//--> //--> //--> //-->
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:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~person:"Abeysinghe, Tilak"
~person:"Linton, Oliver"
~person:"Lütkepohl, Helmut"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~person:"Ōgaki, Masao"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
26
Theory
15
Estimation theory
11
Schätztheorie
11
Estimation
7
Schätzung
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Forecasting model
4
Volatility
4
Volatilität
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Heteroscedasticity
3
Share price
3
United States
3
VAR model
3
VAR-Modell
3
Welt
3
World
3
1970-1998
2
Aktienmarkt
2
Autocorrelation
2
Autokorrelation
2
Capital income
2
Causality analysis
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Kausalanalyse
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure noise
2
Panel
2
more ...
less ...
Online availability
All
Free
10
Undetermined
3
Type of publication
All
Article
13
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
4
Working Paper
4
Language
All
English
26
Author
All
Abeysinghe, Tilak
Linton, Oliver
Lütkepohl, Helmut
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Ōgaki, Masao
Harvey, Andrew C.
19
Pesaran, M. Hashem
14
Franses, Philip Hans
9
Hassler, Uwe
8
Hecq, Alain W. J.
6
Timmermann, Allan
6
Lee, Junsoo
5
Leybourne, Stephen James
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Busetti, Fabio
4
Onatski, Alexei
4
Pick, Andreas
4
Caraiani, Petre
3
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Hafner, Christian M.
3
Harvey, David I.
3
Kapetanios, George
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Massacci, Daniele
3
Quah, Danny
3
Ruiz, Esther
3
Shin, Dong-wan
3
Shin, Yongcheol
3
Su, Jen-je
3
Thiele, Stephen
3
Wang, Chen
3
Wang, Shaoping
3
Weber, Enzo
3
Wright, Jonathan H.
3
Yang, Minxian
3
more ...
less ...
Published in...
All
Cambridge working papers in economics
Discussion paper series / LSE Financial Markets Group
Economics letters
Journal of econometrics
34
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Econometric theory
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Econometrics papers
11
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Discussion papers of interdisciplinary research project 373
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
EUI working paper
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Rochester Center for Economic Research working paper
6
SFB 649 discussion paper
6
CESifo working papers
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
DIW Berlin Discussion Paper
4
International journal of forecasting
4
Janeway Institute working paper series
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
An Elgar reference collection
3
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of economic dynamics & control
3
LSE STICERD Research Paper
3
The econometrics journal
3
The review of economic studies
3
Themes in modern econometrics
3
A companion to economic forecasting
2
Cambridge-INET working papers
2
ECARES working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
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:
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
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:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
7
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
8
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
9
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:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->