//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrics papers"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Lütkepohl, Helmut"
~person:"Onatski, Alexei"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Vogelsang, Timothy J."
~person:"Wang, Qiying"
~subject:"Autocorrelation"
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Panel study"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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
| 25 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Capital income
Heteroskedastizität
Kointegration
Panel study
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
162
Theorie
92
Theory
92
Estimation theory
55
Schätztheorie
55
Einheitswurzeltest
30
Unit root test
30
Regression analysis
24
Regressionsanalyse
24
Cointegration
21
Estimation
20
Schätzung
20
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Stochastic process
18
Stochastischer Prozess
18
Forecasting model
17
Autokorrelation
13
United States
13
Statistical test
11
Statistischer Test
11
Correlation
7
Korrelation
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Volatility
7
Volatilität
7
Börsenkurs
6
Factor analysis
6
Faktorenanalyse
6
Panel
6
Share price
6
more ...
less ...
Online availability
All
Free
89
Undetermined
6
Type of publication
All
Book / Working Paper
116
Article
46
Type of publication (narrower categories)
All
Graue Literatur
90
Non-commercial literature
90
Arbeitspapier
81
Working Paper
81
Article in journal
52
Aufsatz in Zeitschrift
52
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Conference proceedings
1
more ...
less ...
Language
All
English
162
Author
All
Dalla, Violetta
Linton, Oliver
Lütkepohl, Helmut
Onatski, Alexei
Pesaran, M. Hashem
Phillips, Peter C. B.
Vogelsang, Timothy J.
Wang, Qiying
Harvey, Andrew C.
23
Robinson, Peter M.
16
Chen, Xiaohong
11
Hidalgo, Javier
11
Taylor, Robert
11
Gao, Jiti
10
Lieberman, Offer
9
Saikkonen, Pentti
8
Xiao, Zhijie
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Leybourne, Stephen James
7
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Busetti, Fabio
6
Johansen, Søren
6
Nielsen, Morten Ørregaard
6
Perron, Pierre
6
Giraitis, Liudas
5
Harris, David
5
Jong, Robert M. de
5
Koop, Gary
5
Li, Qi
5
Timmermann, Allan
5
Andrews, Donald W. K.
4
Bailey, Natalia
4
Chan, Ngai Hang
4
Dijk, Herman K. van
4
Grégoir, Stéphane
4
Han, Chirok
4
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
3
Forschungsinstitut zur Zukunft der Arbeit
1
University of Cambridge / Faculty of Economics
1
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper series / IZA
Econometric theory
Econometrics papers
International economic review
Journal of applied econometrics
The American journal of economics and sociology
Journal of econometrics
55
Cowles Foundation Discussion Paper
31
CESifo working papers
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
DAE working paper
11
Discussion papers of interdisciplinary research project 373
9
Econometric reviews
9
Economics letters
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
EUI working paper / ECO
7
CESifo Working Paper Series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
SFB 649 discussion paper
6
The econometrics journal
6
International journal of forecasting
5
Working paper
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
DIW Berlin Discussion Paper
4
Janeway Institute working paper series
4
Journal of economic dynamics & control
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
CESifo Working Paper
3
Cowles Foundation paper
3
DNB working paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometrics : open access journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of empirical finance
3
The review of economic studies
3
more ...
less ...
Source
All
ECONIS (ZBW)
162
Showing
1
-
10
of
162
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
5
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
6
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
7
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
8
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
9
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
10
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
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...
//-->