//--> //--> //--> //-->
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 empirical finance"
~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:"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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Schätztheorie
Time series analysis
Zeitreihenanalyse
13
Theorie
5
Theory
5
Estimation theory
3
Forecasting model
3
Fisher effect
2
Fisher-Effekt
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Real interest rate
2
Realzins
2
Statistical test
2
Statistischer Test
2
Structural break
2
Strukturbruch
2
1934-1997
1
1991-2007
1
ARCH model
1
ARCH-Modell
1
Asset pricing
1
Autoregression
1
Bayes-Statistik
1
Bayesian inference
1
Bubbles
1
Börsenkurs
1
CAPM
1
Core
1
Correlation
1
Deutschland
1
Dynamic conditional score
1
EGARCH
1
Estimation
1
Financial crisis
1
Financial market
1
Financial market anomalies
1
Finanzkrise
1
Finanzmarkt
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
11
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
89
Non-commercial literature
89
Arbeitspapier
87
Working Paper
87
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Dalla, Violetta
Giraitis, Liudas
Pesaran, M. Hashem
Phillips, Peter C. B.
Thiele, Stephen
Harvey, Andrew C.
5
Satchell, Stephen
4
Linton, Oliver
3
Robinson, Peter M.
3
Taylor, Robert
3
Astill, Sam
2
Campbell, John Y.
2
Chambers, Marcus J.
2
Dark, Jonathan
2
Ding, Zhuanxin
2
Harvey, David I.
2
Hong, Yongmiao
2
Kapetanios, George
2
Koop, Gary
2
Leybourne, Stephen James
2
Li, Qi
2
Li, Youwei
2
Lobato, Ignacio N.
2
Lucas, André
2
McKenzie, Michael D.
2
Müller, Ulrich K.
2
Nelson, Charles R.
2
Nielsen, Morten Ørregaard
2
Onatski, Alexei
2
Peel, David
2
Perron, Pierre
2
Pettenuzzo, Davide
2
Ramsey, James B.
2
Rossana, Robert J.
2
Santucci de Magistris, Paolo
2
Sentana, Enrique
2
Stengos, Thanasēs
2
West, Kenneth D.
2
Wongwachara, Warapong
2
Abadir, Karim Maher
1
Abergel, Frédéric
1
Ahmed, Muhammad Farid
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 empirical finance
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
33
Econometric theory
21
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
5
Economics letters
3
The econometrics journal
3
Quantitative economics : QE ; journal of the Econometric Society
2
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic growth
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
Special issue on new developments in time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
2
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:
3
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
4
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
5
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->