//--> //--> //-->
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:"restricted"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric reviews"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~language:"eng"
~person:"Dalla, Violetta"
~person:"Davidson, James E. H."
~person:"Koopman, Siem Jan"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Russell, Jeffrey R."
~person:"Satchell, Stephen"
~subject:"Autocorrelation"
~subject:"Bayes-Statistik"
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~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
| 29 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Bayes-Statistik
Capital income
Heteroskedastizität
Kointegration
Prognoseverfahren
Stochastic process
Time series analysis
USA
Estimation theory
3
Schätztheorie
3
Zeitreihenanalyse
3
Autokorrelation
1
Common roots
1
Einheitswurzeltest
1
Forecasting
1
Forecasting model
1
Fractional integration
1
Importance sampling
1
Kalman filter
1
Latent factors
1
Local to unity
1
Macroeconomic time series
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mildly explosive
1
Mixed roots
1
Model selection
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtlineare Regression
1
Nonlinear regression
1
Persistence
1
Score driven time-varying parameter models
1
Smooth transition
1
State space model
1
Stochastic volatility
1
Stochastischer Prozess
1
Tests of common roots
1
Treshold autoregressive models
1
Unit root test
1
Volatility
1
Volatilität
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
Free
85
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Dalla, Violetta
Davidson, James E. H.
Koopman, Siem Jan
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Russell, Jeffrey R.
Satchell, Stephen
Teräsvirta, Timo
4
Gao, Jiti
3
Taylor, Robert
3
Audrino, Francesco
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Harvey, David I.
2
Hsiao, Cheng
2
Jawadi, Fredj
2
Leybourne, Stephen James
2
Liang, Zhongwen
2
Lucas, André
2
McElroy, Tucker
2
Medeiros, Marcelo C.
2
Miller, J. Isaac
2
Proietti, Tommaso
2
Shaojun, Guo
2
Allen, David E.
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Antoch, Jaromír
1
Arsova, Antonia
1
Asai, Manabu
1
Astill, Sam
1
Baillie, Richard
1
Baltagi, Badi H.
1
Barrio Castro, Tomás del
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
Bessec, Marie
1
Bianconcini, Silvia
1
Bierens, Herman J.
1
Blakely, Chris
1
Brechmann, E. C.
1
Bu, Ruijun
1
Caballero-Pintado, M. Victoria
1
more ...
less ...
Published in...
All
CESifo Working Paper
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Department of Economics, University of California San Diego
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion papers in economics
Econometric reviews
International economic review
The American journal of economics and sociology
Journal of econometrics
27
International journal of forecasting
6
Econometric theory
4
Discussion paper / Centre for Economic Policy Research
2
Economics letters
2
Journal of empirical finance
2
Journal of financial econometrics
2
Applied economics
1
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Energy economics
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of economic forecasting ; 1
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
1
The Oxford handbook of economic forecasting
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
2
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
3
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->