//--> //--> //--> //-->
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:"CEA_372Cass working paper series"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical test"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unit root test"
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
| 19 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Kointegration
Nichtparametrisches Verfahren
Statistical test
Time series analysis
USA
Unit root test
Zeitreihenanalyse
156
Theorie
80
Theory
80
Estimation theory
58
Schätztheorie
58
Einheitswurzeltest
30
Nonparametric statistics
27
Regression analysis
23
Regressionsanalyse
23
Forecasting model
20
Prognoseverfahren
20
Estimation
18
Schätzung
18
Stochastic process
18
Stochastischer Prozess
18
Cointegration
17
Autocorrelation
12
Autokorrelation
12
Panel
11
Panel study
11
Statistischer Test
10
United States
9
Structural break
8
Strukturbruch
8
Nichtlineare Regression
7
Nonlinear regression
7
Volatility
7
Volatilität
7
Multivariate Analyse
6
Multivariate analysis
6
Statistical distribution
6
Statistische Verteilung
6
VAR model
6
VAR-Modell
6
more ...
less ...
Online availability
All
Free
79
Undetermined
20
Type of publication
All
Book / Working Paper
109
Article
47
Type of publication (narrower categories)
All
Graue Literatur
84
Non-commercial literature
84
Arbeitspapier
76
Working Paper
76
Article in journal
51
Aufsatz in Zeitschrift
51
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
more ...
less ...
Language
All
English
156
Author
All
Dalla, Violetta
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Harvey, Andrew C.
23
Chen, Xiaohong
19
Taylor, Robert
18
Xiao, Zhijie
16
Yu, Jun
15
Gao, Jiti
11
Koop, Gary
10
Leybourne, Stephen James
10
Li, Jia
10
Lieberman, Offer
10
Robinson, Peter M.
10
Hallin, Marc
9
Park, Joon Y.
9
Timmermann, Allan
9
Todorov, Viktor
9
Magdalinos, Tassos
8
Swanson, Norman R.
8
Andersen, Torben
7
Harvey, David I.
7
Koopman, Siem Jan
7
Liao, Zhipeng
7
Pick, Andreas
7
Sun, Yixiao
7
Tauchen, George Eugene
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Wang, Qiying
7
Bollerslev, Tim
6
Chen, Rong
6
Francq, Christian
6
Hong, Yongmiao
6
Horváth, Lajos
6
Li, Degui
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Perron, Pierre
6
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
1
Published in...
All
CEA_372Cass working paper series
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Journal of econometrics
Quantitative economics : QE ; journal of the Econometric Society
The American journal of economics and sociology
Cowles Foundation Discussion Paper
31
Econometric theory
24
CESifo working papers
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
DAE working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Econometric reviews
8
CESifo Working Paper Series
6
Journal of applied econometrics
5
Working paper
5
Discussion paper series / IZA
4
Economics letters
4
Janeway Institute working paper series
4
The econometrics journal
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
CESifo Working Paper
3
Cowles Foundation paper
3
DNB working paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometrics papers
3
Journal of empirical finance
3
The review of economic studies
3
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of California San Diego
2
Discussion papers in economics
2
IEPR Working Paper
2
IZA Discussion Paper
2
De Nederlandsche Bank Working Paper
1
Discussion paper / Department of Economics, University of California San Diego
1
more ...
less ...
Source
All
ECONIS (ZBW)
156
Showing
1
-
10
of
156
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
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
4
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:
5
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:
6
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:
7
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
8
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
9
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
10
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->