//--> //--> //--> //-->
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:"Discussion paper series / IZA"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Grégoir, Stéphane"
~person:"Linton, Oliver"
~person:"Nielsen, Morten Ørregaard"
~person:"Onatski, Alexei"
~person:"Pesaran, M. Hashem"
~person:"Wang, Qiying"
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
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
| 24 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Heteroskedastizität
Kointegration
Nichtparametrisches Verfahren
Prognoseverfahren
Time series analysis
USA
United States
Zeitreihenanalyse
64
Theorie
38
Theory
38
Estimation theory
24
Schätztheorie
24
Forecasting model
17
Estimation
16
Schätzung
16
Cointegration
10
Nonparametric statistics
9
Regression analysis
8
Regressionsanalyse
8
Structural break
7
Strukturbruch
7
Börsenkurs
6
Correlation
6
Korrelation
6
Share price
6
Volatility
6
Volatilität
6
Factor analysis
5
Faktorenanalyse
5
Kapitaleinkommen
5
Statistical test
5
Statistischer Test
5
VAR model
5
VAR-Modell
5
Autocorrelation
4
Autokorrelation
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Einheitswurzeltest
4
Unit root test
4
more ...
less ...
Online availability
All
Free
38
Undetermined
6
Type of publication
All
Book / Working Paper
40
Article
24
Type of publication (narrower categories)
All
Graue Literatur
34
Non-commercial literature
34
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
26
Working Paper
26
Collection of articles of several authors
2
Sammelwerk
2
more ...
less ...
Language
All
English
64
Author
All
Dalla, Violetta
Grégoir, Stéphane
Linton, Oliver
Nielsen, Morten Ørregaard
Onatski, Alexei
Pesaran, M. Hashem
Wang, Qiying
Phillips, Peter C. B.
103
Harvey, Andrew C.
23
Chen, Xiaohong
11
Taylor, Robert
11
Gao, Jiti
10
Lieberman, Offer
9
Saikkonen, Pentti
8
Xiao, Zhijie
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Leybourne, Stephen James
7
Magdalinos, Tassos
7
Sun, Yixiao
7
Timmermann, Allan
7
Yu, Jun
7
Busetti, Fabio
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Perron, Pierre
6
Robinson, Peter M.
6
Vogelsang, Timothy J.
6
Harris, David
5
Jong, Robert M. de
5
Koop, Gary
5
Li, Qi
5
Andrews, Donald W. K.
4
Bailey, Natalia
4
Chan, Ngai Hang
4
Dijk, Herman K. van
4
Giraitis, Liudas
4
Han, Chirok
4
Hidalgo, Javier
4
Kapetanios, George
4
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
3
Forschungsinstitut zur Zukunft der Arbeit
1
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
Discussion paper series / IZA
Econometric theory
International economic review
Journal of applied econometrics
The American journal of economics and sociology
Journal of econometrics
26
Queen's Economics Department working paper
18
CESifo working papers
16
CREATES research paper
15
DAE working paper
11
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CESifo Working Paper Series
6
Cowles Foundation Discussion Paper
4
Discussion papers / Department of Economics, University of Copenhagen
4
Economics letters
4
Janeway Institute working paper series
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
Working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers in economics
2
Econometric reviews
2
IEPR Working Paper
2
IZA Discussion Paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
CAE working paper
1
CEA_372Cass working paper series
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
4
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
5
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:
6
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:
7
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:
8
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
9
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->