//--> //--> //--> //-->
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:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Cambridge working papers in 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:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Busetti, Fabio"
~person:"Chambers, Marcus J."
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~subject:"Heteroskedastizität"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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
| 17 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Nonparametric statistics
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
49
Theorie
26
Theory
26
Estimation theory
18
Schätztheorie
18
Nichtparametrisches Verfahren
16
Estimation
13
Forecasting model
13
Schätzung
13
United States
6
Volatility
6
Volatilität
6
Börsenkurs
5
Capital income
5
Cointegration
5
Kapitaleinkommen
5
Kointegration
5
Regression analysis
5
Regressionsanalyse
5
Share price
5
Statistical test
4
Statistischer Test
4
Structural break
4
Strukturbruch
4
Aktienmarkt
3
Autocorrelation
3
Autokorrelation
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Factor analysis
3
Faktorenanalyse
3
Panel
3
Panel study
3
Stock market
3
VAR model
3
VAR-Modell
3
more ...
less ...
Online availability
All
Free
34
Undetermined
1
Type of publication
All
Book / Working Paper
36
Article
13
Type of publication (narrower categories)
All
Graue Literatur
32
Non-commercial literature
32
Arbeitspapier
25
Working Paper
25
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
49
Author
All
Busetti, Fabio
Chambers, Marcus J.
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
102
Harvey, Andrew C.
21
Chen, Xiaohong
16
Saikkonen, Pentti
15
Lütkepohl, Helmut
13
Härdle, Wolfgang
12
Gao, Jiti
11
Gil-Alaña, Luis A.
11
Taylor, Robert
11
Lieberman, Offer
9
Wang, Qiying
9
Xiao, Zhijie
9
Breitung, Jörg
8
Sun, Yixiao
8
Hong, Yongmiao
7
Magdalinos, Tassos
7
Robinson, Peter M.
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Johansen, Søren
6
Leybourne, Stephen James
6
Li, Degui
6
Vogelsang, Timothy J.
6
Harris, David
5
Jong, Robert M. de
5
Lanne, Markku
5
Li, Qi
5
Onatski, Alexei
5
Perron, Pierre
5
Spokojnyj, Vladimir G.
5
Tschernig, Rolf
5
Andrews, Donald W. K.
4
Chan, Ngai Hang
4
Chernozhukov, Victor
4
Choi, In
4
Giraitis, Liudas
4
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
4
Centre for Microdata Methods and Practice <London>
1
University of Cambridge / Faculty of Economics
1
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric theory
International economic review
The American journal of economics and sociology
Journal of econometrics
23
CESifo working papers
16
DAE working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CESifo Working Paper Series
6
Economics letters
6
Journal of applied econometrics
6
Bank of Italy Temi di Discussione (Working Paper)
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Discussion paper series / IZA
4
Janeway Institute working paper series
4
CESifo Working Paper
3
DNB working paper
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / University of Essex, Department of Economics
3
Discussion papers in economics
3
Journal of economic dynamics & control
3
Temi di discussione / Banca d'Italia
3
Temi di discussione del Servizio Studi / Banca d'Italia
3
Applied economics
2
CEA_372Cass working paper series
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Discussion paper series / LSE Financial Markets Group
2
Discussion paper series / University of Essex, Department of Economics
2
IEPR Working Paper
2
IZA Discussion Paper
2
Journal of empirical finance
2
Journal of forecasting
2
The econometrics journal
2
Bank of Italy Economic Research Paper
1
CEPR - EABCN
1
De Nederlandsche Bank Working Paper
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
4
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:
5
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:
6
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:
7
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
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:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->