//--> //--> //--> //-->
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:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied economics"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1923"
~subject:"1973-1996"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Statistical theory"
~subject:"Time series analysis"
~subject:"United States"
~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
1973-1996
Cointegration
Heteroskedastizität
Statistical theory
Time series analysis
United States
World
Zeitreihenanalyse
15
Theorie
10
Theory
10
Estimation theory
5
Schätztheorie
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
ARCH model
2
ARCH-Modell
2
Großbritannien
2
Multivariate Verteilung
2
Multivariate distribution
2
United Kingdom
2
1921-1925
1
Anleihe
1
Bond
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Commodity futures
1
Copula
1
Core
1
Correlation
1
Currency derivative
1
Deutschland
1
Deutschland (bis 1945)
1
Diversification benefit
1
Dynamic correlation
1
Econometrics
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
Estimation
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
20
Taylor, Robert
11
Gil-Alaña, Luis A.
8
Saikkonen, Pentti
8
Hong, Yongmiao
7
Perron, Pierre
7
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Gao, Jiti
6
Johansen, Søren
6
Leybourne, Stephen James
6
Robinson, Peter M.
6
Vogelsang, Timothy J.
6
Harris, David
5
Jong, Robert M. de
5
Lütkepohl, Helmut
5
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Gupta, Rangan
4
Hidalgo, Javier
4
Lobato, Ignacio N.
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Politis, Dimitris N.
4
Sun, Yixiao
4
Wang, Qiying
4
Xiao, Zhijie
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Caporale, Guglielmo Maria
3
Chen, Bin
3
Choi, In
3
Cuñado Eizaguirre, Juncal
3
Francq, Christian
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Lieberman, Offer
3
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International economic review
Journal of applied economics
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
17
Economics letters
6
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
Handbook of financial time series
1
Journal of applied econometrics
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)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
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
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:
6
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:
7
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:
8
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
- In:
Journal of applied economics
7
(
2004
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10002891902
Saved in:
9
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
10
A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng
;
Li, Qi
- In:
Econometric theory
17
(
2001
)
1
,
pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->