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institution:"Loughborough University / Department of Economics"
subject:"Zeitreihenanalyse"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~institution:"Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>"
~language:"eng"
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Zeitreihenanalyse
Theorie
104
Theory
104
Estimation theory
10
Schätztheorie
10
Time series analysis
10
Deutschland
7
Germany
7
Regressionsanalyse
6
Foreign exchange management
5
Hedging
5
Regression analysis
5
Währungsmanagement
5
Außenhandelssektor
4
Einheitswurzeltest
4
Experiment
4
Foreign trade sector
4
Investition
4
Multinationales Unternehmen
4
Schätzung
4
Structural break
4
Strukturbruch
4
USA
4
Unit root test
4
United States
4
Agency theory
3
Auslandsinvestition
3
Doppelbesteuerung
3
Double taxation
3
Environmental charge
3
Estimation
3
Externalities
3
Externer Effekt
3
Financial market
3
Finanzmarkt
3
Foreign investment
3
Game theory
3
History of economic thought
3
Investment
3
Mathematisches Modell
3
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Book / Working Paper
10
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Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
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English
Author
All
Busse, Anja M.
2
Harvey, David I.
2
Reiter, Michael
2
Tschernig, Rolf
2
Dette, Holger
1
Heintel, Markus
1
Hillinger, Claude
1
Leybourne, Stephen James
1
Mills, Terence C.
1
Newbold, Paul
1
Podolskij, Mark
1
Schmidt, Christoph M.
1
Theis, Winfried
1
Vetter, Mathias
1
Weihs, Claus
1
Woitek, Ulrich
1
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Loughborough University / Department of Economics
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
National Bureau of Economic Research
65
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
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
Shakai-Keizai-Kenkyūsho <Osaka>
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
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Instituto Valenciano de Investigaciones Económicas
2
International Statistical Institute
2
Konjunkturinstitutet <Stockholm>
2
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Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Economics discussion paper series / Loughborough University, Department of Economics
2
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ECONIS (ZBW)
10
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1
Lyapunov exponent for stochastic time series
Busse, Anja M.
(
contributor
);
Weihs, Claus
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141497
Saved in:
2
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
Saved in:
3
Comparing time series from experiments with and without spiralling
Theis, Winfried
(
contributor
);
Busse, Anja M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142269
Saved in:
4
Tests for stationarity in series with endogenously determined structural change
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656284
Saved in:
5
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
6
A Bayesian way to identify the order of autoregressive process
Heintel, Markus
-
1994
Persistent link: https://www.econbiz.de/10013427980
Saved in:
7
Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.
;
Tschernig, Rolf
-
1993
Persistent link: https://www.econbiz.de/10000345713
Saved in:
8
Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf
-
1993
Persistent link: https://www.econbiz.de/10013427962
Saved in:
9
Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand
Reiter, Michael
-
1993
Persistent link: https://www.econbiz.de/10013427977
Saved in:
10
Model-independent detrending for determining the cyclical properties of macroeconomic time series
Hillinger, Claude
-
1992
Persistent link: https://www.econbiz.de/10013427948
Saved in:
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