//--> //--> //--> //-->
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"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"Dalla, Violetta"
~person:"Gao, Jiti"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Stochastic process"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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
| 23 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Heteroskedastizität
Kointegration
Prognoseverfahren
Regressionsanalyse
Stochastic process
Time series analysis
USA
Zeitreihenanalyse
69
Estimation theory
32
Schätztheorie
32
Theorie
31
Theory
31
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Einheitswurzeltest
12
Unit root test
12
Regression analysis
10
Forecasting model
8
Statistical test
8
Statistischer Test
8
Estimation
7
Panel
7
Panel study
7
Schätzung
7
Cointegration
6
Nichtlineare Regression
6
Nonlinear regression
6
Stochastischer Prozess
6
Multivariate Analyse
5
Multivariate analysis
5
Endogeneity
4
Nonparametric regression
4
United States
4
Autoregression
3
Stochastic unit root
3
Welt
3
World
3
Bubbles
2
Börsenkurs
2
Climate change
2
Diffusion
2
more ...
less ...
Online availability
All
Undetermined
27
Free
3
Type of publication
All
Article
64
Book / Working Paper
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Graue Literatur
91
Non-commercial literature
91
Arbeitspapier
83
Working Paper
83
Article in journal
69
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
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Taylor, Robert
21
Koop, Gary
12
Leybourne, Stephen James
12
Xiao, Zhijie
11
Robinson, Peter M.
10
Hallin, Marc
9
Harvey, David I.
9
Park, Joon Y.
9
Swanson, Norman R.
9
Harvey, Andrew C.
8
Koopman, Siem Jan
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Andersen, Torben
7
Hong, Yongmiao
7
Li, Jia
7
Patton, Andrew J.
7
Perron, Pierre
7
Velasco, Carlos
7
Yu, Jun
7
Zakoïan, Jean-Michel
7
Bollerslev, Tim
6
Chambers, Marcus J.
6
Chen, Rong
6
Francq, Christian
6
Horváth, Lajos
6
Kapetanios, George
6
Li, Qi
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Tauchen, George Eugene
6
Zhang, Xinyu
6
Baillie, Richard
5
Barigozzi, Matteo
5
Breitung, Jörg
5
more ...
less ...
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
Econometric theory
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Econometric reviews
11
The econometrics journal
6
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economics letters
4
The review of economic studies
3
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
International journal of forecasting
1
Journal of applied economics
1
Journal of economic dynamics & control
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
Practical issues in cointegration analysis
1
Special issue on new developments in time series econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Global temperatures and greenhouse gases : a common features approach
Li, Chen
;
Gao, Jiti
;
Vahid, Farshid
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 240-254
Persistent link: https://www.econbiz.de/10013463801
Saved in:
3
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
5
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:
6
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:
7
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
8
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
9
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
10
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->