//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Cowles Foundation paper"
~isPartOf:"De Nederlandsche Bank Working Paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Moon, Hyungsik R."
~person:"Palumbo, Dario"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Sims, Christopher A."
~person:"Xiao, Zhijie"
~subject:"Autokorrelation"
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~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
| 24 applied filters
Year of publication
From:
To:
Subject
All
Autokorrelation
Heteroscedasticity
Heteroskedastizität
Kointegration
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
21
Theorie
17
Theory
17
Estimation theory
8
Schätztheorie
8
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regression analysis
4
Regressionsanalyse
4
Forecasting model
3
Probability theory
3
Statistical theory
3
Statistische Methodenlehre
3
Wahrscheinlichkeitsrechnung
3
Fisher effect
2
Fisher-Effekt
2
Real interest rate
2
Realzins
2
1934-1997
1
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Causality test
1
Cointegration
1
Core
1
EGARCH
1
Econometrics
1
Efficiency
1
Estimation
1
Exchange rate
1
GB2 distribution
1
HAR model
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
19
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
80
Non-commercial literature
80
Arbeitspapier
77
Working Paper
77
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Dalla, Violetta
Moon, Hyungsik R.
Palumbo, Dario
Pesaran, M. Hashem
Phillips, Peter C. B.
Sims, Christopher A.
Xiao, Zhijie
Engle, Robert F.
4
Hong, Yongmiao
4
Tauchen, George Eugene
4
White, Halbert
4
Abadir, Karim Maher
3
Bollerslev, Tim
3
Harvey, Andrew C.
3
Linton, Oliver
3
Nelson, Daniel B.
3
Onatski, Alexei
3
Ploberger, Werner
3
Robinson, Peter M.
3
Stock, James H.
3
Vogelsang, Timothy J.
3
Watson, Mark W.
3
Andersen, Torben
2
Andrews, Donald W. K.
2
Dufour, Jean-Marie
2
Hadri, Kaddour
2
Jin, Sainan
2
Li, Jia
2
Li, Qi
2
Newey, Whitney K.
2
Ouliaris, Sam
2
Park, Joon Y.
2
Peel, David
2
Perron, Pierre
2
Renault, Eric
2
Rossana, Robert J.
2
Rothenberg, Thomas J.
2
Stengos, Thanasēs
2
Sun, Yixiao
2
Thiele, Stephen
2
Todorov, Viktor
2
Tzavalis, Elias
2
West, Kenneth D.
2
Ahmed, Muhammad Farid
1
Alam, Ila M. Semenick
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
Cowles Foundation discussion paper
Cowles Foundation paper
De Nederlandsche Bank Working Paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International economic review
Janeway Institute working paper series
The American journal of economics and sociology
Journal of econometrics
37
Econometric theory
21
Econometric reviews
8
Journal of applied econometrics
5
The econometrics journal
4
Economics letters
3
Journal of empirical finance
3
The review of economic studies
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of macroeconomics
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
Applied financial economics
1
Brookings papers on economic activity : BPEA
1
Demand, supply and financial deregulation
1
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
European economic review : EER
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of economic growth
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Journal of time series econometrics
1
National Institute economic review
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
Symposium on forecasting and empirical methods in macroeconomics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
3
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
4
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:
5
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:
6
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:
7
Empirical limits for time series econometric models
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
Saved in:
8
Band spectral regression with trending data
Corbae, Dean
;
Ouliaris, Sam
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1067-1109
Persistent link: https://www.econbiz.de/10001688017
Saved in:
9
Nonlinear regressions with integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
Saved in:
10
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->