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institution:"Konjunkturinstitutet <Stockholm>"
subject:"Zeitreihenanalyse"
~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"ARCH model"
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Zeitreihenanalyse
ARCH model
Theorie
331
Theory
331
Time series analysis
55
Stochastic process
48
Stochastischer Prozess
48
Estimation
32
Schätzung
32
Cointegration
31
Kointegration
31
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Statistical test
22
Statistischer Test
22
Einheitswurzeltest
18
Experiment
18
Unit root test
18
Regression analysis
17
Regressionsanalyse
17
Mathematical programming
16
Mathematische Optimierung
16
PC software
16
PC-Software
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VAR model
16
VAR-Modell
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ARCH-Modell
15
Analysis
15
Mathematical analysis
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USA
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United States
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Volatility
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Volatilität
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Börsenkurs
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Estimation theory
13
Inventory model
13
Lagerhaltungsmodell
13
Schätztheorie
13
Share price
13
Deutschland
11
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Arbeitspapier
66
Working Paper
66
Graue Literatur
58
Non-commercial literature
58
Language
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English
66
Author
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Gil-Alaña, Luis A.
9
Härdle, Wolfgang
8
Hafner, Christian M.
7
Herwartz, Helmut
6
Lütkepohl, Helmut
5
Saikkonen, Pentti
5
Franses, Philip Hans
4
Lanne, Markku
4
Tschernig, Rolf
4
Breitung, Jörg
3
Dijk, Herman K. van
3
Kleinow, Torsten
3
Kreiß, Jens-Peter
3
Candelon, Bertrand
2
Chen, Song Xi
2
Dijk, Dick van
2
Linton, Oliver
2
Mammen, Enno
2
Nakano, Junji
2
Neumann, Michael H.
2
Paparoditis, Efstathios
2
Teyssière, Gilles
2
Yamamoto, Yoshikazu
2
Yang, Lijian
2
Andersson, Michael K.
1
Beine, Michel
1
Benkwitz, Alexander
1
Cai, Zongwu
1
Caporale, Guglielmo Maria
1
Carroll, Raymond J.
1
Choi, In
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Fengler, Matthias R.
1
Franke, Jürgen
1
Gredenhoff, Mikael P.
1
Harvey, Andrew C.
1
Hoffmann, Marc
1
Horowitz, Joel
1
Jaschke, Stefan R.
1
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Institution
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Konjunkturinstitutet <Stockholm>
Econometrisch Instituut <Rotterdam>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
72
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
33
Umeå universitet
11
Centre for Analytical Finance <Århus>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Shakai-Keizai-Kenkyūsho <Osaka>
7
Centre for Quantitative Economics & Computing
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Instituto Valenciano de Investigaciones Económicas
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
Econometric Society
2
Erasmus Research Institute of Management
2
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Published in...
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Discussion papers of interdisciplinary research project 373
53
Econometric Institute research papers
11
Working paper / Konjunkturinstitutet
2
Source
All
ECONIS (ZBW)
66
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1
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
2
On the econometrics of the Koyck model
Franses, Philip Hans
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953723
Saved in:
3
Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
Saved in:
4
Selecting a nonlinear time series model using weighted tests of equal forecast accuracy
Dijk, Dick van
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783554
Saved in:
5
A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901
Saved in:
6
Forecasting industrial production with linear, nonlinear, and structural change models
Siliverstovs, Boriss
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783904
Saved in:
7
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
8
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
9
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
Saved in:
10
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
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