//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"International economic review"
~isPartOf:"Physica A: Statistical Mechanics and its Applications"
~isPartOf:"The American journal of economics and sociology"
~subject:"Heteroskedastizität"
~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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
417
Theorie
241
Theory
241
Estimation theory
148
Schätztheorie
148
Estimation
67
Schätzung
67
Einheitswurzeltest
51
Unit root test
51
Volatility
49
Volatilität
49
Forecasting model
48
Stochastic process
44
Stochastischer Prozess
44
Cointegration
42
Kointegration
41
Statistical test
41
Statistischer Test
41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Autocorrelation
33
Autokorrelation
33
United States
31
Regression analysis
28
Regressionsanalyse
28
Nichtlineare Regression
27
Nonlinear regression
27
ARCH model
24
ARCH-Modell
24
Modellierung
22
Scientific modelling
22
Capital income
20
Kapitaleinkommen
20
Panel
20
Panel study
20
State space model
18
Statistical theory
18
more ...
less ...
Online availability
All
Undetermined
170
Free
138
Type of publication
All
Article
323
Book / Working Paper
170
Type of publication (narrower categories)
All
Article in journal
253
Aufsatz in Zeitschrift
253
Graue Literatur
130
Non-commercial literature
130
Arbeitspapier
114
Working Paper
114
Collection of articles of several authors
3
Sammelwerk
3
Rezension
2
Case study
1
Conference proceedings
1
Fallstudie
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
417
Undetermined
76
Author
All
Phillips, Peter C. B.
90
Harvey, Andrew C.
19
Pesaran, M. Hashem
13
Linton, Oliver
12
Chen, Xiaohong
9
Dagum, Estela Bee
7
Gao, Jiti
7
Lieberman, Offer
7
Taylor, Robert
7
Teräsvirta, Timo
7
Yu, Jun
7
Maasoumi, Esfandiar
6
Magdalinos, Tassos
6
Spanos, Aris
6
Kilian, Lutz
5
Wang, Qiying
5
Xiao, Zhijie
5
Andreou, Elena
4
Andrews, Donald W. K.
4
Franses, Philip Hans
4
Jin, Sainan
4
Kantelhardt, Jan W.
4
Kapetanios, George
4
Li, Degui
4
Li, Qi
4
McAleer, Michael
4
McElroy, Tucker
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Sun, Yixiao
4
Timmermann, Allan
4
Alfi, V.
3
Ashley, Richard A.
3
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Busetti, Fabio
3
Carpi, Laura C.
3
Cavaliere, Giuseppe
3
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
10
University of Cambridge / Faculty of Economics
1
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Econometric reviews
International economic review
Physica A: Statistical Mechanics and its Applications
The American journal of economics and sociology
Journal of econometrics
672
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
198
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
175
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
160
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
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Econometrics : open access journal
106
Journal of empirical finance
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
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
84
International review of economics & finance : IREF
84
EUI working paper / ECO
83
Finance research letters
83
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
more ...
less ...
Source
All
ECONIS (ZBW)
417
RePEc
76
Showing
11
-
20
of
493
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
12
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
13
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:
14
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
15
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:
16
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
17
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
18
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
19
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
20
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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...
//-->