//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1923"
~subject:"ARCH model"
~subject:"Cointegration"
~subject:"Core"
~subject:"Germany (until 1945)"
~subject:"Heteroskedastizität"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"World"
~type:"article"
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
| 22 applied filters
Year of publication
From:
To:
Subject
All
1921-1923
ARCH model
Cointegration
Core
Germany (until 1945)
Heteroskedastizität
Schätztheorie
Time series analysis
World
Zeitreihenanalyse
19
Theorie
13
Theory
13
Estimation theory
7
Kaufkraftparität
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Purchasing power parity
3
Großbritannien
2
United Kingdom
2
1921-1925
1
1973-1996
1
ARCH-Modell
1
Anleihe
1
Behavioral economics
1
Bond
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Causality analysis
1
Chaos theory
1
Chaostheorie
1
Consumption
1
Deutschland
1
Deutschland (bis 1945)
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Econometrics
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
Estimation
1
Financial market
1
Finanzmarkt
1
France
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
21
Taylor, Robert
12
Leybourne, Stephen James
11
Franses, Philip Hans
10
Hassler, Uwe
10
Lütkepohl, Helmut
9
Chambers, Marcus J.
8
Hong, Yongmiao
8
Saikkonen, Pentti
8
Perron, Pierre
7
Vogelsang, Timothy J.
7
Cavaliere, Giuseppe
6
Choi, In
6
Gao, Jiti
6
Hecq, Alain W. J.
6
Johansen, Søren
6
Lee, Junsoo
6
Robinson, Peter M.
6
Schmidt, Peter
6
Gil-Alaña, Luis A.
5
Harris, David
5
Harvey, David I.
5
Jong, Robert M. de
5
McCabe, Brendan Peter Martin
5
Newbold, Paul
5
Nielsen, Morten Ørregaard
5
Park, Joon Y.
5
Sibbertsen, Philipp
5
Breitung, Jörg
4
Chan, Ngai Hang
4
Gonzalo, Jesús
4
Grégoir, Stéphane
4
Hafner, Christian M.
4
Han, Chirok
4
Hidalgo, Javier
4
Iacone, Fabrizio
4
Lobato, Ignacio N.
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 theory
Economics letters
International economic review
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
17
Applied economics
5
Econometric reviews
2
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
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of financial time series
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 Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
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:
3
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:
4
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:
5
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
6
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:
7
Habit and long memory in UK lottery sales
McHale, Ian
;
Peel, David
- In:
Economics letters
109
(
2010
)
1
,
pp. 7-10
Persistent link: https://www.econbiz.de/10008806713
Saved in:
8
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan
;
Peel, David
- In:
Economics letters
90
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
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...
//-->