//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic surveys"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"Leybourne, Stephen James"
~person:"Li, Jia"
~person:"McAleer, Michael"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
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
| 20 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Schätztheorie
Theory
USA
Time series analysis
81
Zeitreihenanalyse
81
Theorie
46
Volatility
17
Volatilität
17
Estimation
15
Schätzung
15
Unit root test
12
Forecasting model
11
Prognoseverfahren
11
Stochastic process
10
Stochastischer Prozess
10
Börsenkurs
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Share price
9
United States
8
Statistical test
7
Statistischer Test
7
Structural break
7
Strukturbruch
7
Autokorrelation
6
Bootstrap approach
6
Bootstrap-Verfahren
6
Capital income
6
High-frequency data
6
Kapitaleinkommen
6
Saisonale Schwankungen
6
Seasonal variations
6
Cointegration
5
Kointegration
5
Nichtlineare Regression
5
Nonlinear regression
5
Stochastic volatility
5
more ...
less ...
Online availability
All
Undetermined
22
Type of publication
All
Article
70
Book / Working Paper
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Festschrift
Article in journal
73
Collection of articles of several authors
3
Sammelwerk
3
Systematic review
2
Übersichtsarbeit
2
Konferenzschrift
1
Rezension
1
more ...
less ...
Language
All
English
74
Author
All
Kapetanios, George
Franses, Philip Hans
Kilian, Lutz
Leybourne, Stephen James
Li, Jia
McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
32
Taylor, Robert
29
Koop, Gary
16
Teräsvirta, Timo
15
Linton, Oliver
12
Perron, Pierre
12
Gao, Jiti
11
Harvey, David I.
11
Koopman, Siem Jan
11
Zhu, Ke
11
Chen, Xiaohong
10
Marcellino, Massimiliano
10
Cavaliere, Giuseppe
9
Chan, Joshua
9
Ghysels, Eric
9
Li, Wai Keung
9
Lucas, André
9
Swanson, Norman R.
9
Todorov, Viktor
9
Andersen, Torben
8
Francq, Christian
8
Lütkepohl, Helmut
8
Maasoumi, Esfandiar
8
McElroy, Tucker
8
Park, Joon Y.
8
Su, Liangjun
8
Tauchen, George Eugene
8
Tsay, Ruey S.
8
Velasco, Carlos
8
Westerlund, Joakim
8
Yu, Jun
8
Chen, Rong
7
Dagum, Estela Bee
7
Hallin, Marc
7
Harvey, Andrew C.
7
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of economic surveys
Economics letters
16
Econometric theory
10
Oxford bulletin of economics and statistics
8
International journal of forecasting
7
Applied economics
6
Journal of forecasting
6
The econometrics journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of empirical finance
4
Journal of time series econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Journal of macroeconomics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
Journal of economic dynamics & control
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
Risks : open access journal
2
The review of economics and statistics
2
Applied economics letters
1
Cambridge working papers in economics
1
Computational economics
1
Economia : revista da ANPEC
1
Economic modelling
1
Energy economics
1
Journal of economics & business
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
1
Review of development economics : an essential resource for any development economist
1
Statistical papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
2
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
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:
6
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
7
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
8
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
Saved in:
9
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
10
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->