//--> //--> //--> //-->
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:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"Working paper"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"Dalla, Violetta"
~person:"Gao, Jiti"
~person:"Horváth, Lajos"
~person:"Linton, Oliver"
~person:"Magdalinos, Tassos"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
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
| 17 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
193
Zeitreihenanalyse
193
Theorie
95
Theory
95
Estimation theory
74
Schätztheorie
74
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Einheitswurzeltest
33
Unit root test
33
Regression analysis
28
Regressionsanalyse
28
Statistical test
23
Statistischer Test
23
Cointegration
21
Kointegration
21
Stochastic process
21
Stochastischer Prozess
21
Forecasting model
20
Prognoseverfahren
20
Estimation
19
Schätzung
19
Autocorrelation
14
Autokorrelation
14
Panel
12
Panel study
12
USA
12
United States
12
Nichtlineare Regression
11
Nonlinear regression
11
Volatility
9
Volatilität
9
Multivariate Analyse
8
Multivariate analysis
8
Correlation
7
Heteroscedasticity
7
Heteroskedastizität
7
Korrelation
7
VAR model
7
VAR-Modell
7
more ...
less ...
Online availability
All
Free
91
Undetermined
29
Type of publication
All
Book / Working Paper
121
Article
72
Type of publication (narrower categories)
All
Graue Literatur
96
Non-commercial literature
96
Arbeitspapier
88
Working Paper
88
Article in journal
76
Aufsatz in Zeitschrift
76
Collection of articles of several authors
2
Conference paper
2
Festschrift
2
Konferenzbeitrag
2
Sammelwerk
2
more ...
less ...
Language
All
English
Author
All
Chen, Xiaohong
Dalla, Violetta
Gao, Jiti
Horváth, Lajos
Linton, Oliver
Magdalinos, Tassos
Pesaran, M. Hashem
Phillips, Peter C. B.
McAleer, Michael
25
Harvey, Andrew C.
24
Kapetanios, George
22
Taylor, Robert
21
Yu, Jun
18
Xiao, Zhijie
15
Koop, Gary
13
Leybourne, Stephen James
12
Giraitis, Liudas
11
Lieberman, Offer
10
Robinson, Peter M.
10
Baillie, Richard
9
Franses, Philip Hans
9
Hallin, Marc
9
Harvey, David I.
9
Li, Jia
9
Park, Joon Y.
9
Swanson, Norman R.
9
Andersen, Torben
8
Blazsek, Szabolcs
8
Bollerslev, Tim
8
Escribano, Álvaro
8
Koopman, Siem Jan
8
Marcellino, Massimiliano
8
Sun, Yixiao
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Caporin, Massimiliano
7
Chang, Chia-Lin
7
Engsted, Tom
7
Gonzalo, Jesús
7
Hong, Yongmiao
7
Patton, Andrew J.
7
Perron, Pierre
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
International economic review
Journal of econometrics
Journal of empirical finance
The American journal of economics and sociology
Working paper
Working paper / Department of Econometrics and Business Statistics, Monash University
55
Cowles Foundation Discussion Paper
35
Econometric theory
35
CESifo working papers
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Econometric reviews
12
DAE working paper
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
School of Economics working papers / The University of Adelaide, School of Economics
7
The econometrics journal
7
CESifo Working Paper Series
6
Journal of applied econometrics
5
Discussion paper series / IZA
4
Economics letters
4
Janeway Institute working paper series
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
CESifo Working Paper
3
Cowles Foundation paper
3
DNB working paper
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion paper series / LSE Financial Markets Group
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
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion papers / Department of Economics, University of California San Diego
2
Discussion papers of interdisciplinary research project 373
2
Essays in honor of Joon Y. Park : econometric theory
2
IEPR Working Paper
2
IZA Discussion Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
193
Showing
1
-
10
of
193
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
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
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:
5
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:
6
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:
7
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
8
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
9
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:
10
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:
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...
//-->