//--> //--> //--> //-->
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
source:"econis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
410
Zeitreihenanalyse
410
Theorie
262
Theory
262
Estimation theory
169
Schätztheorie
169
Einheitswurzeltest
52
Unit root test
52
Estimation
51
Schätzung
51
Stochastic process
45
Stochastischer Prozess
45
Volatility
42
Volatilität
42
Nichtparametrisches Verfahren
39
Nonparametric statistics
39
Cointegration
38
Forecasting model
38
Prognoseverfahren
38
Kointegration
37
Statistical test
35
Statistischer Test
35
USA
34
United States
34
Autocorrelation
32
Autokorrelation
32
Nichtlineare Regression
29
Nonlinear regression
29
Regression analysis
29
Regressionsanalyse
29
Statistical theory
29
Statistische Methodenlehre
29
Modellierung
23
Scientific modelling
23
ARCH model
20
ARCH-Modell
20
Bootstrap approach
18
Bootstrap-Verfahren
18
Panel
17
Panel study
17
more ...
less ...
Online availability
All
Undetermined
99
Free
77
Type of publication
All
Article
301
Book / Working Paper
109
Type of publication (narrower categories)
All
Article in journal
296
Aufsatz in Zeitschrift
296
Graue Literatur
81
Non-commercial literature
81
Arbeitspapier
80
Working Paper
80
Collection of articles of several authors
3
Sammelwerk
3
Rezension
2
Conference proceedings
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
410
Author
All
Phillips, Peter C. B.
100
Chen, Xiaohong
10
Taylor, Robert
8
Andrews, Donald W. K.
7
Dagum, Estela Bee
7
Lieberman, Offer
7
Ploberger, Werner
7
Teräsvirta, Timo
7
Yu, Jun
7
Maasoumi, Esfandiar
6
Magdalinos, Tassos
6
Spanos, Aris
6
Gao, Jiti
5
Kilian, Lutz
5
Wang, Qiying
5
White, Halbert
5
Andreou, Elena
4
Bierens, Herman J.
4
Cavaliere, Giuseppe
4
Engle, Robert F.
4
Franses, Philip Hans
4
Hong, Yongmiao
4
Hsiao, Cheng
4
Jin, Sainan
4
McAleer, Michael
4
McElroy, Tucker
4
Robinson, Peter M.
4
Sun, Yixiao
4
Tauchen, George Eugene
4
Xiao, Zhijie
4
Abadir, Karim Maher
3
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Granger, C. W. J.
3
Harvey, David I.
3
Hendry, David F.
3
Johansen, Søren
3
Kapetanios, George
3
Leybourne, Stephen James
3
Li, Jia
3
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
673
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Applied economics
321
Discussion paper / Tinbergen Institute
321
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
199
Working paper / Department of Econometrics and Business Statistics, Monash University
193
Working paper
179
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
134
Computational economics
132
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Journal of empirical finance
107
Econometrics : open access journal
106
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
Finance research letters
96
The econometrics journal
93
EUI working paper / ECO
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
410
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
4
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
5
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
7
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
8
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
9
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
10
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->