//--> //--> //--> //-->
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"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Pesaran, M. Hashem"
~person:"Thiele, Stephen"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"USA"
~subject:"Volatilität"
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
Bayesian inference
Estimation theory
Heteroskedastizität
Kointegration
Prognoseverfahren
USA
Volatilität
Time series analysis
33
Zeitreihenanalyse
33
Theorie
15
Theory
15
Forecasting model
13
Estimation
11
Schätztheorie
11
Schätzung
11
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Structural break
6
Strukturbruch
6
Autocorrelation
4
Autokorrelation
4
Börsenkurs
4
Cointegration
4
Panel
4
Panel study
4
Share price
4
Statistical test
4
Statistischer Test
4
Volatility
4
Capital income
3
Correlation
3
Factor analysis
3
Faktorenanalyse
3
Heteroscedasticity
3
Kapitaleinkommen
3
Korrelation
3
Regression analysis
3
Regressionsanalyse
3
United States
3
VAR model
3
VAR-Modell
3
more ...
less ...
Online availability
All
Free
23
Type of publication
All
Book / Working Paper
26
Type of publication (narrower categories)
All
Graue Literatur
21
Non-commercial literature
21
Arbeitspapier
16
Working Paper
16
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
26
Author
All
Dalla, Violetta
Linton, Oliver
Moon, Hyungsik R.
Pesaran, M. Hashem
Thiele, Stephen
Phillips, Peter C. B.
46
Harvey, Andrew C.
9
Timmermann, Allan
6
Chen, Xiaohong
5
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Xiao, Zhijie
4
Andrews, Donald W. K.
3
Gao, Jiti
3
Li, Degui
3
Lieberman, Offer
3
Wang, Chen
3
Yu, Jun
3
Chen, Jia
2
Dijk, Herman K. van
2
Ding, Yashuang
2
Kheifets, Igor
2
Li, Qi
2
Magdalinos, Tassos
2
Palumbo, Dario
2
Pettenuzzo, Davide
2
Phillips, Peter C.
2
Quintos, Carmela E.
2
Rossana, Robert J.
2
Schmidt, Peter
2
Alam, Ila M. Semenick
1
Andersen, Torben
1
Ashby, Michael F.
1
Assenmacher-Wesche, Katrin
1
Assenmacher-Weschey, Katrin
1
Bailey, Natalia
1
Balke, Nathan S.
1
Bandholz, Harm
1
Bodkin, Ronald G.
1
Bollerslev, Tim
1
Britt, Chester L.
1
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
Journal of econometrics
16
CESifo working papers
14
DAE working paper
8
CEMMAP working papers / Centre for Microdata Methods and Practice
6
CESifo Working Paper Series
6
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Discussion paper series / IZA
4
Econometric theory
4
DNB working paper
3
Economics letters
3
Janeway Institute working paper series
3
Journal of applied econometrics
3
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / LSE Financial Markets Group
2
Econometrics papers
2
IEPR Working Paper
2
Journal of empirical finance
2
Working paper
2
CESifo Working Paper
1
Cowles Foundation Discussion Paper
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers / CEPR
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Globalization Institute Working Paper
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
IZA Discussion Paper
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of the American Statistical Association : JASA
1
LSE STICERD Research Paper
1
National Institute economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
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
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
3
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:
4
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:
5
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:
6
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
7
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:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
10
Testing mean stability of heteroskedastic time series
Dalla, Violetta
;
Giratis, Liudas
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312317
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->