//--> //--> //--> //-->
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:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Taylor, Robert"
~subject:"1921-1923"
~subject:"ARCH model"
~subject:"Cointegration"
~subject:"Core"
~subject:"Heteroskedastizität"
~subject:"Schätztheorie"
~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
| 21 applied filters
Year of publication
From:
To:
Subject
All
1921-1923
ARCH model
Cointegration
Core
Heteroskedastizität
Schätztheorie
Time series analysis
United States
World
Zeitreihenanalyse
19
Einheitswurzeltest
8
Theorie
8
Theory
8
Unit root test
8
Estimation theory
5
Structural break
3
Strukturbruch
3
Volatility
3
Volatilität
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
Großbritannien
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
United Kingdom
2
1921-1925
1
1973-1996
1
ARCH-Modell
1
Anleihe
1
Bond
1
Business cycle
1
Börsenkurs
1
Correlation
1
Deutschland
1
Deutschland (bis 1945)
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
France
1
Frankreich
1
Geldnachfragetheorie
1
Germany
1
Germany (until 1945)
1
Heteroscedasticity
1
more ...
less ...
Online availability
All
Undetermined
3
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
Linton, Oliver
Peel, David
Taylor, Robert
Phillips, Peter C. B.
20
Saikkonen, Pentti
8
Hong, Yongmiao
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
Li, Qi
5
Lütkepohl, Helmut
5
Perron, Pierre
5
Chan, Ngai Hang
4
Gil-Alaña, Luis A.
4
Grégoir, Stéphane
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
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Lieberman, Offer
3
McCabe, Brendan Peter Martin
3
McElroy, Tucker
3
Meitz, Mika
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
International economic review
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
31
Econometric reviews
7
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics
5
Oxford bulletin of economics and statistics
4
The econometrics journal
4
Journal of empirical finance
3
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 internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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
Journal of time series econometrics
1
Macroeconomic dynamics
1
The European journal of finance
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
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
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:
2
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:
3
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:
4
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:
5
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:
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
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
Saved in:
8
Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
9
Heteroskedastic time series with a unit root
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
Saved in:
10
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->