//--> //--> //--> //-->
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"
~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Phillips, Peter C. B."
~person:"Sun, Yixiao"
~person:"Wang, Chen"
~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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Time series analysis
Zeitreihenanalyse
102
Theorie
54
Theory
54
Estimation theory
39
Schätztheorie
39
Einheitswurzeltest
19
Unit root test
19
Regression analysis
16
Regressionsanalyse
16
Cointegration
13
Kointegration
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Stochastic process
12
Stochastischer Prozess
12
Autocorrelation
11
Autokorrelation
11
Estimation
8
Schätzung
8
Statistical test
7
Statistischer Test
7
Forecasting model
6
Prognoseverfahren
6
Panel
5
Panel study
5
Statistical distribution
5
Statistische Verteilung
5
Business cycle
4
Correlation
4
Factor analysis
4
Faktorenanalyse
4
Heteroscedasticity
4
Konjunktur
4
Korrelation
4
Metal market
4
Metallmarkt
4
Modellierung
4
Scientific modelling
4
more ...
less ...
Online availability
All
Free
68
Type of publication
All
Book / Working Paper
100
Article
2
Type of publication (narrower categories)
All
Graue Literatur
72
Non-commercial literature
72
Arbeitspapier
64
Working Paper
64
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
102
Author
All
Andrews, Donald W. K.
Linton, Oliver
Moon, Hyungsik R.
Phillips, Peter C. B.
Sun, Yixiao
Wang, Chen
Harvey, Andrew C.
19
Pesaran, M. Hashem
12
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
Xiao, Zhijie
5
Gao, Jiti
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Timmermann, Allan
4
Wang, Qiying
4
Busetti, Fabio
3
Giraitis, Liudas
3
Jin, Sainan
3
Li, Degui
3
Liao, Zhipeng
3
Thiele, Stephen
3
Zivot, Eric
3
Andersen, Torben
2
Bailey, Natalia
2
Chen, Jia
2
Corrado, Luisa
2
Dalla, Violetta
2
Ding, Yashuang
2
Han, Chirok
2
Higson, C.
2
Hurvich, Clifford M.
2
Kheifets, Igor
2
Li, Qi
2
Lindner, Alexander M.
2
Mammen, Enno
2
Palumbo, Dario
2
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
43
Cowles Foundation Discussion Paper
33
Econometric theory
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Econometric reviews
7
Cambridge-INET working papers
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The econometrics journal
5
Janeway Institute working paper series
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 / Department of Economics, University of California San Diego
3
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion paper series / LSE Financial Markets Group
2
Economics letters
2
Essays in honor of Joon Y. Park : econometric theory
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
Working papers / Ryerson University, Department of Economics
2
CEA_372Cass working paper series
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
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
Econometrics papers
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
Journal of applied econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
102
Showing
1
-
10
of
102
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...
//-->