//--> //--> //--> //-->
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
~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~subject:"Heteroskedastizität"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Statistische Verteilung
Time series analysis
USA
Zeitreihenanalyse
132
Theorie
68
Theory
68
Estimation theory
36
Schätztheorie
36
Estimation
21
Schätzung
21
Forecasting model
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Prognoseverfahren
18
Cointegration
17
Kointegration
17
Regression analysis
17
Regressionsanalyse
17
Einheitswurzeltest
15
Statistical test
15
Statistischer Test
15
Unit root test
15
Volatility
14
Volatilität
14
Stochastic process
13
Stochastischer Prozess
13
Autocorrelation
12
Autokorrelation
12
Statistical distribution
11
Capital income
10
Kapitaleinkommen
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
8
Share price
8
Factor analysis
7
Faktorenanalyse
7
Robust statistics
7
Robustes Verfahren
7
Correlation
6
Heteroscedasticity
6
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
132
Type of publication (narrower categories)
All
Graue Literatur
120
Non-commercial literature
120
Arbeitspapier
105
Working Paper
105
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
132
Author
All
Phillips, Peter C. B.
53
Harvey, Andrew C.
19
Pesaran, M. Hashem
12
Linton, Oliver
11
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
Gao, Jiti
4
Onatski, Alexei
4
Pick, Andreas
4
Timmermann, Allan
4
Wang, Qiying
4
Xiao, Zhijie
4
Busetti, Fabio
3
Li, Degui
3
Liao, Zhipeng
3
Sun, Yixiao
3
Thiele, Stephen
3
Wang, Chen
3
Bailey, Natalia
2
Chen, Jia
2
Corrado, Luisa
2
Dalla, Violetta
2
Ding, Yashuang
2
Giraitis, Liudas
2
Han, Chirok
2
Higson, C.
2
Jin, Sainan
2
Kheifets, Igor
2
Palumbo, Dario
2
Rossi, Giuliano De
2
Sabzikar, Farzad
2
Satchell, Stephen
2
Shi, Zhentao
2
Su, Liangjun
2
Sul, Donggyu
2
Weeks, Melvyn
2
Yi, Yanping
2
Ahmed, Muhammad Farid
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
10
University of Cambridge / Faculty of Economics
1
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
The American journal of economics and sociology
Discussion paper / Tinbergen Institute
257
Working paper / Department of Econometrics and Business Statistics, Monash University
167
NBER Working Paper
165
CREATES research paper
164
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
153
NBER working paper series
146
CESifo working papers
114
Working paper
109
Econometrics : open access journal
100
International Journal of Energy Economics and Policy : IJEEP
82
SFB 649 discussion paper
75
CAMA working paper series
73
Journal of risk and financial management : JRFM
73
Econometric Institute research papers
71
Discussion papers of interdisciplinary research project 373
64
International journal of economics and financial issues : IJEFI
55
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
54
Working papers
54
Economics and finance working paper series
53
Working paper series / European Central Bank
52
Working paper / National Bureau of Economic Research, Inc.
51
CESifo Working Paper Series
46
Discussion papers / Department of Economics, University of Copenhagen
46
Cowles Foundation Discussion Paper
43
Discussion paper
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
41
IMF working papers
41
Risks : open access journal
41
Working paper series
40
LSE STICERD Research Paper
39
IHS economics series : working paper
38
CEIS Working Paper
37
ECARES working paper
37
Economics discussion papers
36
NBER technical working paper series
36
Cogent economics & finance
33
CBN journal of applied statistics
31
Economics working paper
31
more ...
less ...
Source
All
ECONIS (ZBW)
132
Showing
1
-
10
of
132
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
3
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
4
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
5
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
6
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
7
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
8
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
9
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
10
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
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...
//-->