//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Forecasting"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Einheitswurzeltest
Estimation theory
Forecasting
Frühindikator
Theory
USA
Volatility
Zeitreihenanalyse
1,063
Time series analysis
1,061
Theorie
500
Schätztheorie
391
Estimation
190
Schätzung
189
Volatilität
146
Forecasting model
144
Prognoseverfahren
144
Nichtparametrisches Verfahren
94
Nonparametric statistics
94
Stochastic process
90
Stochastischer Prozess
90
VAR model
89
VAR-Modell
89
Cointegration
78
Kointegration
77
United States
77
Statistical test
76
Statistischer Test
76
ARCH model
68
ARCH-Modell
68
Regression analysis
63
Regressionsanalyse
63
Börsenkurs
61
Factor analysis
61
Faktorenanalyse
61
Share price
61
State space model
59
Zustandsraummodell
59
Capital income
58
Kapitaleinkommen
58
Unit root test
57
Bayes-Statistik
56
Bayesian inference
56
more ...
less ...
Online availability
All
Undetermined
380
Free
138
Type of publication
All
Article
699
Book / Working Paper
211
Type of publication (narrower categories)
All
Article in journal
698
Aufsatz in Zeitschrift
698
Arbeitspapier
203
Working Paper
203
Graue Literatur
198
Non-commercial literature
198
Collection of articles of several authors
15
Sammelwerk
15
Konferenzschrift
7
Conference proceedings
5
Conference paper
4
Konferenzbeitrag
4
Festschrift
3
Aufsatzsammlung
1
Bibliografie
1
more ...
less ...
Language
All
English
910
Author
All
Phillips, Peter C. B.
26
Taylor, Robert
20
Teräsvirta, Timo
20
Johansen, Søren
17
Nielsen, Morten Ørregaard
16
Linton, Oliver
13
Podolskij, Mark
12
Chen, Xiaohong
10
Koop, Gary
10
Marcellino, Massimiliano
10
Xiao, Zhijie
10
Andersen, Torben
9
Kruse, Robinson
9
Leybourne, Stephen James
9
Todorov, Viktor
9
Cavaliere, Giuseppe
8
Christensen, Kim
8
Forni, Mario
8
Grassi, Stefano
8
Haldrup, Niels
8
Hallin, Marc
8
Lütkepohl, Helmut
8
Pesaran, M. Hashem
8
Chan, Joshua
7
Ergemen, Yunus Emre
7
Ghysels, Eric
7
Kapetanios, George
7
Koopman, Siem Jan
7
Li, Jia
7
Park, Joon Y.
7
Perron, Pierre
7
Proietti, Tommaso
7
Robinson, Peter M.
7
Santucci de Magistris, Paolo
7
Swanson, Norman R.
7
Tauchen, George Eugene
7
Yu, Jun
7
Bauwens, Luc
6
Bollerslev, Tim
6
Chambers, Marcus J.
6
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Centre for Economic Policy Research
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
CREATES research paper
Discussion paper / Centre for Economic Policy Research
Journal of econometrics
Journal of economic dynamics & control
International journal of forecasting
449
Economics letters
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
375
Econometric theory
301
Discussion paper / Tinbergen Institute
288
Journal of forecasting
277
Econometric reviews
214
Applied economics
208
Economic modelling
199
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
175
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
173
Applied economics letters
157
Working paper / Department of Econometrics and Business Statistics, Monash University
147
Energy economics
139
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
139
Working paper
135
Computational economics
119
Journal of applied econometrics
116
Working paper / National Bureau of Economic Research, Inc.
106
NBER Working Paper
104
CESifo working papers
96
Cowles Foundation discussion paper
96
Econometrics : open access journal
96
Journal of empirical finance
96
NBER working paper series
93
The econometrics journal
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
Finance research letters
77
Oxford bulletin of economics and statistics
76
Journal of macroeconomics
71
Journal of time series econometrics
69
SFB 649 discussion paper
68
Discussion papers of interdisciplinary research project 373
64
Journal of the American Statistical Association : JASA
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
The review of economics and statistics
61
more ...
less ...
Source
All
ECONIS (ZBW)
910
Showing
1
-
10
of
910
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
3
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
4
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
5
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
8
Black-box Bayesian inference for agent-based models
Dyer, Joel
;
Cannon, Patrick
;
Farmer, J. Doyne
;
Schmon, …
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-36
Persistent link: https://www.econbiz.de/10015050047
Saved in:
9
Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco
;
Dorémus, Nicolas
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015050285
Saved in:
10
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050835
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->