//--> //--> //-->
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
~subject:"Time series analysis"
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
Tests of Structural Stability...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
45
Theory
45
Estimation
21
Schätzung
21
ECONOMETRICS
17
Yield curve
16
Zinsstruktur
16
USA
15
United States
15
Volatility
13
Risikoprämie
12
Risk premium
12
Structural break
12
Strukturbruch
12
Volatilität
12
Einheitswurzeltest
10
Unit root test
10
Rational expectations
9
Rationale Erwartung
9
Zeitreihenanalyse
9
Estimation theory
8
Forecasting model
8
Greece
8
Griechenland
8
Prognoseverfahren
8
Schätztheorie
8
Börsenkurs
7
INFORMATION
7
Panel
7
Panel study
7
Share price
7
Ambiguity
6
BARGAINING
6
Discretion
6
MODELS
6
Monetary policy
6
Option pricing theory
6
Optionspreistheorie
6
REGRESSION ANALYSIS
6
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
more ...
less ...
Language
All
English
9
Author
All
Tzavalis, Elias
9
Kapetanios, George
3
Abadir, Karim Maher
2
Dendramis, Yiannis
2
Hadri, Kaddour
2
Harris, Richard D. F.
2
Argyropoulos, Efthymios
1
De Wachter, Stefan
1
Doornik, Jurgen A.
1
Nielsen, Bent
1
Papantonis, Ioannis
1
Rompolis, Leonidas
1
Rothenberg, Thomas J.
1
more ...
less ...
Institution
All
University of Exeter / Department of Economics
1
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Discussion papers in economics
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Nonlinear time series analysis of business cycles
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series
Kapetanios, George
;
Tzavalis, Elias
- In:
Nonlinear time series analysis of business cycles
,
(pp. 175-198)
.
2006
Persistent link: https://www.econbiz.de/10003309355
Saved in:
2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
3
Panel data unit roots tests : the role of serial correlation and the time dimension
De Wachter, Stefan
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003262998
Saved in:
4
The influence of VAR dimensions on estimator biases
Abadir, Karim Maher
;
Hadri, Kaddour
;
Tzavalis, Elias
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001256083
Saved in:
5
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
6
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
Saved in:
7
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
8
Forecasting economic activity from yield curve factors
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 293-311
Persistent link: https://www.econbiz.de/10011672685
Saved in:
9
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->