//--> //--> //--> //-->
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 theory"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
1,072
Zeitreihenanalyse
1,071
Theorie
549
Theory
549
Estimation theory
367
Schätztheorie
367
Estimation
189
Schätzung
189
Forecasting model
174
Prognoseverfahren
174
Volatility
159
Volatilität
159
USA
126
United States
126
Oil price
82
Ölpreis
82
ARCH model
81
ARCH-Modell
81
Nichtparametrisches Verfahren
77
Nonparametric statistics
77
Statistical test
74
Statistischer Test
74
Cointegration
73
Stochastic process
72
Stochastischer Prozess
72
Kointegration
71
Einheitswurzeltest
68
Unit root test
68
Capital income
61
Kapitaleinkommen
61
VAR model
58
VAR-Modell
58
Welt
52
World
52
Autocorrelation
50
Autokorrelation
50
Structural break
50
Strukturbruch
50
Regression analysis
47
Regressionsanalyse
47
more ...
less ...
Online availability
All
Undetermined
317
Free
184
Type of publication
All
Article
907
Book / Working Paper
166
Type of publication (narrower categories)
All
Article in journal
903
Aufsatz in Zeitschrift
903
Arbeitspapier
164
Graue Literatur
164
Non-commercial literature
164
Working Paper
164
Collection of articles of several authors
6
Sammelwerk
6
Conference paper
4
Konferenzbeitrag
4
Konferenzschrift
4
Conference proceedings
3
Systematic review
3
Übersichtsarbeit
3
Reprint
2
more ...
less ...
Language
All
English
1,073
Author
All
Taylor, Robert
23
Johansen, Søren
21
Nielsen, Morten Ørregaard
21
Teräsvirta, Timo
21
Phillips, Peter C. B.
20
Cavaliere, Giuseppe
13
Kruse, Robinson
13
Gao, Jiti
11
Leybourne, Stephen James
11
Ghysels, Eric
10
Haldrup, Niels
10
Lütkepohl, Helmut
9
Perron, Pierre
9
Podolskij, Mark
9
Proietti, Tommaso
9
Saikkonen, Pentti
9
Grassi, Stefano
8
Ergemen, Yunus Emre
7
Gupta, Rangan
7
Hansen, Peter Reinhard
7
Harvey, Andrew C.
7
Hong, Yongmiao
7
Santucci de Magistris, Paolo
7
Vogelsang, Timothy J.
7
Weron, Rafał
7
Hillebrand, Eric
6
Kang, Jian
6
Koop, Gary
6
Koopman, Siem Jan
6
Kristensen, Dennis
6
Lobato, Ignacio N.
6
McCabe, Brendan Peter Martin
6
Nielsen, Bent
6
Robinson, Peter M.
6
Shao, Xiaofeng
6
Wang, Yudong
6
Benth, Fred Espen
5
Chambers, Marcus J.
5
Chan, Ngai Hang
5
Engle, Robert F.
5
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
CREATES research paper
Econometric theory
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
674
International journal of forecasting
572
Economics letters
447
Journal of forecasting
331
Applied economics
321
Discussion paper / Tinbergen Institute
321
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
221
Econometric reviews
219
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
180
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
132
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Econometrics : open access journal
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
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
EUI working paper / ECO
84
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
more ...
less ...
Source
All
ECONIS (ZBW)
1,073
Showing
21
-
30
of
1,073
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
22
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
23
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
24
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
25
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
26
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
27
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
28
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
29
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
30
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
First
Prev
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...
//-->