//--> //--> //--> //-->
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:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"Working paper"
~person:"Caporale, Guglielmo Maria"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Kointegration
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
119
Theorie
60
Theory
60
Estimation theory
41
Schätztheorie
41
Einheitswurzeltest
20
Unit root test
20
Estimation
15
Forecasting model
15
Regression analysis
15
Regressionsanalyse
15
Schätzung
15
Cointegration
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Statistical test
13
Statistischer Test
13
Autocorrelation
12
Autokorrelation
12
Stochastic process
12
Stochastischer Prozess
12
United States
8
Structural break
7
Strukturbruch
7
Volatility
7
Volatilität
7
Correlation
6
Heteroscedasticity
6
Korrelation
6
Panel
6
Panel study
6
Capital income
5
Kapitaleinkommen
5
Robust statistics
5
Robustes Verfahren
5
more ...
less ...
Online availability
All
Free
82
Type of publication
All
Book / Working Paper
116
Article
3
Type of publication (narrower categories)
All
Graue Literatur
88
Non-commercial literature
88
Arbeitspapier
80
Working Paper
80
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
119
Author
All
Caporale, Guglielmo Maria
Dalla, Violetta
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
McAleer, Michael
20
Harvey, Andrew C.
19
Kapetanios, George
16
Yu, Jun
11
Chen, Xiaohong
9
Blazsek, Szabolcs
8
Escribano, Álvaro
8
Giraitis, Liudas
8
Caporin, Massimiliano
6
Engsted, Tom
6
Lieberman, Offer
6
Piger, Jeremy Max
6
Timmermann, Allan
6
Xiao, Zhijie
6
Chang, Chia-Lin
5
Magdalinos, Tassos
5
Owyang, Michael T.
5
Österholm, Pär
5
Andrews, Donald W. K.
4
Bailey, Natalia
4
Baillie, Richard
4
Franses, Philip Hans
4
Gao, Jiti
4
Licht, Adrian
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Reed, W. Robert
4
Sun, Yixiao
4
Wang, Qiying
4
Bagshaw, Michael L.
3
Bollerslev, Tim
3
Busetti, Fabio
3
Christiansen, Charlotte
3
Doz, Catherine
3
Dueker, Michael
3
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
International economic review
The American journal of economics and sociology
Working paper
CESifo working papers
72
Economics and finance working paper series
49
Journal of econometrics
45
Cowles Foundation Discussion Paper
31
Econometric theory
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
CESifo Working Paper Series
20
Discussion paper / Centre for Economic Forecasting
20
DIW Berlin Discussion Paper
15
CESifo Working Paper
13
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
Applied economics letters
7
Journal of applied econometrics
5
Discussion paper series / IZA
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
DNB working paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers of interdisciplinary research project 373
3
Econometrics papers
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of empirical finance
3
Oxford bulletin of economics and statistics
3
Research in international business and finance
3
The review of economic studies
3
more ...
less ...
Source
All
ECONIS (ZBW)
119
Showing
1
-
10
of
119
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
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/10013542193
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...
//-->