//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~subject:"Autoregression"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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
Autoregression
Heteroskedastizität
Kointegration
Prognoseverfahren
Regressionsanalyse
Time series analysis
USA
Zeitreihenanalyse
148
Theorie
72
Theory
72
Estimation theory
59
Schätztheorie
59
Einheitswurzeltest
34
Unit root test
34
Regression analysis
23
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Stochastic process
19
Stochastischer Prozess
19
Estimation
18
Schätzung
18
Forecasting model
17
Statistical test
17
Statistischer Test
17
Cointegration
15
Autocorrelation
12
Autokorrelation
12
Structural break
12
Strukturbruch
12
Volatility
9
Volatilität
9
Heteroscedasticity
8
Panel
8
Panel study
8
Correlation
7
Korrelation
7
Nichtlineare Regression
7
Nonlinear regression
7
United States
7
Multivariate Analyse
6
Multivariate analysis
6
more ...
less ...
Online availability
All
Free
74
Undetermined
27
Type of publication
All
Book / Working Paper
83
Article
65
Type of publication (narrower categories)
All
Article in journal
Working Paper
Graue Literatur
86
Non-commercial literature
86
Arbeitspapier
78
Aufsatz in Zeitschrift
70
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
more ...
less ...
Language
All
English
148
Author
All
Dalla, Violetta
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Taylor, Robert
McAleer, Michael
25
Kapetanios, George
22
Harvey, Andrew C.
20
Yu, Jun
20
Chen, Xiaohong
19
Franses, Philip Hans
18
Leybourne, Stephen James
15
Xiao, Zhijie
15
Koop, Gary
13
Giraitis, Liudas
11
Gao, Jiti
10
Harvey, David I.
10
Hassler, Uwe
10
Lieberman, Offer
10
Park, Joon Y.
10
Robinson, Peter M.
10
Baillie, Richard
9
Gonzalo, Jesús
9
Hallin, Marc
9
Hecq, Alain W. J.
9
Li, Jia
9
Marcellino, Massimiliano
9
Schmidt, Peter
9
Swanson, Norman R.
9
Blazsek, Szabolcs
8
Escribano, Álvaro
8
Koopman, Siem Jan
8
Lütkepohl, Helmut
8
Magdalinos, Tassos
8
Perron, Pierre
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Österholm, Pär
8
Chang, Chia-Lin
7
Hong, Yongmiao
7
Piger, Jeremy Max
7
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
1
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Economics letters
Journal of econometrics
Working paper
Econometric theory
35
CESifo working papers
16
Econometric reviews
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
DAE working paper
12
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
The econometrics journal
7
Journal of empirical finance
6
CREATES research paper
5
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
Discussion paper series / IZA
4
Queen's Economics Department working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
DNB working paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers / Department of Economics, University of Copenhagen
3
Discussion papers in economics
3
Econometrics papers
3
The review of economic studies
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of California San Diego
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
CEA_372Cass working paper series
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
more ...
less ...
Source
All
ECONIS (ZBW)
148
Showing
1
-
10
of
148
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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/10013542193
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/10013542210
Saved in:
8
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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...
//-->