//--> //--> //--> //-->
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:"Applied financial economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Andrews, Donald W. K."
~person:"Fraser, Patricia"
~person:"Harvey, Andrew C."
~person:"Koop, Gary"
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
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Time series analysis
16
Zeitreihenanalyse
16
Estimation
7
Schätzung
7
USA
7
United States
7
Estimation theory
6
Schätztheorie
6
Börsenkurs
5
Großbritannien
5
Share price
5
United Kingdom
5
Forecasting model
4
Prognoseverfahren
4
Statistical test
4
Statistischer Test
4
Bayes-Statistik
3
Bayesian inference
3
Cointegration
3
Kointegration
3
Modellierung
3
Scientific modelling
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Bruttoinlandsprodukt
2
Business cycle
2
Capital income
2
Gross domestic product
2
Kapitaleinkommen
2
Konjunktur
2
Oil price
2
Regression analysis
2
Regressionsanalyse
2
Saisonale Schwankungen
2
Schock
2
Seasonal variations
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Reprint
1
Language
All
English
28
Author
All
Andrews, Donald W. K.
Fraser, Patricia
Harvey, Andrew C.
Koop, Gary
Phillips, Peter C. B.
16
McMillan, David G.
11
Engle, Robert F.
10
Taylor, Robert
10
Stock, James H.
9
Ghysels, Eric
8
Perron, Pierre
8
Leybourne, Stephen James
7
Tauchen, George Eugene
7
Vogelsang, Timothy J.
7
White, Halbert
7
Li, Wai Keung
6
Speight, Alan E. H.
6
Watson, Mark W.
6
Westerlund, Joakim
6
Blake, David
5
Bollerslev, Tim
5
Brooks, Chris
5
Danbolt, Jo
5
Dufour, Jean-Marie
5
Franses, Philip Hans
5
Hamilton, James D.
5
Hansen, Peter Reinhard
5
Kim, Chang-jin
5
Li, Jia
5
Lobato, Ignacio N.
5
Lucas, André
5
Lütkepohl, Helmut
5
Müller, Ulrich K.
5
Power, David M.
5
Steeley, James M.
5
Su, Liangjun
5
Tsay, Ruey S.
5
Urga, Giovanni
5
Zhu, Ke
5
Bai, Jushan
4
more ...
less ...
Published in...
All
Applied financial economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation Discussion Paper
40
Journal of econometrics
23
Cambridge working papers in economics
19
Cowles Foundation discussion paper
16
Strathclyde discussion papers in economics
15
Discussion paper / Tinbergen Institute
7
International journal of forecasting
7
Journal of applied econometrics
7
Federal Reserve Bank of Cleveland working paper series
6
Discussion paper / Department of Economics, The University of Western Australia
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Discussion papers in financial markets
5
Cowles Foundation Discussion Papers
4
Econometric theory
4
Journal of forecasting
4
Working paper series / School of Economics and Finance, Curtin University
4
An Elgar reference collection
3
CAMA working paper series
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Econometric Institute research papers
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The Manchester School of Economic and Social Studies
3
The economic journal : the journal of the Royal Economic Society
3
The international library of critical writings in econometrics
3
The review of economics and statistics
3
Advanced texts in econometrics
2
Advances in econometrics
2
Birkbeck working papers in economics and finance : BWPEF
2
Covid economics : vetted and real-time papers
2
Discussion paper series / Reserve Bank of New Zealand
2
Discussion papers / CEPR
2
Dundee discussion papers in economics
2
Economics Discussion / Working Papers
2
Economics letters
2
FRB of Cleveland Working Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What drives stock prices? : fundamentals,
bubbles
and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
2
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
3
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
4
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
5
UK stock and government bond markets : predictability and the term structure
Fraser, Patricia
- In:
Applied financial economics
5
(
1995
)
2
,
pp. 61-67
Persistent link: https://www.econbiz.de/10001181323
Saved in:
6
Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.
;
Kim, Chae-yŏng
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
Saved in:
7
Optimal two-sided invariant similar tests for instrumental variables regression
Andrews, Donald W. K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
3
,
pp. 715-752
Persistent link: https://www.econbiz.de/10003329584
Saved in:
8
Seasonality tests
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 420-436
Persistent link: https://www.econbiz.de/10001785809
Saved in:
9
Testing when a parameter is on the boundary of the maintained hypothesis
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 683-734
Persistent link: https://www.econbiz.de/10001580794
Saved in:
10
Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 543-564
Persistent link: https://www.econbiz.de/10001378219
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->