//--> //--> //--> //-->
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 econometrics"
~isPartOf:"Journal of economic surveys"
~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"Leybourne, Stephen James"
~person:"Li, Jia"
~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
62
Zeitreihenanalyse
62
Theorie
31
Volatility
13
Volatilität
13
Estimation
10
Schätzung
10
Börsenkurs
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Share price
9
Unit root test
9
Forecasting model
8
Prognoseverfahren
8
Structural break
8
Strukturbruch
8
High-frequency data
6
Statistical test
6
Statistischer Test
6
Stochastic process
6
Stochastischer Prozess
6
VAR model
6
VAR-Modell
6
Autokorrelation
5
Capital income
5
Cointegration
5
Induktive Statistik
5
Kapitaleinkommen
5
Saisonale Schwankungen
5
Seasonal variations
5
Statistical inference
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Kointegration
4
Stochastic volatility
4
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
55
Book / Working Paper
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Festschrift
Article in journal
57
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
2
Übersichtsarbeit
2
Konferenzschrift
1
Rezension
1
more ...
less ...
Language
All
English
Author
All
Kapetanios, George
Andersen, Torben
Franses, Philip Hans
Kilian, Lutz
Leybourne, Stephen James
Li, Jia
Xiao, Zhijie
Phillips, Peter C. B.
32
Taylor, Robert
22
Teräsvirta, Timo
14
Linton, Oliver
12
McAleer, Michael
12
Chen, Xiaohong
10
Koop, Gary
10
Harvey, David I.
9
Koopman, Siem Jan
8
Park, Joon Y.
8
Perron, Pierre
8
Swanson, Norman R.
8
Todorov, Viktor
8
Yu, Jun
8
Cavaliere, Giuseppe
7
Chan, Joshua
7
Gao, Jiti
7
Hendry, David F.
7
Johansen, Søren
7
Maasoumi, Esfandiar
7
Pesaran, M. Hashem
7
Robinson, Peter M.
7
Baltagi, Badi H.
6
Blasques, Francisco
6
Chen, Rong
6
Francq, Christian
6
Hallin, Marc
6
Hong, Yongmiao
6
Li, Qi
6
Lucas, André
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
McElroy, Tucker
6
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Econometric reviews
Journal of econometrics
Journal of economic surveys
Economics letters
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Econometric theory
10
Oxford bulletin of economics and statistics
8
International journal of forecasting
7
Journal of forecasting
6
Applied economics
5
Journal of applied econometrics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of empirical finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The econometrics journal
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of macroeconomics
3
Journal of time series econometrics
3
Journal of economic dynamics & control
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
The review of economics and statistics
2
Applied economics letters
1
Cambridge working papers in economics
1
Computational economics
1
Economic modelling
1
International economic review
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 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
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The Korean economic review
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
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:
4
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:
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
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
8
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
9
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:
10
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->