//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~subject:"Stochastischer Prozess"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Time series analysis
981
Zeitreihenanalyse
981
Theorie
596
Theory
596
Estimation theory
382
Schätztheorie
382
Estimation
126
Schätzung
126
Einheitswurzeltest
103
Unit root test
103
Volatility
80
Volatilität
80
Statistical test
78
Statistischer Test
78
Cointegration
71
Forecasting model
71
Prognoseverfahren
71
Kointegration
70
Stochastic process
69
Nichtparametrisches Verfahren
56
Nonparametric statistics
56
Autocorrelation
55
Autokorrelation
55
USA
53
United States
53
ARCH model
51
ARCH-Modell
51
Structural break
47
Strukturbruch
47
VAR model
47
VAR-Modell
47
Nichtlineare Regression
39
Nonlinear regression
39
State space model
38
Zustandsraummodell
38
Regression analysis
36
Regressionsanalyse
36
Bootstrap approach
35
Bootstrap-Verfahren
35
more ...
less ...
Online availability
All
Undetermined
37
Free
1
Type of publication
All
Article
68
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Collection of articles of several authors
1
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
69
Author
All
Phillips, Peter C. B.
6
Yu, Jun
3
Arteche, Josu
2
Bordignon, Silvano
2
Dagum, Estela Bee
2
Gao, Jiti
2
Han, Chirok
2
Lieberman, Offer
2
McAleer, Michael
2
Park, Joon Y.
2
Robinson, Peter M.
2
Aknouche, Abdelhakim
1
Asai, Manabu
1
Ashley, Richard A.
1
Bandi, Federico M.
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Bu, Ruijun
1
Busetti, Fabio
1
Cai, Zongwu
1
Cavaliere, Giuseppe
1
Cavicchioli, Maddalena
1
Chan, Joshua
1
Chang, Chia-Lin
1
Damjanovic, Tatiana
1
Dimitrakopoulos, Stefanos
1
Dong, Chaohua
1
Ercolani, Joanne S.
1
Fernandes, Marcelo
1
Francq, Christian
1
Georgiev, Iliyan
1
Girdėnas, Šarūnas
1
Gu, Wentao
1
Hammes, David L.
1
Han, Heejoon
1
Harvey, Andrew C.
1
Hassler, Uwe
1
Haug, Stephan
1
more ...
less ...
Published in...
All
Econometric reviews
Econometric theory
Economics letters
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
International journal of forecasting
15
CAMA working paper series
14
Computational economics
14
Working paper
14
Cowles Foundation discussion paper
12
Quantitative finance
12
The econometrics journal
12
CREATES research paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
Energy economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
69
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
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
5
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
Saved in:
6
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
7
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
8
Stationarity and ergodicity of vector STAR models
Kheifets, Igor L.
;
Saikkonen, Pentti J.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 407-414
Persistent link: https://www.econbiz.de/10012181431
Saved in:
9
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
10
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->