//--> //--> //--> //-->
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:"Handbook of financial time series"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The econometrics journal"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Phillips, Peter C. B."
~subject:"Autokorrelation"
~subject:"Cointegration"
~subject:"Core"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Welt"
~subject:"World"
~type_genre:"Arbeitspapier"
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
| 23 applied filters
Year of publication
From:
To:
Subject
All
Autokorrelation
Cointegration
Core
Heteroskedastizität
Time series analysis
United States
Welt
World
Zeitreihenanalyse
67
Theorie
42
Theory
42
Estimation theory
18
Schätztheorie
18
Einheitswurzeltest
15
Unit root test
15
Regression analysis
12
Regressionsanalyse
12
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
8
Kointegration
8
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical test
6
Statistischer Test
6
Statistical distribution
5
Statistische Verteilung
5
Kaufkraftparität
4
Modellierung
4
Nichtlineare Regression
4
Nonlinear regression
4
Purchasing power parity
4
Scientific modelling
4
Boosting
3
Business cycle
3
Estimation
3
Heteroscedasticity
3
Induktive Statistik
3
Konjunktur
3
Robust statistics
3
Robustes Verfahren
3
Schätzung
3
Statistical inference
3
USA
3
more ...
less ...
Online availability
All
Free
56
Type of publication
All
Book / Working Paper
67
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
72
Non-commercial literature
72
Working Paper
67
Article in journal
33
Aufsatz in Zeitschrift
33
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
67
Author
All
Linton, Oliver
Peel, David
Phillips, Peter C. B.
Gil-Alaña, Luis A.
24
Härdle, Wolfgang
19
Lütkepohl, Helmut
15
Saikkonen, Pentti
13
Breitung, Jörg
11
Chen, Xiaohong
9
Lanne, Markku
8
Tschernig, Rolf
8
Candelon, Bertrand
6
Kleinow, Torsten
6
Lieberman, Offer
6
Yu, Jun
6
Kreiß, Jens-Peter
5
Magdalinos, Tassos
5
Neumann, Michael H.
5
Spokojnyj, Vladimir G.
5
Teyssière, Gilles
5
Yang, Lijian
5
Caporale, Guglielmo Maria
4
Chen, Song Xi
4
Herwartz, Helmut
4
Nakano, Junji
4
Payá, Ivan
4
Tjostheim, Dag
4
Wang, Qiying
4
Xiao, Zhijie
4
Yamamoto, Yoshikazu
4
Carnero, M. Angeles
3
Franke, Jürgen
3
Giraitis, Liudas
3
Liao, Zhipeng
3
Mammen, Enno
3
Paparoditis, Efstathios
3
Sun, Yixiao
3
Beine, Michel
2
Benkwitz, Alexander
2
Bunke, Olaf
2
more ...
less ...
Institution
All
Instituto Valenciano de Investigaciones Económicas
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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
Handbook of financial time series
International economic review
Janeway Institute working paper series
The econometrics journal
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Working papers / Lancaster University Management School
3
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of California San Diego
2
CEA_372Cass working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers in economics
1
Econometrics papers
1
Economics working paper series
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
10
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->