//--> //--> //--> //-->
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 theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International economic review"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Research in international business and finance"
~isPartOf:"Working papers / Lancaster University Management School"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Candelon, Bertrand"
~person:"Gil-Alaña, Luis A."
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Metal market"
~subject:"Nichtparametrisches Verfahren"
~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
| 24 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Metal market
Nichtparametrisches Verfahren
Time series analysis
United States
World
Zeitreihenanalyse
178
Theorie
105
Theory
105
Estimation theory
46
Schätztheorie
46
Einheitswurzeltest
37
Unit root test
37
Cointegration
30
Kointegration
30
Estimation
29
Schätzung
29
Stochastic process
26
Stochastischer Prozess
26
Regression analysis
23
Regressionsanalyse
23
Großbritannien
15
United Kingdom
15
Statistical test
14
Statistischer Test
14
USA
14
Nonparametric statistics
13
Autocorrelation
10
Autokorrelation
10
Business cycle
10
Konjunktur
10
Long memory
9
Kaufkraftparität
8
Purchasing power parity
8
Deutschland
7
Germany
7
Börsenkurs
6
France
6
Frankreich
6
Mean reversion
6
Nichtlineare Regression
6
Nonlinear regression
6
Persistence
6
more ...
less ...
Online availability
All
Free
83
Undetermined
7
Type of publication
All
Book / Working Paper
121
Article
57
Type of publication (narrower categories)
All
Arbeitspapier
98
Graue Literatur
98
Non-commercial literature
98
Working Paper
98
Article in journal
58
Aufsatz in Zeitschrift
58
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
178
Author
All
Candelon, Bertrand
Gil-Alaña, Luis A.
Linton, Oliver
Peel, David
Phillips, Peter C. B.
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
Caporale, Guglielmo Maria
12
Chen, Xiaohong
12
Taylor, Robert
12
Hong, Yongmiao
11
Lanne, Markku
9
Lieberman, Offer
9
Robinson, Peter M.
9
Tschernig, Rolf
9
Gao, Jiti
8
Sun, Yixiao
8
Vogelsang, Timothy J.
8
Wang, Qiying
8
Xiao, Zhijie
8
Cavaliere, Giuseppe
7
Johansen, Søren
7
Magdalinos, Tassos
7
Ploberger, Werner
7
Yu, Jun
7
Andrews, Donald W. K.
6
Chambers, Marcus J.
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Onatski, Alexei
6
Park, Joon Y.
6
Payá, Ivan
6
Perron, Pierre
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
White, Halbert
6
Yang, Lijian
6
Abadir, Karim Maher
5
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Instituto Valenciano de Investigaciones Económicas
2
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 theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International economic review
Journal of economics and finance : JEF
Research in international business and finance
Working papers / Lancaster University Management School
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
CESifo working papers
49
Economics and finance working paper series
42
Journal of econometrics
40
Cowles Foundation Discussion Paper
31
Applied economics
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Applied economics letters
13
Cambridge working papers in economics
9
Economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Econometric reviews
7
Research memorandum / METEOR
6
Tourism economics : the business and finance of tourism and recreation
6
EUI working paper / ECO
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Energy economics
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Janeway Institute working paper series
4
Journal of forecasting
4
Journal of international money and finance
4
Oxford bulletin of economics and statistics
4
The econometrics journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Cowles Foundation paper
3
Discussion paper / Centre for Economic Forecasting
3
more ...
less ...
Source
All
ECONIS (ZBW)
178
Showing
1
-
10
of
178
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
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...
//-->