//--> //--> //--> //-->
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
subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~person:"Teräsvirta, Timo"
~subject:"Finanzmarkt"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Finanzmarkt
Theorie
141
Theory
141
Zeitreihenanalyse
79
Einheitswurzeltest
28
Unit root test
28
Estimation theory
26
Schätztheorie
26
Nichtlineare Regression
22
Nonlinear regression
22
Autokorrelation
17
Autocorrelation
16
Forecasting model
16
Prognoseverfahren
16
ARCH model
14
ARCH-Modell
14
Estimation
13
Schätzung
13
Regression analysis
12
Regressionsanalyse
12
Structural break
12
Strukturbruch
12
Statistical test
9
Statistischer Test
9
Börsenkurs
8
Share price
8
Bubbles
7
Correlation
7
Korrelation
7
Spekulationsblase
7
Volatility
7
Volatilität
7
Neural networks
6
Neuronale Netze
6
Saisonale Schwankungen
6
Seasonal variations
6
Climate change
5
Cointegration
5
Explosive autoregression
5
Financial market
5
more ...
less ...
Online availability
All
Free
13
Undetermined
12
Type of publication
All
Article
45
Book / Working Paper
34
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
Graue Literatur
Aufsatz in Zeitschrift
42
Arbeitspapier
34
Working Paper
34
Non-commercial literature
33
Book section
4
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
2
Conference proceedings
1
Mehrbändiges Werk
1
Multi-volume publication
1
Reprint
1
Rezension
1
more ...
less ...
Language
All
English
78
Spanish
1
Author
All
Leybourne, Stephen James
Teräsvirta, Timo
Phillips, Peter C. B.
108
Franses, Philip Hans
107
Gil-Alaña, Luis A.
104
Koopman, Siem Jan
85
Caporale, Guglielmo Maria
74
Koop, Gary
60
Lütkepohl, Helmut
60
Härdle, Wolfgang
57
Lux, Thomas
55
McAleer, Michael
55
Sibbertsen, Philipp
53
Maravall Herrero, Agustín
52
Pesaran, M. Hashem
52
Hyndman, Rob J.
48
Kunst, Robert M.
47
Swanson, Norman R.
46
Lucas, André
45
Marcellino, Massimiliano
45
Harvey, Andrew C.
41
Dijk, Herman K. van
40
Hassler, Uwe
40
Feng, Yuanhua
36
Perron, Pierre
35
Saikkonen, Pentti
35
Taylor, Robert
35
Johansen, Søren
34
Granger, C. W. J.
33
Hallin, Marc
33
Robinson, Peter M.
33
Timmermann, Allan
33
Bauwens, Luc
32
Hecq, Alain W. J.
32
Ghysels, Eric
31
Proietti, Tommaso
31
Sornette, Didier
31
Haldrup, Niels
29
Beran, Jan
28
Breitung, Jörg
28
Hendry, David F.
28
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
10
Norges Bank / Utredningsavdelingen
2
Loughborough University / Department of Economics
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
SSE EFI working paper series in economics and finance
12
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper series in economics and finance
5
Econometric reviews
4
Applied economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Arbeidsnotat / Norges Bank
2
Arbeidsnotat / Norges Bank / Norges Bank
2
CREATES research paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Tinbergen Institute
2
Economics letters
2
Energy economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Business cycles, indicators, and forecasting
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers of interdisciplinary research project 373
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economics working paper
1
Handbook of econometrics ; Vol. 4
1
Información comercial española / Cuadernos económicos
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of the Royal Statistical Society
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Manchester School
1
The Oxford handbook of economic forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
79
Showing
1
-
10
of
79
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
2
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
3
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
4
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
5
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
6
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
7
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
8
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
9
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
10
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->