//--> //--> //--> //-->
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:"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:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~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
| 19 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Schätztheorie
Time series analysis
USA
United States
Zeitreihenanalyse
128
Theorie
65
Theory
65
Estimation theory
46
Einheitswurzeltest
21
Unit root test
21
Estimation
20
Schätzung
20
Forecasting model
19
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Regression analysis
17
Regressionsanalyse
17
Cointegration
14
Kointegration
14
Statistical test
13
Statistischer Test
13
Stochastic process
13
Stochastischer Prozess
13
Autocorrelation
12
Autokorrelation
12
Structural break
10
Strukturbruch
10
Panel
8
Panel study
8
Börsenkurs
7
Capital income
7
Correlation
7
Kapitaleinkommen
7
Korrelation
7
Share price
7
Volatility
7
Volatilität
7
Factor analysis
6
Faktorenanalyse
6
more ...
less ...
Online availability
All
Free
93
Type of publication
All
Book / Working Paper
124
Article
4
Type of publication (narrower categories)
All
Graue Literatur
101
Non-commercial literature
101
Arbeitspapier
93
Working Paper
93
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
128
Author
All
Dalla, Violetta
Giraitis, Liudas
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Hyndman, Rob J.
58
Gao, Jiti
56
Snyder, Ralph D.
23
Athanasopoulos, George
22
Martin, Gael M.
22
McAleer, Michael
21
Harvey, Andrew C.
20
Kapetanios, George
17
Poskitt, Donald Stephen
17
Peng, Bin
16
Dong, Chaohua
15
Koehler, Anne B.
12
Yu, Jun
11
Ord, John Keith
10
Chen, Xiaohong
9
Forbes, Catherine Scipione
9
Vahid, Farshid
9
Blazsek, Szabolcs
8
Escribano, Álvaro
8
Li, Degui
8
McCabe, Brendan Peter Martin
7
Pan, Guangming
7
Panagiotelis, Anastasios
7
Timmermann, Allan
7
Caporin, Massimiliano
6
Engsted, Tom
6
Lieberman, Offer
6
Piger, Jeremy Max
6
Yang, Yanrong
6
Bailey, Natalia
5
Ben Taieb, Souhaib
5
Chang, Chia-Lin
5
Frazier, David T.
5
Grose, Simone D.
5
King, Maxwell L.
5
Magdalinos, Tassos
5
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
International economic review
The review of economic studies
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
Journal of econometrics
46
Cowles Foundation Discussion Paper
31
Econometric theory
26
CESifo working papers
16
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
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
8
Econometric reviews
8
CESifo Working Paper Series
6
LSE STICERD Research Paper
6
Journal of applied econometrics
5
Discussion paper series / IZA
4
Economics letters
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
CESifo Working Paper
3
Cowles Foundation paper
3
DNB working paper
3
Econometrics papers
3
Journal of empirical finance
3
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of California San Diego
2
Discussion papers in economics
2
Discussion papers of interdisciplinary research project 373
2
Handbook of financial time series
2
IEPR Working Paper
2
IZA Discussion Paper
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
more ...
less ...
Source
All
ECONIS (ZBW)
128
Showing
71
-
80
of
128
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
72
Assessing forecast uncertainties in VECX* model for Switzerland : an exercise in forecast combination across models and observation windows
Assenmacher-Weschey, Katrin
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003541826
Saved in:
73
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
74
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
(
contributor
);
Han, Chirok
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468431
Saved in:
75
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
76
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461413
Saved in:
77
Log periodogram regression : the nonstationary case
Kim, Chang Sik
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461423
Saved in:
78
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461553
Saved in:
79
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
-
2005
Persistent link: https://www.econbiz.de/10003468425
Saved in:
80
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2005
Persistent link: https://www.econbiz.de/10002969709
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->