//--> //--> //--> //-->
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:"International economic review"
~isPartOf:"Journal of economic surveys"
~isPartOf:"National Institute economic review"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"The review of economic studies"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~person:"Dalla, Violetta"
~person:"Giraitis, Liudas"
~person:"Harvey, Andrew C."
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Thiele, Stephen"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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
| 22 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Schätztheorie
Time series analysis
Zeitreihenanalyse
12
Theorie
6
Theory
6
Estimation theory
3
Estimation
2
Exchange rate
2
Fisher effect
2
Fisher-Effekt
2
Forecasting model
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Real interest rate
2
Realzins
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Structural break
2
Strukturbruch
2
Wechselkurs
2
1934-1997
1
ARCH model
1
ARCH-Modell
1
Autoregression
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Cointegration
1
Core
1
Deutschland
1
EGARCH
1
Financial crisis
1
Finanzkrise
1
GB2 distribution
1
Germany
1
HAR model
1
Heteroscedasticity
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
103
Non-commercial literature
103
Arbeitspapier
99
Working Paper
99
Aufsatz in Zeitschrift
12
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
12
Author
All
Dalla, Violetta
Giraitis, Liudas
Harvey, Andrew C.
Pesaran, M. Hashem
Phillips, Peter C. B.
Thiele, Stephen
McAleer, Michael
6
Oxley, Les
4
Franses, Philip Hans
3
Linton, Oliver
3
Mills, Terence C.
3
Robinson, Peter M.
3
Stengos, Thanasēs
3
Bera, Anil K.
2
Chan, Felix
2
Higgins, Matthew Lawrence
2
Hong, Yongmiao
2
Hurn, Stan
2
Li, Qi
2
Lobato, Ignacio N.
2
Müller, Ulrich K.
2
Onatski, Alexei
2
Peel, David
2
Perron, Pierre
2
Rossana, Robert J.
2
Ruiz, Esther
2
Satchell, Stephen
2
Sentana, Enrique
2
West, Kenneth D.
2
Abadir, Karim Maher
1
Abreu, Maria
1
Aguiar-Conraria, Luís
1
Ahmed, Muhammad Farid
1
Alam, Ila M. Semenick
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Anderson, Michael W.
1
Ashley, Richard A.
1
Assenmacher-Wesche, Katrin
1
Attanasio, Orazio P.
1
Ausin, M. Concepción
1
Bahmani-Oskooee, Mohsen
1
more ...
less ...
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
International economic review
Journal of economic surveys
National Institute economic review
The American journal of economics and sociology
The review of economic studies
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
Journal of econometrics
37
Econometric theory
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric reviews
8
Journal of applied econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
International journal of forecasting
4
Journal of empirical finance
4
The econometrics journal
4
Economics letters
3
Journal of economic dynamics & control
3
Covid economics : vetted and real-time papers
2
Economic time series with random walk and other nonstationary components
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
Quantitative economics : QE ; journal of the Econometric Society
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Advances in econometrics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic growth
1
Journal of economic literature
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Journal of the Royal Statistical Society
1
New Zealand economic papers
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
On modelling the long run in applied economics
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
SERIEs : Journal of the Spanish Economic Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
2
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
3
Co-integration and control: assessing the impact of events using time series data
Harvey, Andrew C.
;
Thiele, Stephen
-
2017
Persistent link: https://www.econbiz.de/10012423749
Saved in:
4
Forecasting the Swiss economy using VECX models : an exercise in forecast combination across models and observation windows
Assenmacher-Wesche, Katrin
;
Pesaran, M. Hashem
- In:
National Institute economic review
203
(
2008
),
pp. 91-108
Persistent link: https://www.econbiz.de/10003625193
Saved in:
5
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Saved in:
6
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
The review of economic studies
73
(
2006
)
4
,
pp. 1057-1084
Persistent link: https://www.econbiz.de/10003378035
Saved in:
7
Econometric analysis of Fisher's equation
Phillips, Peter C. B.
- In:
The American journal of economics and sociology
64
(
2005
)
1
,
pp. 125-168
Persistent link: https://www.econbiz.de/10002918885
Saved in:
8
Comments on "Econometric analysis of Fisher's equation"
Rust, John
- In:
The American journal of economics and sociology
64
(
2005
)
1
,
pp. 169-184
Persistent link: https://www.econbiz.de/10002918902
Saved in:
9
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
10
Structural analysis of cointegration VARs
Pesaran, M. Hashem
;
Smith, Ron
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 471-505
Persistent link: https://www.econbiz.de/10001400860
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->