//--> //--> //--> //-->
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
person:"Kapetanios, George"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Franses, Philip Hans"
~person:"Hendry, David F."
~person:"Johansen, Søren"
~person:"Phillips, Peter C. B."
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
~type_genre:"Sammelwerk"
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:"Time series analysis"
Narrow search
Delete all filters
| 18 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Theory
USA
Time series analysis
68
Zeitreihenanalyse
68
Theorie
40
Schätztheorie
29
Unit root test
15
Cointegration
11
Kointegration
11
Autokorrelation
6
Nichtlineare Regression
6
Nonlinear regression
6
Stochastic process
6
Stochastischer Prozess
6
Forecasting model
5
Modellierung
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Panel
5
Panel study
5
Prognoseverfahren
5
Scientific modelling
5
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Regression analysis
4
Regressionsanalyse
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Structural break
4
Strukturbruch
4
VAR model
4
VAR-Modell
4
ARMA model
3
ARMA-Modell
3
Autoregression
3
Forecasting
3
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
60
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Festschrift
Sammelwerk
Article in journal
62
Collection of articles of several authors
3
Conference proceedings
1
Konferenzschrift
1
Rezension
1
more ...
less ...
Language
All
English
62
Author
All
Kapetanios, George
Franses, Philip Hans
Hendry, David F.
Johansen, Søren
Phillips, Peter C. B.
Xiao, Zhijie
Taylor, Robert
22
Teräsvirta, Timo
14
Leybourne, Stephen James
12
Linton, Oliver
12
Chen, Xiaohong
10
Koop, Gary
10
Gil-Alaña, Luis A.
9
Harvey, David I.
9
Koopman, Siem Jan
8
McAleer, Michael
8
Park, Joon Y.
8
Perron, Pierre
8
Swanson, Norman R.
8
Todorov, Viktor
8
Yu, Jun
8
Andersen, Torben
7
Cavaliere, Giuseppe
7
Cook, Steven
7
Gao, Jiti
7
Kilian, Lutz
7
Li, Jia
7
Maasoumi, Esfandiar
7
Robinson, Peter M.
7
Baltagi, Badi H.
6
Blasques, Francisco
6
Caporale, Guglielmo Maria
6
Chan, Joshua
6
Chen, Rong
6
Francq, Christian
6
Hallin, Marc
6
Hong, Yongmiao
6
Li, Qi
6
Lucas, André
6
Marcellino, Massimiliano
6
more ...
less ...
Published in...
All
Applied economics letters
Econometric reviews
Journal of econometrics
Econometric theory
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of forecasting
12
Economics letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Oxford bulletin of economics and statistics
6
Econometrics : open access journal
5
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of forecasting
5
The econometrics journal
5
Journal of economic surveys
4
Journal of empirical finance
4
Journal of macroeconomics
3
Applied economics
2
Economic time series with random walk and other nonstationary components
2
Journal of economic dynamics & control
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of quantitative economics
2
Journal of the American Statistical Association : JASA
2
Journal of time series econometrics
2
Practical issues in cointegration analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
Cambridge working papers in economics
1
Computational economics
1
Contemporary economics
1
Economic modelling
1
International economic review
1
International symposia in economic theory and econometrics
1
Journal of financial econometrics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
New Zealand economic papers
1
Oxford review of economic policy
1
Review of development economics : an essential resource for any development economist
1
Spanish economic review : SER
1
Special issue on "money demand in Europe"
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
3
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
5
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
6
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
Saved in:
7
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
8
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
9
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
10
Weak σ-convergence : theory and applications
Kong, Jianning
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10012302556
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->