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source:"econis"
~isPartOf:"Econometric theory"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Time series analysis
389
Zeitreihenanalyse
389
Theorie
214
Theory
214
Estimation theory
166
Schätztheorie
166
Estimation
49
Schätzung
49
Volatility
43
Volatilität
43
Einheitswurzeltest
36
Unit root test
36
Cointegration
33
Kointegration
33
ARCH model
31
ARCH-Modell
31
Forecasting model
31
Prognoseverfahren
31
Nichtparametrisches Verfahren
30
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30
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29
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29
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26
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19
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VAR-Modell
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388
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388
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Collection of articles of several authors
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English
389
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Phillips, Peter C. B.
19
Taylor, Robert
11
Saikkonen, Pentti
8
Gao, Jiti
7
Cavaliere, Giuseppe
6
Hong, Yongmiao
6
Johansen, Søren
6
Leybourne, Stephen James
6
Robinson, Peter M.
6
Chambers, Marcus J.
5
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Lütkepohl, Helmut
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Wang, Qiying
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Gupta, Rangan
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Li, Qi
3
Lieberman, Offer
3
Lobato, Ignacio N.
3
McCabe, Brendan Peter Martin
3
McElroy, Tucker
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Nonejad, Nima
3
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Econometric theory
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
662
International journal of forecasting
570
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Applied economics
321
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
220
Econometric reviews
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
199
Journal of applied econometrics
147
Computational economics
131
Journal of economic dynamics & control
110
Journal of empirical finance
107
Econometrics : open access journal
106
Journal of macroeconomics
100
Oxford bulletin of economics and statistics
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
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
72
Journal of banking & finance
70
Journal of international money and finance
70
International review of financial analysis
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
66
Macroeconomic dynamics
62
International journal of economics and financial issues : IJEFI
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
55
Journal of money, credit and banking : JMCB
54
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ECONIS (ZBW)
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389
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
6
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
7
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
8
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
9
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
10
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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