//--> //--> //--> //-->
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"
~person:"Dalla, Violetta"
~person:"Li, Degui"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~source:"econis"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
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
Time series analysis
Zeitreihenanalyse
94
Theorie
50
Theory
50
Estimation theory
35
Schätztheorie
35
Einheitswurzeltest
19
Unit root test
19
Regression analysis
15
Regressionsanalyse
15
Cointegration
12
Kointegration
12
Stochastic process
12
Stochastischer Prozess
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Autocorrelation
10
Autokorrelation
10
Estimation
8
Schätzung
8
Statistical test
7
Statistischer Test
7
Forecasting model
5
Panel
5
Panel study
5
Prognoseverfahren
5
Statistical distribution
5
Statistische Verteilung
5
Heteroscedasticity
4
Metal market
4
Metallmarkt
4
Modellierung
4
Scientific modelling
4
USA
4
United States
4
Volatility
4
Volatilität
4
Bayes-Statistik
3
Bayesian inference
3
more ...
less ...
Online availability
All
Free
65
Type of publication
All
Book / Working Paper
93
Article
1
Type of publication (narrower categories)
All
Graue Literatur
70
Non-commercial literature
70
Arbeitspapier
63
Working Paper
63
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
94
Author
All
Dalla, Violetta
Li, Degui
Linton, Oliver
Phillips, Peter C. B.
Harvey, Andrew C.
19
Pesaran, M. Hashem
12
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Gao, Jiti
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Sun, Yixiao
4
Timmermann, Allan
4
Wang, Qiying
4
Busetti, Fabio
3
Jin, Sainan
3
Liao, Zhipeng
3
Thiele, Stephen
3
Wang, Chen
3
Bailey, Natalia
2
Chen, Jia
2
Corrado, Luisa
2
Ding, Yashuang
2
Giraitis, Liudas
2
Han, Chirok
2
Higson, C.
2
Kheifets, Igor
2
Li, Qi
2
Moon, Hyungsik R.
2
Palumbo, Dario
2
Peel, David
2
Rossana, Robert J.
2
Rossi, Giuliano De
2
Sabzikar, Farzad
2
Satchell, Stephen
2
more ...
less ...
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
Journal of econometrics
41
Cowles Foundation Discussion Paper
31
Econometric theory
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Econometric reviews
8
The econometrics journal
5
Janeway Institute working paper series
4
School of Economics working papers / The University of Adelaide, School of Economics
4
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Cowles Foundation paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers in economics
3
Econometrics papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of California San Diego
2
Economics letters
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
CEA_372Cass working paper series
1
CREATES research paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
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 financial time series
1
Journal of applied econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
94
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
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:
9
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:
10
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
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...
//-->