//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrics papers"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Harvey, Andrew C."
~person:"Leybourne, Stephen James"
~person:"Linton, Oliver"
~person:"Onatski, Alexei"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Wang, Qiying"
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"USA"
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
Time series analysis
USA
Zeitreihenanalyse
180
Theorie
96
Theory
96
Estimation theory
59
Schätztheorie
59
Einheitswurzeltest
28
Unit root test
28
Regression analysis
26
Estimation
25
Schätzung
25
Stochastic process
23
Stochastischer Prozess
23
Cointegration
20
Forecasting model
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
United States
15
Statistical test
14
Statistischer Test
14
Autocorrelation
12
Autokorrelation
12
Statistical distribution
11
Statistische Verteilung
11
Volatility
11
Volatilität
11
Structural break
10
Strukturbruch
10
Correlation
8
Korrelation
8
Kapitaleinkommen
7
ARCH model
6
ARCH-Modell
6
Bayes-Statistik
6
Bayesian inference
6
more ...
less ...
Online availability
All
Free
108
Undetermined
6
Type of publication
All
Book / Working Paper
134
Article
46
Type of publication (narrower categories)
All
Graue Literatur
105
Non-commercial literature
105
Arbeitspapier
94
Working Paper
94
Article in journal
54
Aufsatz in Zeitschrift
54
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
180
Author
All
Dalla, Violetta
Harvey, Andrew C.
Leybourne, Stephen James
Linton, Oliver
Onatski, Alexei
Pesaran, M. Hashem
Phillips, Peter C. B.
Wang, Qiying
Robinson, Peter M.
16
Chen, Xiaohong
11
Hidalgo, Javier
11
Taylor, Robert
11
Gao, Jiti
10
Lieberman, Offer
9
Saikkonen, Pentti
8
Xiao, Zhijie
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Busetti, Fabio
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Perron, Pierre
6
Vogelsang, Timothy J.
6
Giraitis, Liudas
5
Harris, David
5
Jong, Robert M. de
5
Koop, Gary
5
Li, Qi
5
Timmermann, Allan
5
Andrews, Donald W. K.
4
Bailey, Natalia
4
Chan, Ngai Hang
4
Dijk, Herman K. van
4
Grégoir, Stéphane
4
Han, Chirok
4
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
7
Forschungsinstitut zur Zukunft der Arbeit
1
University of Cambridge / Faculty of Economics
1
Published in...
All
Cambridge working papers in economics
Cowles Foundation discussion paper
Discussion paper series / IZA
Econometric theory
Econometrics papers
International economic review
Journal of applied econometrics
The American journal of economics and sociology
Journal of econometrics
61
Cowles Foundation Discussion Paper
31
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
DAE working paper
12
Econometric reviews
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Economics letters
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
8
The econometrics journal
7
An Elgar reference collection
6
CESifo Working Paper Series
6
Cambridge-INET working papers
6
Journal of empirical finance
6
Oxford bulletin of economics and statistics
6
The international library of critical writings in econometrics
5
Working paper
5
Applied economics
4
International journal of forecasting
4
Janeway Institute working paper series
4
The review of economic studies
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
Econometric Institute research papers
3
Journal of economic dynamics & control
3
Journal of forecasting
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
Advanced texts in econometrics
2
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
more ...
less ...
Source
All
ECONIS (ZBW)
180
Showing
1
-
10
of
180
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
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:
4
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:
5
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:
6
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:
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/10013464259
Saved in:
8
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:
9
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
10
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
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...
//-->