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~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:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Caporale, Guglielmo Maria"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Taylor, Robert"
~subject:"1973-1996"
~subject:"France"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
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Search: subject_exact:"Time series analysis"
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1973-1996
France
Heteroskedastizität
Time series analysis
United States
Zeitreihenanalyse
35
Theorie
18
Theory
18
Einheitswurzeltest
10
Unit root test
10
Estimation
9
Schätzung
9
Estimation theory
7
Schätztheorie
7
Cointegration
6
Kaufkraftparität
6
Kointegration
6
Purchasing power parity
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
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4
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Volatilität
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3
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Structural break
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Core
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Efficient market hypothesis
2
Effizienzmarkthypothese
2
Frankreich
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21
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11
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11
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English
35
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Caporale, Guglielmo Maria
Linton, Oliver
Peel, David
Taylor, Robert
Phillips, Peter C. B.
100
Gil-Alaña, Luis A.
28
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
Chen, Xiaohong
11
Lanne, Markku
9
Lieberman, Offer
9
Tschernig, Rolf
9
Gao, Jiti
8
Hong, Yongmiao
8
Wang, Qiying
8
Xiao, Zhijie
8
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Candelon, Bertrand
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Robinson, Peter M.
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
Vogelsang, Timothy J.
6
Yang, Lijian
6
Chen, Song Xi
5
Choi, In
5
Giraitis, Liudas
5
Harris, David
5
Jong, Robert M. de
5
Kreiß, Jens-Peter
5
Li, Qi
5
Neumann, Michael H.
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Instituto Valenciano de Investigaciones Económicas
2
Published in...
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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
International economic review
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
CESifo working papers
56
Economics and finance working paper series
49
Journal of econometrics
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Discussion paper / Centre for Economic Forecasting
20
DIW Berlin Discussion Paper
15
CESifo Working Paper Series
14
CESifo Working Paper
10
Cambridge working papers in economics
9
Applied economics letters
8
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Applied economics
7
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
7
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Oxford bulletin of economics and statistics
6
CREATES research paper
5
Janeway Institute working paper series
4
Journal of international money and finance
4
Queen's Economics Department working paper
4
The econometrics journal
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers / Department of Economics, University of Copenhagen
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of empirical finance
3
Research in international business and finance
3
Working papers / Lancaster University Management School
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
5
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
6
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
Saved in:
7
The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
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
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
10
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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