//--> //--> //--> //-->
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-INET working papers"
~isPartOf:"Cowles Foundation discussion 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 reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Kreiß, Jens-Peter"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"Cointegration"
~subject:"Core"
~subject:"Effizienzmarkthypothese"
~subject:"Heteroskedastizität"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
~type_genre:"Article in journal"
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
| 24 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Core
Effizienzmarkthypothese
Heteroskedastizität
Nonlinear regression
Schätzung
Time series analysis
United States
World
Zeitreihenanalyse
17
Theorie
11
Theory
11
Estimation theory
7
Schätztheorie
7
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
ARCH model
2
ARCH-Modell
2
Bias
2
Großbritannien
2
Systematischer Fehler
2
United Kingdom
2
Volatility
2
Volatilität
2
1921-1923
1
1921-1925
1
1973-1996
1
Anleihe
1
Bond
1
Börsenkurs
1
Deutschland
1
Deutschland (bis 1945)
1
Econometrics
1
Efficient market hypothesis
1
Einheitswurzeltest
1
Estimation
1
Exchange rate
1
Exchange rates
1
Financial market
1
Finanzmarkt
1
France
1
Frankreich
1
Geldnachfragetheorie
1
Germany
1
Germany (until 1945)
1
Heteroscedasticity
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
17
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
17
Author
All
Kreiß, Jens-Peter
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
27
Taylor, Robert
18
Cavaliere, Giuseppe
9
Gao, Jiti
9
Leybourne, Stephen James
9
Hong, Yongmiao
8
Johansen, Søren
8
Saikkonen, Pentti
8
Dagum, Estela Bee
7
McElroy, Tucker
7
Perron, Pierre
7
Robinson, Peter M.
7
Teräsvirta, Timo
7
Bierens, Herman J.
6
Chambers, Marcus J.
6
Lütkepohl, Helmut
6
Maasoumi, Esfandiar
6
Politis, Dimitris N.
6
Spanos, Aris
6
Vogelsang, Timothy J.
6
Harris, David
5
Harvey, David I.
5
Hidalgo, Javier
5
Jong, Robert M. de
5
Kilian, Lutz
5
Lobato, Ignacio N.
5
Park, Joon Y.
5
Wang, Qiying
5
Andreou, Elena
4
Cai, Zongwu
4
Chan, Ngai Hang
4
Franses, Philip Hans
4
Gil-Alaña, Luis A.
4
Grégoir, Stéphane
4
Horváth, Lajos
4
Hsiao, Cheng
4
Lieberman, Offer
4
Lucas, André
4
more ...
less ...
Published in...
All
Applied financial economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Econometric reviews
Econometric theory
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
International economic review
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
16
Economics letters
6
Applied economics
5
Cambridge working papers in economics
3
Economica
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
The European journal of finance
1
The econometrics journal
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
2
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:
3
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
4
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
5
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
6
Multivariate local polynomial kernel estimators : leading bias and asymptotic distribution
Gu, Jingping
;
Li, Qi
;
Yang, Jui-Chung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 979-1010
Persistent link: https://www.econbiz.de/10011483447
Saved in:
7
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
8
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
9
Nonparametric inference for unbalanced time series data
Linton, Oliver
- In:
Econometric theory
21
(
2005
)
1
,
pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
Saved in:
10
The live method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->