//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Theory"
~subject:"United Kingdom"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Theory
United Kingdom
Zeitreihenanalyse
963
Time series analysis
960
Börsenkurs
685
Share price
684
Theorie
643
Estimation theory
486
Schätztheorie
486
Estimation
465
Schätzung
464
Volatility
453
Volatilität
453
Statistical test
343
Statistischer Test
343
Großbritannien
328
Capital income
272
Kapitaleinkommen
272
Prognoseverfahren
262
Oil price
251
Ölpreis
251
Aktienmarkt
220
Stock market
220
USA
214
United States
214
ARCH model
178
ARCH-Modell
178
Welt
169
World
169
Structural break
162
Strukturbruch
162
Cointegration
146
Kointegration
144
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Regression analysis
126
Regressionsanalyse
126
Stochastic process
113
Stochastischer Prozess
113
more ...
less ...
Online availability
All
Undetermined
348
Free
3
Type of publication
All
Article
1,052
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
1,056
Aufsatz in Zeitschrift
1,056
Collection of articles of several authors
15
Sammelwerk
15
Konferenzschrift
8
Conference proceedings
6
Conference paper
3
Festschrift
3
Konferenzbeitrag
3
Aufsatzsammlung
2
more ...
less ...
Language
All
English
1,063
Author
All
Phillips, Peter C. B.
17
Gupta, Rangan
11
McMillan, David G.
10
Pesaran, M. Hashem
9
Swanson, Norman R.
9
Xiao, Zhijie
9
Yu, Jun
9
Koop, Gary
8
Linton, Oliver
8
Taylor, Robert
8
Teräsvirta, Timo
8
McAleer, Michael
7
Timmermann, Allan
7
Hallin, Marc
6
Kapetanios, George
6
Khalaf, Lynda
6
Mariano, Roberto S.
6
Narayan, Paresh Kumar
6
Patton, Andrew J.
6
Speight, Alan E. H.
6
Wang, Yudong
6
Weron, Rafał
6
Whang, Yoon-jae
6
Wohar, Mark E.
6
Andersen, Torben
5
Bai, Jushan
5
Bauwens, Luc
5
Blake, David
5
Breitung, Jörg
5
Chen, Xiaohong
5
Fan, Jianqing
5
Hendry, David F.
5
Hong, Yongmiao
5
Lütkepohl, Helmut
5
Ma, Feng
5
Ng, Serena
5
Velasco, Carlos
5
Wang, Shouyang
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Applied financial economics
Energy economics
Journal of econometrics
Discussion paper series / IZA
1,004
NBER working paper series
944
Working paper / National Bureau of Economic Research, Inc.
844
Applied economics
810
Discussion paper / Centre for Economic Policy Research
810
NBER Working Paper
785
The economic journal : the journal of the Royal Economic Society
728
Economics letters
665
IZA Discussion Paper
631
International journal of forecasting
612
Discussion paper
552
Working paper
453
CESifo working papers
410
Journal of forecasting
405
Discussion paper / Tinbergen Institute
388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
379
Economic modelling
345
Journal of banking & finance
341
Oxford bulletin of economics and statistics
340
Fiscal studies : the journal of the Institute for Fiscal Studies
329
Applied economics letters
316
Regional studies
316
Finance research letters
295
National Institute economic review
283
The economic history review : a journal of economic and social history
280
Quarterly bulletin / Bank of England
279
Scottish journal of political economy : the journal of the Scottish Economic Society
272
Oxford review of economic policy
270
Working papers / Bank of England
263
Oxford economic papers
257
Econometric theory
253
International review of financial analysis
253
Discussion papers in economics
239
Economica
237
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
236
Econometric reviews
233
Working paper / Centre for Business Research, University of Cambridge
228
more ...
less ...
Source
All
ECONIS (ZBW)
1,063
Showing
1
-
10
of
1,063
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
2
Long memory and disaggregated energy consumption : evidence from fossils, coal and electricity retail in the US
Apergēs, Nikolaos
;
Tsoumas, Chris
- In:
Energy economics
34
(
2012
)
4
,
pp. 1082-1087
Persistent link: https://www.econbiz.de/10009687378
Saved in:
3
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
4
Stock market
bubbles
and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
5
Rational speculative
bubbles
and commodities markets : application of duration dependence test?
Emekter, Riza
;
Jirasakuldech, Benjamas
;
Went, Peter
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 581-596
Persistent link: https://www.econbiz.de/10009624351
Saved in:
6
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Saved in:
7
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
8
Does modeling a structural break improve forecast accuracy?
Boot, Tom
;
Pick, Andreas
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
Saved in:
9
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
10
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio
- In:
Energy economics
38
(
2013
),
pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->