//--> //--> //--> //-->
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:"Handbook of financial time series"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~person:"Andrews, Donald W. K."
~person:"Francq, Christian"
~person:"Leybourne, Stephen James"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Regressionsanalyse"
~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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Regressionsanalyse
Time series analysis
Zeitreihenanalyse
156
Theorie
74
Theory
74
Estimation theory
70
Schätztheorie
70
Einheitswurzeltest
34
Unit root test
34
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Regression analysis
23
Stochastic process
21
Stochastischer Prozess
21
Cointegration
16
Kointegration
16
Autocorrelation
13
Autokorrelation
13
Estimation
13
Schätzung
13
Statistical test
12
Statistischer Test
12
Panel
10
Panel study
10
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Structural break
8
Strukturbruch
8
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Heteroscedasticity
6
Nichtlineare Regression
6
Nonlinear regression
6
Börsenkurs
5
Correlation
5
more ...
less ...
Online availability
All
Free
64
Undetermined
24
Type of publication
All
Book / Working Paper
98
Article
58
Type of publication (narrower categories)
All
Graue Literatur
69
Non-commercial literature
69
Arbeitspapier
62
Working Paper
62
Article in journal
60
Aufsatz in Zeitschrift
60
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
more ...
less ...
Language
All
English
156
Author
All
Andrews, Donald W. K.
Francq, Christian
Leybourne, Stephen James
Linton, Oliver
Phillips, Peter C. B.
Harvey, Andrew C.
24
Chen, Xiaohong
19
Pesaran, M. Hashem
18
Taylor, Robert
18
Xiao, Zhijie
15
Robinson, Peter M.
13
Yu, Jun
13
Gao, Jiti
11
Koop, Gary
10
Lieberman, Offer
10
Andersen, Torben
9
Hallin, Marc
9
Park, Joon Y.
9
Hong, Yongmiao
8
Li, Jia
8
Magdalinos, Tassos
8
Perron, Pierre
8
Sun, Yixiao
8
Swanson, Norman R.
8
Timmermann, Allan
8
Todorov, Viktor
8
Harvey, David I.
7
Koopman, Siem Jan
7
Patton, Andrew J.
7
Pick, Andreas
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Wang, Qiying
7
Zakoïan, Jean-Michel
7
Bollerslev, Tim
6
Chen, Rong
6
Giraitis, Liudas
6
Horváth, Lajos
6
Li, Degui
6
Li, Qi
6
Liao, Zhipeng
6
more ...
less ...
Published in...
All
Cambridge working papers in economics
Cowles Foundation discussion paper
Handbook of financial time series
International economic review
Journal of econometrics
The review of economic studies
Econometric theory
33
Cowles Foundation Discussion Paper
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Econometric reviews
10
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Economics letters
7
Oxford bulletin of economics and statistics
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
The econometrics journal
6
Applied economics
4
Janeway Institute working paper series
4
Journal of empirical finance
4
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
An Elgar reference collection
3
Cowles Foundation paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Cambridge-INET working papers
2
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
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Journal of applied econometrics
2
Journal of time series econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The American journal of economics and sociology
2
The international library of critical writings in econometrics
2
CEA_372Cass working paper series
1
CREDIT research paper
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
more ...
less ...
Source
All
ECONIS (ZBW)
156
Showing
1
-
10
of
156
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...
//-->