//--> //--> //--> //-->
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
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
A taxonomy of certain unit roo...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
42
Theory
42
Estimation theory
25
Schätztheorie
25
Time series analysis
21
Zeitreihenanalyse
21
Cointegration
9
Großbritannien
9
Kointegration
9
United Kingdom
9
ARCH model
8
ARCH-Modell
8
Estimation
8
Forecasting model
8
Prognoseverfahren
8
Schätzung
8
Welt
6
World
6
Einheitswurzeltest
5
Exchange rate
5
Multivariate Analyse
5
Multivariate analysis
5
Unit root test
5
Wechselkurs
5
Industrie
4
Manufacturing industries
4
Private consumption
4
Privater Konsum
4
Statistical theory
4
Statistische Methodenlehre
4
Arbitrage
3
Competition
3
Economic forecast
3
Einkommenshypothese
3
Heteroscedasticity
3
Heteroskedastizität
3
Income hypothesis
3
Lebenszyklus
3
Life cycle
3
Multinationales Unternehmen
3
more ...
less ...
Online availability
All
Undetermined
11
Free
9
Type of publication
All
Book / Working Paper
71
Article
28
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
84
Undetermined
15
Author
All
Burke, Simon P.
47
Brooks, Chris
27
Persand, Gita
11
Hunter, John
10
Patterson, Kerry D.
8
Pemberton, James
8
Burke, Simon
6
Greenblatt, Seth A.
6
Godfrey, L. G.
5
Burke, S. P.
4
Dimitropoulou, Dimitra
4
Heravi, Saeed M.
4
McCann, Philip
4
Ash, J. C. K
3
Cantwell, John
3
Kalyuzhnova, Yelena
3
Pitarakis, Jean-Yves
3
Smyth, David J.
3
Yanovskiy, Leonid
3
Andersen, Birgitte
2
Hart, Peter Edward
2
McAleer, Michael
2
Oakes, H. D.
2
Stanescu, Silvia
2
Canepa, Alessandra
1
Gonzalo, Jesús
1
Hall, Stephen G.
1
Heravi, Saeed
1
Hunter, J.
1
Mosley, Paul
1
Pesaran, Bahram
1
Piscitello, Lucia
1
Sowell, Fallaw
1
Tremayne, Andrew R.
1
Tridimas, George
1
Vertova, Giovanna
1
more ...
less ...
Institution
All
Centre for Quantitative Economics & Computing
54
Henley Business School, University of Reading
2
Published in...
All
Discussion papers in quantitative economics and computing / E
55
Economics letters
4
Economics Letters
3
International journal of forecasting
3
Applied economics
2
Economics and finance working paper series
2
ICMA Centre Discussion Papers in Finance
2
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
Palgrave Texts in Econometrics
2
Palgrave texts in econometrics
2
SpringerLink / Bücher
2
The European journal of finance
2
Applied Economics
1
Globalising worlds and new economic configurations
1
International Journal of Forecasting
1
International journal of applied economics and econometrics : IJAEE
1
Journal of Applied Econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Palgrave Texts in Econometrics Ser
1
Springer eBook Collection / Economics and Finance
1
Springer eBook Collection / Palgrave Economics & Finance Collection
1
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
1
The European Journal of Finance
1
The Manchester School
1
The review of economic studies
1
Working papers in economics and econometrics
1
Working papers in quantitative economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
83
RePEc
9
OLC EcoSci
6
BASE
1
Showing
21
-
30
of
99
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris
;
Burke, Simon P.
- In:
The Manchester School
70
(
2002
)
6
,
pp. 747-767
Persistent link: https://www.econbiz.de/10001720409
Saved in:
22
Multivariate GARCH models : software choice and estimation issues
Brooks, Chris
;
Burke, Simon P.
;
Persand, Gita
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 725-734
Persistent link: https://www.econbiz.de/10001843509
Saved in:
23
Information criteria for GARCH model selection
Brooks, Chris
;
Burke, Simon P.
- In:
The European journal of finance
9
(
2003
)
6
,
pp. 557-580
Persistent link: https://www.econbiz.de/10001885626
Saved in:
24
Benchmarks and the accuracy of GARCH model estimation
Brooks, Chris
;
Burke, Simon P.
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10001549775
Saved in:
25
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
- In:
Economics letters
61
(
1998
)
3
,
pp. 273-278
Persistent link: https://www.econbiz.de/10001252467
Saved in:
26
Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P.
- In:
Economics letters
31
(
1989
)
4
,
pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
Saved in:
27
Testing AR(1) against MA(1) disturbances in the linear regression model : an alternative procedure
Burke, Simon P.
- In:
The review of economic studies
57
(
1990
)
1
,
pp. 135-145
Persistent link: https://www.econbiz.de/10001085019
Saved in:
28
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris
;
Burke, Simon P.
-
1999
Persistent link: https://www.econbiz.de/10001405756
Saved in:
29
Modelling non-stationary economic time series : a multivariate approach
Burke, Simon P.
;
Hunter, John
-
2005
Persistent link: https://www.econbiz.de/10001756493
Saved in:
30
Finite sample weighting of recursive forecast errors
Brooks, Chris
;
Burke, Simon P.
;
Stanescu, Silvia
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 458-474
Persistent link: https://www.econbiz.de/10011597149
Saved in:
First
Prev
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...
//-->