//--> //--> //--> //-->
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 theory"
~isPartOf:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"Working paper"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Efficient market hypothesis"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
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
| 20 applied filters
Year of publication
From:
To:
Subject
All
Efficient market hypothesis
Heteroskedastizität
Kointegration
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
32
Theorie
17
Theory
17
Estimation theory
12
Schätztheorie
12
Regression analysis
7
Regressionsanalyse
7
Einheitswurzeltest
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Stochastic process
6
Stochastischer Prozess
6
Unit root test
6
Cointegration
3
United States
3
Fisher effect
2
Fisher-Effekt
2
Induktive Statistik
2
Real interest rate
2
Realzins
2
Statistical inference
2
08.10.1993
1
1934-1997
1
1954-1992
1
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Business cycle
1
Core
1
Economic growth
1
Effizienzmarkthypothese
1
Estimating signs
1
Estimation
1
GARCH
1
Impact effects
1
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
Book / Working Paper
109
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
32
Author
All
Dalla, Violetta
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Lütkepohl, Helmut
12
Taylor, Robert
12
Leybourne, Stephen James
11
Chambers, Marcus J.
10
Franses, Philip Hans
10
Hassler, Uwe
10
Hong, Yongmiao
9
Saikkonen, Pentti
8
Peel, David
7
Perron, Pierre
7
Vogelsang, Timothy J.
7
Cavaliere, Giuseppe
6
Choi, In
6
Gao, Jiti
6
Hecq, Alain W. J.
6
Johansen, Søren
6
Lee, Junsoo
6
Robinson, Peter M.
6
Schmidt, Peter
6
Aoki, Masanao
5
Chan, Joshua
5
Harris, David
5
Harvey, David I.
5
Jong, Robert M. de
5
Li, Qi
5
McCabe, Brendan Peter Martin
5
Nielsen, Morten Ørregaard
5
Park, Joon Y.
5
Sibbertsen, Philipp
5
Breitung, Jörg
4
Chan, Ngai Hang
4
Diebold, Francis X.
4
Gonzalo, Jesús
4
Grégoir, Stéphane
4
Han, Chirok
4
Harvey, Andrew C.
4
Hidalgo, Javier
4
Iacone, Fabrizio
4
more ...
less ...
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Econometric theory
Economics letters
International economic review
Journal of economic dynamics & control
The American journal of economics and sociology
Working paper
Journal of econometrics
43
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
8
Journal of applied econometrics
5
The econometrics journal
4
Journal of empirical finance
3
The review of economic studies
3
Celebrating Irving Fisher : the legacy of a great economist
2
Quantitative economics : QE ; journal of the Econometric Society
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic growth
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Journal of the American Statistical Association : JASA
1
National Institute economic review
1
New Zealand economic papers
1
Oxford bulletin of economics and statistics
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Practical issues in cointegration analysis
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
Time series analysis : in memory of E. J. Hannan
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
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
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
5
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
6
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
7
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
8
Signs of impact effects in time series regression models
Pesaran, M. Hashem
;
Smith, Ron
- In:
Economics letters
122
(
2014
)
2
,
pp. 150-153
Persistent link: https://www.econbiz.de/10010395246
Saved in:
9
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
10
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->