//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"DAE working paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~subject:"Heteroskedastizität"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~subject:"United States"
~type_genre:"Non-commercial literature"
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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Nonparametric statistics
Time series analysis
United States
Zeitreihenanalyse
392
Theorie
235
Theory
235
Estimation theory
121
Schätztheorie
121
Estimation
73
Schätzung
73
Cointegration
47
Kointegration
47
Volatility
45
Volatilität
45
Einheitswurzeltest
42
Unit root test
42
Stochastic process
41
Stochastischer Prozess
41
Nichtparametrisches Verfahren
40
Forecasting model
36
Prognoseverfahren
36
Statistical test
34
Statistischer Test
34
USA
33
ARCH model
32
ARCH-Modell
32
Regression analysis
31
Regressionsanalyse
31
Nichtlineare Regression
28
Nonlinear regression
28
Großbritannien
22
United Kingdom
22
Autocorrelation
21
Autokorrelation
21
Bootstrap approach
17
Bootstrap-Verfahren
17
Deutschland
17
Germany
17
VAR model
17
VAR-Modell
17
more ...
less ...
Online availability
All
Free
310
Type of publication
All
Book / Working Paper
392
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
427
Aufsatz in Zeitschrift
427
Arbeitspapier
398
Working Paper
398
Graue Literatur
392
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference paper
3
Conference proceedings
3
Konferenzbeitrag
3
Case study
1
Fallstudie
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
391
German
1
Author
All
Phillips, Peter C. B.
61
Gil-Alaña, Luis A.
24
Teräsvirta, Timo
20
Härdle, Wolfgang
19
Johansen, Søren
15
Lütkepohl, Helmut
15
Nielsen, Morten Ørregaard
15
Saikkonen, Pentti
14
Kruse, Robinson
12
Breitung, Jörg
11
Lanne, Markku
10
Proietti, Tommaso
10
Chen, Xiaohong
9
Grassi, Stefano
8
Podolskij, Mark
8
Tschernig, Rolf
8
Santucci de Magistris, Paolo
7
Candelon, Bertrand
6
Haldrup, Niels
6
Kleinow, Torsten
6
Lieberman, Offer
6
Yu, Jun
6
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Kreiß, Jens-Peter
5
Linton, Oliver
5
Magdalinos, Tassos
5
Neumann, Michael H.
5
Pesaran, M. Hashem
5
Spokojnyj, Vladimir G.
5
Taylor, Robert
5
Teyssière, Gilles
5
Tjostheim, Dag
5
Yang, Lijian
5
Caporale, Guglielmo Maria
4
Chen, Song Xi
4
Christensen, Kim
4
Herwartz, Helmut
4
Hillebrand, Eric
4
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Instituto Valenciano de Investigaciones Económicas
2
Published in...
All
Applied financial economics
CREATES research paper
Cambridge-INET working papers
Cowles Foundation discussion paper
DAE working paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Econometric theory
International economic review
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Discussion paper / Tinbergen Institute
292
Working paper / Department of Econometrics and Business Statistics, Monash University
187
Working paper
158
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
CESifo working papers
130
Discussion paper / Centre for Economic Policy Research
103
Working paper / National Bureau of Economic Research, Inc.
103
CAMA working paper series
75
SFB 649 discussion paper
70
Discussion paper
60
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
58
Working paper series / European Central Bank
58
Working papers
58
Working paper series
57
EUI working paper / ECO
54
Econometric Institute research papers
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
Cambridge working papers in economics
50
Discussion paper / Center for Economic Research, Tilburg University
49
Economics and finance working paper series
48
Umeå economic studies
48
Discussion papers / Department of Economics, University of Copenhagen
46
Economics discussion papers
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
42
IHS economics series : working paper
39
Documentos de trabajo / Banco de España, Servicio de Estudios
37
Finance and economics discussion series
35
Department of Economics discussion paper series / University of Oxford
33
Bank of Finland research discussion papers
30
Economics working paper
30
SSE EFI working paper series in economics and finance
30
CORE discussion paper : DP
29
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
29
Discussion papers in economics
29
Report / Econometric Institute, Erasmus University Rotterdam
29
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
27
more ...
less ...
Source
All
ECONIS (ZBW)
392
Showing
1
-
10
of
392
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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...
//-->