//--> //--> //--> //-->
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:"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 advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International economic review"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Research in international business and finance"
~isPartOf:"Working papers / Lancaster University Management School"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Gil-Alaña, Luis A."
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Metal market"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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
Heteroskedastizität
Metal market
Nichtparametrisches Verfahren
Time series analysis
United States
World
Zeitreihenanalyse
72
Theorie
40
Theory
40
Estimation
27
Schätzung
27
Cointegration
19
Kointegration
19
Einheitswurzeltest
17
Unit root test
17
Stochastic process
15
Stochastischer Prozess
15
Estimation theory
12
Schätztheorie
12
Großbritannien
11
United Kingdom
11
USA
10
Long memory
8
Statistical test
8
Statistischer Test
8
Fractional integration
7
Nonparametric statistics
7
Persistence
7
Mean reversion
6
Regression analysis
6
Regressionsanalyse
6
Business cycle
5
Börsenkurs
5
Deutschland
5
France
5
Frankreich
5
Germany
5
Konjunktur
5
Mean Reversion
5
Share price
5
Arbeitslosigkeit
4
Canada
4
Capital income
4
more ...
less ...
Online availability
All
Free
23
Undetermined
10
Type of publication
All
Article
44
Book / Working Paper
28
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Graue Literatur
27
Non-commercial literature
27
Arbeitspapier
26
Working Paper
26
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
72
Author
All
Gil-Alaña, Luis A.
Linton, Oliver
Phillips, Peter C. B.
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
Caporale, Guglielmo Maria
12
Taylor, Robert
11
Lanne, Markku
9
Peel, David
9
Tschernig, Rolf
9
Hong, Yongmiao
8
Perron, Pierre
7
Candelon, Bertrand
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Gao, Jiti
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Li, Qi
6
Payá, Ivan
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
Harris, David
5
Jong, Robert M. de
5
Kreiß, Jens-Peter
5
Neumann, Michael H.
5
Onatski, Alexei
5
Teyssière, Gilles
5
Cai, Zongwu
4
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Gupta, Rangan
4
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Published in...
All
Applied financial economics
Cambridge-INET working papers
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 advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International economic review
Journal of economics and finance : JEF
Research in international business and finance
Working papers / Lancaster University Management School
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Cowles Foundation discussion paper
83
CESifo working papers
49
Economics and finance working paper series
42
Journal of econometrics
39
Cowles Foundation Discussion Paper
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Applied economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Applied economics letters
12
Cambridge working papers in economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Econometric reviews
7
Tourism economics : the business and finance of tourism and recreation
6
EUI working paper / ECO
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Energy economics
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Janeway Institute working paper series
4
Journal of forecasting
4
The econometrics journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Cowles Foundation paper
3
Discussion paper / Centre for Economic Forecasting
3
Economics letters
3
Empirica : journal of european economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
6
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
7
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
8
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:
9
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
10
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->