//--> //--> //--> //-->
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"
~type_genre:"Article in journal"
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
212
Zeitreihenanalyse
212
Theorie
125
Theory
125
Estimation theory
87
Schätztheorie
87
Estimation
41
Schätzung
41
Volatility
33
Volatilität
33
Einheitswurzeltest
29
Unit root test
29
Stochastic process
28
Stochastischer Prozess
28
Forecasting model
25
Prognoseverfahren
25
Cointegration
22
Nichtlineare Regression
22
Nonlinear regression
22
Statistical test
22
Statistischer Test
22
Kointegration
21
Autocorrelation
19
Autokorrelation
19
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Modellierung
17
Scientific modelling
17
ARCH model
15
ARCH-Modell
15
Bootstrap approach
15
Bootstrap-Verfahren
15
State space model
15
Zustandsraummodell
15
USA
13
United States
13
Panel
12
Panel study
12
Heteroscedasticity
11
Heteroskedastizität
11
more ...
less ...
Online availability
All
Undetermined
95
Free
6
Type of publication
All
Article
209
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
212
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
212
Author
All
Dagum, Estela Bee
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Teräsvirta, Timo
7
Maasoumi, Esfandiar
6
Spanos, Aris
6
Kilian, Lutz
5
Andreou, Elena
4
McAleer, Michael
4
McElroy, Tucker
4
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Franses, Philip Hans
3
Gao, Jiti
3
Harvey, David I.
3
Hendry, David F.
3
Hsiao, Cheng
3
Kapetanios, George
3
Leybourne, Stephen James
3
Lucas, André
3
Medeiros, Marcelo C.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Smeekes, Stephan
3
Ashley, Richard A.
2
Audrino, Francesco
2
Berkowitz, Jeremy
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Bordignon, Silvano
2
Chan, Joshua
2
Corsi, Fulvio
2
Davidson, Russell
2
Dong, Chaohua
2
Granger, C. W. J.
2
He, Changli
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Econometric reviews
Journal of econometrics
665
International journal of forecasting
572
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
320
Econometric theory
314
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
220
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
199
Journal of applied econometrics
147
Computational economics
132
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
106
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
Finance research letters
96
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of international money and finance
70
International review of financial analysis
69
Journal of banking & finance
69
The empirical economics letters : a monthly international journal of economics
69
Journal of the American Statistical Association : JASA
67
The review of economics and statistics
67
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
55
Journal of money, credit and banking : JMCB
53
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
212
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
6
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
7
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
Saved in:
8
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
9
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
10
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
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...
//-->