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~isPartOf:"Econometric theory"
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Search: subject:"Time series analysis"
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Time series analysis
315
Zeitreihenanalyse
315
Theorie
190
Theory
190
Estimation theory
159
Schätztheorie
159
Einheitswurzeltest
35
Unit root test
35
Statistical test
30
Statistischer Test
30
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27
Nonparametric statistics
27
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24
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24
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24
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24
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313
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315
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Phillips, Peter C. B.
19
Taylor, Robert
11
Saikkonen, Pentti
8
Cavaliere, Giuseppe
6
Gao, Jiti
6
Hong, Yongmiao
6
Johansen, Søren
6
Leybourne, Stephen James
6
Lütkepohl, Helmut
6
Robinson, Peter M.
6
Chambers, Marcus J.
5
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Wang, Qiying
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Li, Qi
3
Lieberman, Offer
3
Lobato, Ignacio N.
3
McCabe, Brendan Peter Martin
3
McElroy, Tucker
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Peng, Liang
3
Poskitt, Donald Stephen
3
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Granger Centre for Time Series Econometrics
1
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CREATES research paper
Econometric theory
Journal of econometrics
665
International journal of forecasting
571
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
398
Journal of forecasting
331
Applied economics
320
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
221
Econometric reviews
213
Energy economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
204
Journal of applied econometrics
147
Computational economics
135
Journal of economic dynamics & control
113
Econometrics : open access journal
109
Journal of empirical finance
106
Oxford bulletin of economics and statistics
101
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
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of international money and finance
70
International review of financial analysis
69
Journal of banking & finance
69
The empirical economics letters : a monthly international journal of economics
69
Journal of the American Statistical Association : JASA
67
The review of economics and statistics
67
European journal of operational research : EJOR
65
Macroeconomic dynamics
64
Empirical economics : a quarterly journal of the Institute for Advanced Studies
59
International journal of economics and financial issues : IJEFI
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
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ECONIS (ZBW)
315
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315
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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
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:
5
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:
6
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
7
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
8
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
9
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
10
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
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