//--> //--> //--> //-->
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:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied economics"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Breitung, Jörg"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~source:"econis"
~subject:"Faktorenanalyse"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Faktorenanalyse
Schätztheorie
Time series analysis
United States
World
Zeitreihenanalyse
48
Theorie
31
Theory
31
Estimation theory
18
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Estimation
10
Schätzung
10
Deutschland
6
Germany
6
Saisonale Schwankungen
5
Seasonal variations
5
Börsenkurs
4
Causality analysis
4
Core
4
Forecasting model
4
Großbritannien
4
Kaufkraftparität
4
Kausalanalyse
4
Prognoseverfahren
4
Purchasing power parity
4
Share price
4
United Kingdom
4
Cointegration
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Einheitswurzeltest
3
Kointegration
3
Regression analysis
3
Regressionsanalyse
3
Statistical theory
3
Statistische Methodenlehre
3
Unit root test
3
Volatility
3
Volatilität
3
Welt
3
Aggregation
2
more ...
less ...
Online availability
All
Free
20
Undetermined
4
Type of publication
All
Book / Working Paper
31
Article
17
Type of publication (narrower categories)
All
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
21
Working Paper
21
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
48
Author
All
Breitung, Jörg
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
100
Gil-Alaña, Luis A.
30
Harvey, Andrew C.
26
Robinson, Peter M.
26
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Pesaran, M. Hashem
12
Chen, Xiaohong
11
Taylor, Robert
11
Gao, Jiti
10
Giraitis, Liudas
10
Hidalgo, Javier
10
Xiao, Zhijie
10
Lanne, Markku
9
Lieberman, Offer
9
Tschernig, Rolf
9
Hong, Yongmiao
8
Wang, Qiying
8
Caporale, Guglielmo Maria
7
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Busetti, Fabio
6
Candelon, Bertrand
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
Vogelsang, Timothy J.
6
Yang, Lijian
6
Chen, Song Xi
5
Choi, In
5
Hafner, Christian M.
5
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Instituto Valenciano de Investigaciones Económicas
2
Published in...
All
Applied financial economics
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion papers of interdisciplinary research project 373
Econometric theory
International economic review
Journal of applied economics
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
22
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Economics letters
7
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied economics
5
Janeway Institute working paper series
4
Working papers / Lancaster University Management School
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Bundesbank Series 1 Discussion Paper
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper series / LSE Financial Markets Group
2
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
2
Econometric reviews
2
Economica
2
International journal of forecasting
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Vierteljahrshefte zur Wirtschaftsforschung
2
Applied economics letters
1
Bundesbank Discussion Paper
1
CAMA Working Paper
1
CEA_372Cass working paper series
1
CEIS Working Paper
1
CORE discussion papers : DP
1
Darmstadt discussion papers in economics : Arbeitspapiere der Volkswirtschaftlichen Fachgebiete der TU Darmstadt
1
Darmstadt discussion papers in economics : applied research in economics
1
Deutsche Bundesbank Discussion Paper Series 1: Economic Studies
1
Discussion paper
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Centre for Economic Policy Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
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:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
7
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->