//--> //--> //--> //-->
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:"Econometric reviews"
~person:"Allen, David E."
~person:"Audrino, Francesco"
~person:"Harvey, David I."
~person:"Spanos, Aris"
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
Quantile Sieve Estimates For T...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
12
Zeitreihenanalyse
12
Theorie
11
Theory
11
Einheitswurzeltest
7
Unit root test
7
Modellierung
5
Scientific modelling
5
Heteroscedasticity
4
Heteroskedastizität
4
Estimation
3
Schätzung
3
Bubbles
2
Börsenkurs
2
Explosive autoregression
2
Share price
2
Spekulationsblase
2
Volatility
2
Volatilität
2
rational bubble
2
right-tailed unit root testing
2
1900-2003
1
1973-1991
1
Anleihe
1
Autocorrelation
1
Autokorrelation
1
Bond
1
Business cycle
1
Business cycles
1
Capital income
1
Cointegration
1
Commodity price
1
Dauer
1
Dependent point process
1
Duration
1
Duration analysis
1
Economic indicator
1
Estimation theory
1
Exact factor model
1
Exchange rate theory
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Allen, David E.
Audrino, Francesco
Harvey, David I.
Spanos, Aris
Dagum, Estela Bee
7
Maasoumi, Esfandiar
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Teräsvirta, Timo
7
Kilian, Lutz
5
Andreou, Elena
4
Franses, Philip Hans
4
McAleer, Michael
4
McElroy, Tucker
4
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Gao, Jiti
3
Hendry, David F.
3
Hsiao, Cheng
3
Kapetanios, George
3
Leybourne, Stephen James
3
Lucas, André
3
Medeiros, Marcelo C.
3
Politis, Dimitris N.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Smeekes, Stephan
3
Ashley, Richard A.
2
Berkowitz, Jeremy
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Bordignon, Silvano
2
Chan, Joshua
2
Corsi, Fulvio
2
Davidson, Russell
2
Dong, Chaohua
2
Granger, C. W. J.
2
He, Changli
2
Hodgson, Douglas J.
2
more ...
less ...
Published in...
All
Econometric reviews
School of Accounting, Finance and Economics & FEMARC working paper series
18
Discussion paper / Tinbergen Institute
14
Econometric Institute research papers
11
Journal of econometrics
7
Applied economics
6
Tinbergen Institute Discussion Paper
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Oxford bulletin of economics and statistics
5
Working paper
5
Tinbergen Institute Discussion Papers
4
Economic research paper / Loughborough University, Department of Economics
3
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
3
Economics discussion paper series / Loughborough University, Department of Economics
3
Economics letters
3
Risks : open access journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
3
Working Paper
3
Econometric theory
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
Quantitative finance and economics
2
University of St. Gallen Department of Economics working paper series 2007
2
Working papers on finance
2
A companion to economic forecasting
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin financial markets
1
Annals of financial economics
1
Applied economics letters
1
Australian journal of management
1
CREATES Research Paper
1
Computing in Economics and Finance 2005
1
Discussion papers in economics / School of Economics
1
Economic modelling
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling exchange rate dynamics : non-linear dependence and thick tails
MacGuirk, Anya M.
;
Robertson, John C.
;
Spanos, Aris
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 33-63
Persistent link: https://www.econbiz.de/10001141851
Saved in:
2
Error autocorrelation revisited : the AR(1) case
Spanos, Aris
- In:
Econometric reviews
6
(
1987
)
2
,
pp. 285-294
Persistent link: https://www.econbiz.de/10001052102
Saved in:
3
Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Saved in:
4
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
5
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
Saved in:
6
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:
7
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:
8
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
9
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
10
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->