//--> //--> //--> //-->
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:"Portfolio selection"
subject:"Risk"
~person:"Johansen, Søren"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk
Zeitreihenanalyse
Theorie
43
Theory
43
Time series analysis
19
Cointegration
18
Kointegration
18
VAR model
13
VAR-Modell
13
Regression analysis
12
Regressionsanalyse
12
Estimation theory
6
Schätztheorie
6
Algorithm
5
Algorithmus
5
Estimation
4
Schätzung
4
Statistical method
4
Statistische Methode
4
USA
4
United States
4
Ausreißer
3
Autocorrelation
3
Autokorrelation
3
Induktive Statistik
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Outliers
3
Statistical distribution
3
Statistical inference
3
Statistische Verteilung
3
1996-1999
2
Bubbles
2
Erwartungsbildung
2
Expectation formation
2
Forecasting model
2
Geldpolitisches Ziel
2
Inflation targeting
2
Inflationssteuerung
2
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
19
Author
All
Johansen, Søren
Koopman, Siem Jan
68
Gil-Alaña, Luis A.
67
Franses, Philip Hans
63
Caporale, Guglielmo Maria
57
Lucas, André
52
Härdle, Wolfgang
51
Pesaran, M. Hashem
46
Phillips, Peter C. B.
46
Maravall Herrero, Agustín
40
Dijk, Herman K. van
38
Gollier, Christian
36
Marcellino, Massimiliano
36
McAleer, Michael
36
Sibbertsen, Philipp
36
Lütkepohl, Helmut
34
Koop, Gary
33
Kunst, Robert M.
33
Platen, Eckhard
33
Feng, Yuanhua
31
Teräsvirta, Timo
31
Timmermann, Allan
31
Schmid, Wolfgang
30
Hallin, Marc
29
Beran, Jan
28
Hyndman, Rob J.
28
Swanson, Norman R.
27
Uppal, Raman
27
Sentana, Enrique
26
Ludwig, Alexander
25
Bauwens, Luc
24
Gouriéroux, Christian
24
Maurer, Raimond
24
Campbell, John Y.
22
Dijk, Dick van
22
Broll, Udo
21
Hassler, Uwe
21
Lux, Thomas
21
Vries, Casper G. de
21
Fried, Roland
19
more ...
less ...
Published in...
All
Discussion papers / Department of Economics, University of Copenhagen
9
CREATES research paper
5
Discussion papers / Institute of Economics, University of Copenhagen
1
EUI working paper / ECO
1
Economics discussion papers
1
Queen's Economics Department working paper
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
2
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524565
Saved in:
3
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010416823
Saved in:
4
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
5
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010405202
Saved in:
6
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren
;
Lange, Theis
-
2011
Persistent link: https://www.econbiz.de/10009006788
Saved in:
7
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren
;
Lange, Theis
-
2011
Persistent link: https://www.econbiz.de/10009006830
Saved in:
8
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
9
A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008665552
Saved in:
10
An invariance property of the common trands under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688532
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->