//--> //--> //--> //-->
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 papers in economics"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Linton, Oliver"
~person:"Wang, Chen"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~subject:"VAR model"
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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Heteroskedastizität
Prognoseverfahren
Theory
Time series analysis
USA
VAR model
Zeitreihenanalyse
16
Theorie
8
Estimation theory
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Schätztheorie
7
Estimation
5
Schätzung
5
Forecasting model
4
Börsenkurs
3
Factor analysis
3
Faktorenanalyse
3
Kointegration
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
Aktienmarkt
2
Autocorrelation
2
Autokorrelation
2
Capital income
2
Core
2
Correlation
2
Kapitaleinkommen
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure noise
2
Panel
2
Panel study
2
Stock market
2
VAR-Modell
2
Volatility
2
Volatilität
2
Brownian semi-martingale
1
Business network
1
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
4
Article in journal
4
Aufsatz in Zeitschrift
4
Working Paper
4
Language
All
English
16
Author
All
Linton, Oliver
Wang, Chen
Phillips, Peter C. B.
83
Harvey, Andrew C.
19
Pesaran, M. Hashem
13
Chen, Xiaohong
9
Abadir, Karim Maher
6
Li, Degui
6
Lieberman, Offer
6
Yu, Jun
6
Andrews, Donald W. K.
5
Chen, Jia
5
Gao, Jiti
5
Magdalinos, Tassos
5
Xiao, Zhijie
5
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Sun, Yixiao
4
Timmermann, Allan
4
Wang, Qiying
4
Busetti, Fabio
3
Coakley, Jerry
3
Jin, Sainan
3
Liao, Zhipeng
3
Psaradakis, Zacharias G.
3
Thiele, Stephen
3
Attanasio, Orazio P.
2
Bailey, Natalia
2
Chambers, Marcus J.
2
Coroneo, Laura
2
Corradi, Valentina
2
Corrado, Luisa
2
Dalla, Violetta
2
Demirbas, Dilek
2
Ding, Yashuang
2
Fuertes, Ana María
2
Giraitis, Liudas
2
Han, Chirok
2
Higson, C.
2
more ...
less ...
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion papers in economics
International economic review
The American journal of economics and sociology
Journal of econometrics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
Janeway Institute working paper series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion paper series / LSE Financial Markets Group
2
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics letters
1
Handbook of financial time series
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
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:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
7
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->