//--> //--> //--> //-->
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:"Deutschland"
type_genre:"Article in journal"
~subject:"Zeitreihenanalyse"
~isPartOf:"Oxford bulletin of economics and statistics"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Zeitreihenanalyse
Theorie
390
Theory
390
Estimation theory
100
Schätztheorie
100
Estimation
58
Schätzung
58
Großbritannien
55
United Kingdom
54
Time series analysis
53
USA
32
United States
32
Cointegration
24
Kointegration
24
Einheitswurzeltest
22
Unit root test
22
Panel
21
Panel study
21
Arbeitslosigkeit
18
Unemployment
18
Forecasting model
16
Prognoseverfahren
16
Arbeitsmarkt
13
Labour market
13
VAR model
13
VAR-Modell
13
Regression analysis
12
Regressionsanalyse
12
Rational expectations
11
Rationale Erwartung
11
Volatility
11
Volatilität
11
Modellierung
10
Productivity
10
Produktivität
10
Scientific modelling
10
Statistical theory
10
Statistische Methodenlehre
10
Lohn
9
Wages
9
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
60
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
61
Aufsatzsammlung
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
61
Author
All
Cubadda, Gianluca
3
Franses, Philip Hans
3
Banerjee, Anindya
2
Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
2
Granger, C. W. J.
2
Harvey, David I.
2
Hecq, Alain W. J.
2
Leybourne, Stephen James
2
Newbold, Paul
2
Osborn, Denise R.
2
Taylor, Robert
2
Urbain, Jean-Pierre
2
Alexander, Carol
1
Balcombe, Kelvin G.
1
Biewen, Martin
1
Bruneau, Catherine
1
Burke, Simon P.
1
Burridge, Peter
1
Candelon, Bertrand
1
Cappuccio, Nunzio
1
Chen, Show-lin
1
Cheung, Yin-Wong
1
Chiang, Min-Hsien
1
Chou, Ray Yeutien
1
Crespo Cuaresma, Jesús
1
Dickey, David A.
1
Dijk, Dick van
1
Dolado, Juan J.
1
Dua, Pami
1
Dueker, Michael
1
Eika, Kari H.
1
Enders, Walter
1
Engle, Robert F.
1
Engsted, Tom
1
Ericsson, Neil R.
1
Fachin, Stefano
1
Flaig, Gebhard
1
Funke, Michael
1
Galbraith, John W.
1
more ...
less ...
Published in...
All
Oxford bulletin of economics and statistics
Journal of econometrics
329
International journal of forecasting
310
Economics letters
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Journal of forecasting
227
Econometric theory
191
Econometric reviews
127
Economic modelling
126
Applied economics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of applied econometrics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Applied economics letters
74
Journal of economic dynamics & control
73
Computational economics
72
Energy economics
66
Jahrbücher für Nationalökonomie und Statistik
64
Journal of empirical finance
56
Journal of international money and finance
55
European journal of operational research : EJOR
49
The econometrics journal
49
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
49
The review of economics and statistics
48
Journal of macroeconomics
47
Econometrics : open access journal
42
Journal of business economics : JBE
42
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
41
Macroeconomic dynamics
38
Applied financial economics
36
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
36
Finance research letters
34
International review of economics & finance : IREF
33
Journal of banking & finance
33
Journal of monetary economics
32
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
32
Journal of economic surveys
31
Kredit und Kapital
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
50
of
61
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Large time-varying volatility models for hourly electricity prices
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 545-573
Persistent link: https://www.econbiz.de/10014304428
Saved in:
2
Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
Saved in:
3
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
Saved in:
4
On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 139-151
Persistent link: https://www.econbiz.de/10010439608
Saved in:
5
Quantile autoregressive distributed lag model with an application to house price returns
Galvão Júnior, Antônio Fialho
;
Montes-Rojas, Gabriel
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10009754614
Saved in:
6
Profit sharing and training
Kraft, Kornelius
;
Lang, Julia
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 940-961
Persistent link: https://www.econbiz.de/10010240891
Saved in:
7
State-dependent threshold smooth transition autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
Saved in:
8
A unit root test using a Fourier series to approximate smooth breaks
Enders, Walter
;
Lee, Junsoo
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
4
,
pp. 574-599
Persistent link: https://www.econbiz.de/10010219892
Saved in:
9
Dealing with benchmark revisions in real-time data : the case of German production and orders statistics
Knetsch, Thomas A.
;
Reimers, Hans-Eggert
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10003814710
Saved in:
10
On critical values of tests against a change in persistence
Hassler, Uwe
;
Scheithauer, Jan
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 705-710
Persistent link: https://www.econbiz.de/10003759122
Saved in:
11
Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
4
,
pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
Saved in:
12
Testing for parameter stability in dynamic models across frequencies
Candelon, Bertrand
;
Cubadda, Gianluca
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 741-760
Persistent link: https://www.econbiz.de/10003393454
Saved in:
13
Variance estimation for generalized entropy and Atkinson inequality indices : the complex survey data case
Biewen, Martin
;
Jenkins, Stephen
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 371-383
Persistent link: https://www.econbiz.de/10003327366
Saved in:
14
Detection of structural change in the long-run persistence in a univariate time series
Kurozumi, Eiji
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10002693262
Saved in:
15
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
16
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
17
Tests for stationarity in series with endogenously determined structural change
Harvey, David I.
;
Mills, Terence C.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
5
,
pp. 863-894
Persistent link: https://www.econbiz.de/10002460761
Saved in:
18
Okun's law revisited
Crespo Cuaresma, Jesús
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 439-452
Persistent link: https://www.econbiz.de/10001776810
Saved in:
19
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
Saved in:
20
Time series concepts for conditional distributions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 689-701
Persistent link: https://www.econbiz.de/10001859644
Saved in:
21
Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
Saved in:
22
Temporal aggregation and the power of cointegration tests : a Monte Carlo study
Haug, Alfred Albert
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001705099
Saved in:
23
Mean reversion of interest rates in the eurocurrency market
Wu, Jyh-lin
;
Chen, Show-lin
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
4
,
pp. 459-473
Persistent link: https://www.econbiz.de/10001622985
Saved in:
24
Complex reduced rank models for seasonally cointegrated time series
Cubadda, Gianluca
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
4
,
pp. 497-511
Persistent link: https://www.econbiz.de/10001622987
Saved in:
25
Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
4
,
pp. 511-532
Persistent link: https://www.econbiz.de/10001522143
Saved in:
26
Bootstrap and asymptotic tests of long-run relationships in cointegrated systems
Fachin, Stefano
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
4
,
pp. 543-551
Persistent link: https://www.econbiz.de/10001522154
Saved in:
27
On the power of GLS-type unit root tests
Burridge, Peter
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
5
,
pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
Saved in:
28
Capital structure and labour demand : investigations using German micro data
Funke, Michael
;
Maurer, Wolf
;
Strulik, Holger
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10001407304
Saved in:
29
Multicointegration in stock-flow models
Engsted, Tom
;
Haldrup, Niels
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
Saved in:
30
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Robert M.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
3
,
pp. 409-433
Persistent link: https://www.econbiz.de/10001407391
Saved in:
31
Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001435644
Saved in:
32
Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine
;
Jondeau, Eric
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4
,
pp. 545-568
Persistent link: https://www.econbiz.de/10001437430
Saved in:
33
Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4
,
pp. 569-582
Persistent link: https://www.econbiz.de/10001437433
Saved in:
34
Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4
,
pp. 583-595
Persistent link: https://www.econbiz.de/10001437434
Saved in:
35
A comparative study of unit root tests with panel data and a new simple test
Maddala, Gangadharrao S.
;
Wu, Shaowen
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 631-652
Persistent link: https://www.econbiz.de/10001437529
Saved in:
36
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
37
Short-run dynamics in cointegrated systems
Proietti, Tommaso
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10001223687
Saved in:
38
Monte Carlo evidence on cointegration and causation
Zapata, Hector O.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
2
,
pp. 285-298
Persistent link: https://www.econbiz.de/10001223698
Saved in:
39
Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
Saved in:
40
Hazards in implementing a monetary conditions index
Eika, Kari H.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 765-790
Persistent link: https://www.econbiz.de/10001334926
Saved in:
41
VAR, error correction and pretest forecasts at long horizons
Stock, James H.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 685-701
Persistent link: https://www.econbiz.de/10001334929
Saved in:
42
Common seasonal features : global unemployment
Engle, Robert F.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10001334932
Saved in:
43
Triangular representation and error correction mechanism in cointegrated systems
Cappuccio, Nunzio
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
2
,
pp. 409-415
Persistent link: https://www.econbiz.de/10001201675
Saved in:
44
Some reparameterizations of lag polynomials for dynamic analysis
Burke, Simon P.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
2
,
pp. 373-389
Persistent link: https://www.econbiz.de/10001201678
Saved in:
45
Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
3
,
pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
Saved in:
46
Testing for unit roots using forward and reverse Dickey-Fuller regressions
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
4
,
pp. 559-571
Persistent link: https://www.econbiz.de/10001190712
Saved in:
47
Moving average detrending and the analysis of business cycles
Osborn, Denise R.
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
4
,
pp. 547-558
Persistent link: https://www.econbiz.de/10001190713
Saved in:
48
Cointegrated time series : a guide to estimation and hypothesis testing
Dickey, David A.
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
3
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001165109
Saved in:
49
Model selection in periodic autoregressions
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
4
,
pp. 421-439
Persistent link: https://www.econbiz.de/10001172652
Saved in:
50
The changing relationship between productivity, wages and unemployment in the UK
Alexander, Carol
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10001139544
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->