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subject:"Einheitswurzeltest"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~subject:"Kointegration"
~subject:"Panel"
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Search: subject_exact:"Time series analysis"
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Einheitswurzeltest
Bayesian inference
Kointegration
Panel
Zeitreihenanalyse
674
Time series analysis
673
Theorie
326
Theory
326
Estimation theory
309
Schätztheorie
309
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nichtparametrisches Verfahren
80
Nonparametric statistics
80
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Cointegration
57
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
Panel study
40
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Bayes-Statistik
36
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Undetermined
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Article
161
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2
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162
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162
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2
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2
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1
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English
163
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Phillips, Peter C. B.
15
Taylor, Robert
9
Koop, Gary
5
Leybourne, Stephen James
5
Harvey, David I.
4
Westerlund, Joakim
4
Xiao, Zhijie
4
Chambers, Marcus J.
3
Chan, Joshua
3
Chang, Yoosoon
3
Gao, Jiti
3
Johansen, Søren
3
Korobilis, Dimitris
3
Lieberman, Offer
3
Linton, Oliver
3
Park, Joon Y.
3
Perron, Benoit
3
Robinson, Peter M.
3
Velasco, Carlos
3
Wang, Qiying
3
Zhang, Xinyu
3
Amsler, Christine Elaine
2
Bai, Jushan
2
Baltagi, Badi H.
2
Bauwens, Luc
2
Carriero, Andrea
2
Casarin, Roberto
2
Cavaliere, Giuseppe
2
Dijk, Herman K. van
2
Dong, Chaohua
2
Dufays, Arnaud
2
Harris, David
2
Hecq, Alain W. J.
2
Hualde, Javier
2
Jong, Robert M. de
2
Kao, Chihwa
2
Kim, Chang Sik
2
Kim, Dukpa
2
Kohn, Robert
2
Kongsted, Hans Christian
2
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Journal of econometrics
Applied economics letters
77
International journal of forecasting
77
Economics letters
76
Economic modelling
73
Applied economics
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
Econometric reviews
63
Econometric theory
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Energy economics
42
CESifo working papers
39
Working paper / Department of Econometrics and Business Statistics, Monash University
38
Cowles Foundation discussion paper
35
Journal of forecasting
35
Working paper
34
The empirical economics letters : a monthly international journal of economics
33
Econometrics : open access journal
30
International Journal of Energy Economics and Policy : IJEEP
30
The econometrics journal
27
CREATES research paper
26
CAMA working paper series
24
Journal of applied econometrics
23
Oxford bulletin of economics and statistics
23
International journal of economics and financial issues : IJEFI
22
Discussion papers / Department of Economics, University of Copenhagen
21
Econometric Institute research papers
20
Journal of time series econometrics
20
Computational economics
19
Discussion papers of interdisciplinary research project 373
19
Economics and finance working paper series
19
International review of economics & finance : IREF
19
Discussion papers / CEPR
17
Journal of economic dynamics & control
16
Journal of economic surveys
15
NBER Working Paper
15
NBER working paper series
15
SpringerLink / Bücher
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ECONIS (ZBW)
163
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
5
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
6
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
9
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
10
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo
;
Giannone, Domenico
;
Lenza, Michele
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 500-519
Persistent link: https://www.econbiz.de/10013464909
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