//--> //--> //--> //-->
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:"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:"Cowles Foundation paper"
~isPartOf:"De Nederlandsche Bank Working Paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Onatski, Alexei"
~person:"Palumbo, Dario"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Statistical test"
~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
| 26 applied filters
Year of publication
From:
To:
Subject
All
Heteroscedasticity
Heteroskedastizität
Kointegration
Prognoseverfahren
Statistical test
Time series analysis
USA
Zeitreihenanalyse
183
Theorie
102
Theory
102
Estimation theory
69
Schätztheorie
69
Einheitswurzeltest
30
Unit root test
30
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Regression analysis
28
Regressionsanalyse
28
Forecasting model
25
Estimation
23
Schätzung
23
Cointegration
21
Stochastic process
20
Stochastischer Prozess
20
Autocorrelation
13
Autokorrelation
13
Statistischer Test
13
Panel
11
Panel study
11
United States
11
Structural break
9
Strukturbruch
9
Factor analysis
8
Faktorenanalyse
8
Nichtlineare Regression
8
Nonlinear regression
8
Statistical distribution
8
Statistische Verteilung
8
Volatility
8
Volatilität
8
Correlation
7
Korrelation
7
more ...
less ...
Online availability
All
Free
84
Undetermined
21
Type of publication
All
Book / Working Paper
118
Article
65
Type of publication (narrower categories)
All
Graue Literatur
86
Non-commercial literature
86
Arbeitspapier
76
Working Paper
76
Article in journal
72
Aufsatz in Zeitschrift
72
Collection of articles of several authors
4
Sammelwerk
4
Festschrift
2
more ...
less ...
Language
All
English
183
Author
All
Dalla, Violetta
Linton, Oliver
Moon, Hyungsik R.
Onatski, Alexei
Palumbo, Dario
Pesaran, M. Hashem
Phillips, Peter C. B.
Harvey, Andrew C.
25
Chen, Xiaohong
20
Taylor, Robert
19
Xiao, Zhijie
16
Koop, Gary
15
Robinson, Peter M.
13
Yu, Jun
13
Koopman, Siem Jan
12
Gao, Jiti
11
Leybourne, Stephen James
11
Park, Joon Y.
11
Andersen, Torben
10
Hong, Yongmiao
10
Li, Jia
10
Lieberman, Offer
10
Tauchen, George Eugene
10
Teräsvirta, Timo
10
Todorov, Viktor
10
Bollerslev, Tim
9
Dijk, Herman K. van
9
Hallin, Marc
9
Marcellino, Massimiliano
9
Perron, Pierre
9
Sun, Yixiao
9
Timmermann, Allan
9
Harvey, David I.
8
Magdalinos, Tassos
8
Pick, Andreas
8
Swanson, Norman R.
8
Cavaliere, Giuseppe
7
Franses, Philip Hans
7
Kapetanios, George
7
Mariano, Roberto S.
7
Patton, Andrew J.
7
Ploberger, Werner
7
Velasco, Carlos
7
Vogelsang, Timothy J.
7
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
1
Published in...
All
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
Cowles Foundation paper
De Nederlandsche Bank Working Paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International economic review
Janeway Institute working paper series
Journal of applied econometrics
Journal of econometrics
The American journal of economics and sociology
Cowles Foundation Discussion Paper
31
Econometric theory
25
CESifo working papers
16
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
Working paper
5
Discussion paper series / IZA
4
Economics letters
4
The econometrics journal
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
CESifo Working 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
Quantitative economics : QE ; journal of the Econometric Society
2
CEA_372Cass working paper series
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
more ...
less ...
Source
All
ECONIS (ZBW)
183
Showing
1
-
10
of
183
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...
//-->