//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Econometric theory"
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:"Time series analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
699
Zeitreihenanalyse
699
Theorie
392
Theory
392
Estimation theory
306
Schätztheorie
306
Estimation
81
Schätzung
81
Einheitswurzeltest
70
Unit root test
70
Volatility
70
Volatilität
70
Statistical test
63
Statistischer Test
63
Stochastic process
62
Stochastischer Prozess
62
Cointegration
61
Kointegration
60
Forecasting model
59
Prognoseverfahren
59
Nichtparametrisches Verfahren
57
Nonparametric statistics
57
ARCH model
44
ARCH-Modell
44
Autocorrelation
43
Autokorrelation
43
Nichtlineare Regression
39
Nonlinear regression
39
Regression analysis
36
Regressionsanalyse
36
Modellierung
34
Scientific modelling
34
USA
31
United States
31
Bootstrap approach
30
Bootstrap-Verfahren
30
VAR model
29
VAR-Modell
29
Structural break
27
Strukturbruch
27
more ...
less ...
Online availability
All
Free
177
Undetermined
157
Type of publication
All
Article
530
Book / Working Paper
169
Type of publication (narrower categories)
All
Article in journal
527
Aufsatz in Zeitschrift
527
Arbeitspapier
164
Graue Literatur
164
Non-commercial literature
164
Working Paper
164
Collection of articles of several authors
7
Sammelwerk
7
Konferenzschrift
5
Conference proceedings
4
Conference paper
3
Konferenzbeitrag
3
Rezension
2
Systematic review
2
Übersichtsarbeit
2
more ...
less ...
Language
All
English
699
Author
All
Phillips, Peter C. B.
26
Teräsvirta, Timo
25
Johansen, Søren
23
Taylor, Robert
23
Nielsen, Morten Ørregaard
19
Cavaliere, Giuseppe
14
Kruse, Robinson
12
Proietti, Tommaso
12
Gao, Jiti
10
Grassi, Stefano
9
Leybourne, Stephen James
9
Saikkonen, Pentti
9
Podolskij, Mark
8
Dagum, Estela Bee
7
Haldrup, Niels
7
Hong, Yongmiao
7
McElroy, Tucker
7
Perron, Pierre
7
Politis, Dimitris N.
7
Robinson, Peter M.
7
Santucci de Magistris, Paolo
7
Bierens, Herman J.
6
Hansen, Peter Reinhard
6
Kristensen, Dennis
6
Lütkepohl, Helmut
6
Maasoumi, Esfandiar
6
Nielsen, Bent
6
Spanos, Aris
6
Chambers, Marcus J.
5
Ergemen, Yunus Emre
5
Franses, Philip Hans
5
Harris, David
5
Harvey, David I.
5
He, Changli
5
Hidalgo, Javier
5
Hillebrand, Eric
5
Jong, Robert M. de
5
Kanaya, Shin
5
Kilian, Lutz
5
Li, Qi
5
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
CREATES research paper
Econometric reviews
Econometric theory
Journal of econometrics
674
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
322
Applied economics
321
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
221
Energy economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
186
NBER Working Paper
165
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Computational economics
135
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Physica A: Statistical Mechanics and its Applications
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
Finance research letters
98
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
CAMA working paper series
76
The North American journal of economics and finance : a journal of financial economics studies
76
more ...
less ...
Source
All
ECONIS (ZBW)
699
Showing
1
-
10
of
699
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
2
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
3
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
4
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:
5
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
6
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
7
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
8
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
9
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
10
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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...
//-->