//--> //--> //-->
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:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Celebrating Irving Fisher : the legacy of a great economist"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Gao, Jiti"
~person:"Head, Allen Charles"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Fisher effect"
~subject:"Fisher-Effekt"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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
Börsenkurs
Capital income
Fisher effect
Fisher-Effekt
Heteroskedastizität
Kointegration
Nonparametric statistics
Prognoseverfahren
Time series analysis
USA
Volatility
Zeitreihenanalyse
10
Estimation theory
4
Nichtparametrisches Verfahren
4
Schätztheorie
4
Estimation
3
Schätzung
3
Forecasting model
2
Gross domestic product
2
Panel
2
Panel study
2
Real interest rate
2
Realzins
2
Theorie
2
Theory
2
1934-1997
1
1970-1993
1
Aktienmarkt
1
Asymptotic theory
1
Bootstrap method
1
Bruttoinlandsprodukt
1
Business cycle
1
Cointegration
1
Core
1
Factor augmented regression
1
G7 countries
1
G7-Staaten
1
Generated factors
1
Heterogenous autoregressive model
1
High dimensional data
1
IV-Schätzung
1
Industrial production
1
Instrumental variable approach
1
Instrumental variables
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
75
Non-commercial literature
75
Arbeitspapier
72
Working Paper
72
Aufsatz in Zeitschrift
10
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
10
Author
All
Dalla, Violetta
Gao, Jiti
Head, Allen Charles
Pesaran, M. Hashem
Phillips, Peter C. B.
Harvey, Andrew C.
8
Ghysels, Eric
7
Taylor, Robert
7
Koop, Gary
6
Engle, Robert F.
5
Leybourne, Stephen James
5
Li, Wai Keung
5
Perron, Pierre
5
Zhu, Ke
5
Franses, Philip Hans
4
Gregory, Allan W.
4
Kim, Chang-jin
4
Koopman, Siem Jan
4
Lobato, Ignacio N.
4
Lucas, André
4
Marcellino, Massimiliano
4
Stock, James H.
4
Su, Liangjun
4
Tsay, Ruey S.
4
Westerlund, Joakim
4
Aastveit, Knut Are
3
Andrews, Donald W. K.
3
Ashley, Richard A.
3
Bera, Anil K.
3
Bollerslev, Tim
3
Christiano, Lawrence J.
3
Dickey, David A.
3
Dijk, Herman K. van
3
Hamilton, James D.
3
Higgins, Matthew Lawrence
3
Linton, Oliver
3
Lütkepohl, Helmut
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Pantula, Sastry G.
3
Patton, Andrew J.
3
Rossana, Robert J.
3
more ...
less ...
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Celebrating Irving Fisher : the legacy of a great economist
Cowles Foundation discussion paper
International economic review
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The American journal of economics and sociology
Journal of econometrics
38
Econometric theory
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric reviews
11
Journal of applied econometrics
5
The econometrics journal
4
Economics letters
3
Journal of empirical finance
3
The review of economic studies
3
Quantitative economics : QE ; journal of the Econometric Society
2
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of economic growth
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of quantitative economics
1
National Institute economic review
1
New Zealand economic papers
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
Special issue on new developments in time series econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
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:
3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
5
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
6
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
Saved in:
7
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Saved in:
8
Econometric analysis of Fisher's equation
Phillips, Peter C. B.
- In:
The American journal of economics and sociology
64
(
2005
)
1
,
pp. 125-168
Persistent link: https://www.econbiz.de/10002918885
Saved in:
9
Comments on "Econometric analysis of Fisher's equation"
Rust, John
- In:
The American journal of economics and sociology
64
(
2005
)
1
,
pp. 169-184
Persistent link: https://www.econbiz.de/10002918902
Saved in:
10
Measuring world business cycles
Gregory, Allan W.
- In:
International economic review
38
(
1997
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10001225741
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->