//--> //--> //--> //-->
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:"Working Paper"
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
77
Theorie
45
Theory
45
Estimation theory
20
Schätztheorie
20
Einheitswurzeltest
16
Unit root test
16
Regression analysis
13
Regressionsanalyse
13
Forecasting model
11
Cointegration
10
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Estimation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Structural break
7
Strukturbruch
7
United States
6
Business cycle
5
Konjunktur
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Statistical distribution
5
Statistische Verteilung
5
Modellierung
4
Nichtlineare Regression
4
Nonlinear regression
4
Robust statistics
4
Robustes Verfahren
4
Scientific modelling
4
Volatility
4
Volatilität
4
more ...
less ...
Online availability
All
Free
68
Type of publication
All
Book / Working Paper
77
Type of publication (narrower categories)
All
Working Paper
Graue Literatur
80
Non-commercial literature
80
Arbeitspapier
77
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
77
Author
All
Dalla, Violetta
Moon, Hyungsik R.
Palumbo, Dario
Pesaran, M. Hashem
Phillips, Peter C. B.
Sims, Christopher A.
Xiao, Zhijie
Harvey, Andrew C.
13
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
Timmermann, Allan
5
Wang, Qiying
4
Busetti, Fabio
3
Flaig, Gebhard
3
Liao, Zhipeng
3
Pick, Andreas
3
Sun, Yixiao
3
Bailey, Natalia
2
Gao, Jiti
2
Giraitis, Liudas
2
Han, Chirok
2
Higson, C.
2
Jin, Sainan
2
Kheifets, Igor
2
Linton, Oliver
2
Pettenuzzo, Davide
2
Sabzikar, Farzad
2
Shi, Zhentao
2
Su, Liangjun
2
Sul, Donggyu
2
Yi, Yanping
2
Abberger, Klaus
1
Andrès, Philippe
1
Assenmacher-Wesche, Katrin
1
Assenmacher-Weschey, Katrin
1
Bandholz, Harm
1
Bhattacharjee, A.
1
Biswas, Eva
1
Caivano, Michele
1
Calvet, Laurent E.
1
Camarero Olivas, Mariam
1
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
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
CESifo working papers
16
DAE working paper
11
Working paper
5
Discussion paper series / IZA
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
DNB working paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / Department of Economics, University of California San Diego
2
Econometrics papers
2
Ensaios econômicos
2
Boston College working papers in economics
1
CEA_372Cass working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers / CEPR
1
Discussion papers in economics
1
IMF working paper
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
SNB economic studies
1
SNB working papers
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Working paper series / European Central Bank
1
Working papers / Federal Reserve Bank of Atlanta
1
Working papers / Financial Institutions Center
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
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:
3
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
4
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
5
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
10
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->