//--> //--> //--> //-->
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"
~person:"Dalla, Violetta"
~person:"Harvey, Andrew C."
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Palumbo, Dario"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Bayesian inference"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Statistischer Test"
~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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Bayesian inference
Cointegration
Heteroskedastizität
Kointegration
Prognoseverfahren
Statistischer Test
Time series analysis
USA
Zeitreihenanalyse
41
Theorie
19
Theory
19
Estimation
15
Schätzung
15
Forecasting model
11
Estimation theory
10
Schätztheorie
10
Volatility
7
Volatilität
7
Capital income
6
Kapitaleinkommen
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Regression analysis
4
Regressionsanalyse
4
Statistical test
4
Stochastic process
4
Stochastischer Prozess
4
Structural break
4
Strukturbruch
4
United States
4
Autocorrelation
3
Autokorrelation
3
Factor analysis
3
Faktorenanalyse
3
Panel
3
Panel study
3
more ...
less ...
Online availability
All
Free
41
Type of publication
All
Book / Working Paper
41
Type of publication (narrower categories)
All
Graue Literatur
34
Non-commercial literature
34
Arbeitspapier
24
Working Paper
24
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
41
Author
All
Dalla, Violetta
Harvey, Andrew C.
Linton, Oliver
Moon, Hyungsik R.
Palumbo, Dario
Pesaran, M. Hashem
Phillips, Peter C. B.
Onatski, Alexei
4
Pick, Andreas
4
Timmermann, Allan
4
Busetti, Fabio
3
Thiele, Stephen
3
Wang, Chen
3
Bailey, Natalia
2
Chen, Jia
2
Corrado, Luisa
2
Ding, Yashuang
2
Gao, Jiti
2
Higson, C.
2
Li, Degui
2
Rossi, Giuliano De
2
Satchell, Stephen
2
Weeks, Melvyn
2
Ahmed, Muhammad Farid
1
Andrès, Philippe
1
Ashby, Michael F.
1
Assenmacher-Wesche, Katrin
1
Assenmacher-Weschey, Katrin
1
Bhattacharjee, A.
1
Bu, Ruijun
1
Caivano, Michele
1
Carvalho, Vasco M.
1
Chakravarty, Tirthankar
1
Cheng, Tingting
1
Chudik, Alexander
1
Cristea, Radu Gabriel
1
Dijk, Herman K. van
1
Dong, Chaohua
1
Fan, Jijian
1
Friedman, Daniel
1
Gair, Jonathan
1
Hafner, Christian M.
1
Holly, Sean
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
7
University of Cambridge / Faculty of Economics
1
Published in...
All
Cambridge working papers in economics
Cowles Foundation discussion paper
83
Journal of econometrics
49
Cowles Foundation Discussion Paper
31
Econometric theory
26
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
13
DAE working paper
12
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
Econometric reviews
8
Journal of applied econometrics
7
CESifo Working Paper Series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The econometrics journal
5
Working paper
5
Discussion paper series / IZA
4
Economics letters
4
International journal of forecasting
4
Janeway Institute working paper series
4
Journal of empirical finance
4
The review of economic studies
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
An Elgar reference collection
3
CESifo Working Paper
3
Cowles Foundation paper
3
DNB working paper
3
Econometric Institute research papers
3
Econometrics papers
3
Journal of economic dynamics & control
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The international library of critical writings in econometrics
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
Cambridge-INET working papers
2
Celebrating Irving Fisher : the legacy of a great economist
2
Covid economics : vetted and real-time papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / LSE Financial Markets Group
2
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
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
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
3
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:
4
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:
5
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:
6
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
7
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
8
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->