wang, Qiying
5
Andreou, Elena
4
Bierens, Herman J.
4
Gao, Jiti
4
Geweke, John
4
Ghysels, Eric
4
Granger, C. W. J.
4
Kapetanios, George
4
Koop, Gary
4
Moon, Hyungsik Roger
4
Morley, James C.
4
Osborn, Denise R.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Teräsvirta, Timo
4
White, Halbert
4
Yu, Jun
4
Andrews, Donald W. K.
3
more ...
less ...
Institution
All
University of Exeter / Department of Economics
1
Published in...
All
Discussion papers in economics
Econometric reviews
Econometric theory
Journal of applied econometrics
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Discussion paper / Tinbergen Institute
28
Journal of econometrics
20
Working papers / Rutgers University, Department of Economics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
International journal of forecasting
12
CEIS Working Paper
8
Discussion paper / Department of Economics, University of California San Diego
8
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Department of Economics discussion paper series / University of Oxford
7
Working paper / National Bureau of Economic Research, Inc.
6
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
6
Advanced texts in econometrics
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
EUI working paper / ECO
5
Oxford bulletin of economics and statistics
5
The econometrics journal
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Handbooks in economics
4
Journal of empirical finance
4
NBER Working Paper
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
CREATES research paper
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Econometrics : open access journal
3
NBER working paper series
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
EERI research paper series
2
Econometric Society Monographs
2
Economics discussion papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Essays in econometrics
2
Handbook of econometrics ; Vol. 2
2
Journal of economic surveys
2
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
2
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:
3
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:
4
Special issue of Econometric theory in honor of Professor Richard J. Smith : guest editors' introduction
Jansson, Michael
(
ed.
);
Taylor, Robert
(
ed.
); …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 247-252
Persistent link: https://www.econbiz.de/10011950951
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->