//--> //--> //--> //-->
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:"CREATES research paper"
~person:"Caporale, Guglielmo Maria"
~person:"Franses, Philip Hans"
~person:"Nielsen, Morten Ørregaard"
~type_genre:"Non-commercial literature"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
16
Zeitreihenanalyse
16
Estimation theory
11
Schätztheorie
11
Cointegration
5
Estimation
5
Kointegration
5
Schätzung
5
Theorie
4
Theory
4
ARMA model
3
ARMA-Modell
3
Heteroscedasticity
3
Heteroskedastizität
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
VAR model
3
VAR-Modell
3
deterministic trend
3
nonstationarity
3
ARCH model
2
ARCH-Modell
2
Asymptotic normality
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Commodity derivative
2
Forecasting model
2
Prognoseverfahren
2
Rohstoffderivat
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
cointegration
2
conditional heteroskedasticity
2
consistency
2
fractional cointegration
2
fractional integration
2
fractional process
2
generalized polynomial trend
2
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
16
Graue Literatur
16
Working Paper
16
Language
All
English
16
Author
All
Kapetanios, George
Caporale, Guglielmo Maria
Franses, Philip Hans
Nielsen, Morten Ørregaard
Teräsvirta, Timo
18
Johansen, Søren
15
Kruse, Robinson
12
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
6
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Taylor, Robert
5
Christensen, Kim
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Amado, Cristina
3
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Christoffersen, Peter F.
3
He, Changli
3
Hounyo, Ulrich
3
Kanaya, Shin
3
Lange, Theis
3
Lunde, Asger
3
Rahbek, Anders
3
Rossi, Eduardo
3
Yang, Yukai
3
Zhang, Shuhua
3
Andersen, Torben
2
Bauwens, Luc
2
Dahl, Christian M.
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
more ...
less ...
Published in...
All
CREATES research paper
CESifo working papers
57
Economics and finance working paper series
44
Report / Econometric Institute, Erasmus University Rotterdam
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Econometric Institute research papers
20
Queen's Economics Department working paper
18
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Working paper
18
Discussion paper / Tinbergen Institute
14
Discussion paper / Centre for Economic Forecasting
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / Department of Economics, University of Copenhagen
4
Research memorandum series / Tinbergen Instituut
4
IHS economics series : working paper
3
Reihe Ökonomie
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Staff working papers / Bank of England
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers / Bank of England
3
CAMA working paper series
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers / CEPR
2
Discussion papers of interdisciplinary research project 373
2
SSE EFI working paper series in economics and finance
2
CAE working paper
1
Cambridge working papers in economics
1
Cardiff economics working papers
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics
1
ERIM report series research in management
1
EUI working paper
1
EUI working paper / ECO
1
HWWA discussion paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
5
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
8
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
-
2016
Persistent link: https://www.econbiz.de/10011573274
Saved in:
9
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
10
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->