//--> //--> //--> //-->
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"
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:"Time series analysis"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
62
Zeitreihenanalyse
62
Theorie
31
Theory
31
Estimation
20
Schätzung
20
Forecasting model
16
Prognoseverfahren
16
Estimation theory
13
Schätztheorie
13
Volatility
11
Volatilität
11
Börsenkurs
8
Capital income
8
Kapitaleinkommen
8
Share price
8
ARCH model
7
ARCH-Modell
7
Cointegration
7
Kointegration
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Factor analysis
6
Faktorenanalyse
6
Regression analysis
6
Regressionsanalyse
6
Statistical distribution
6
Statistical test
6
Statistische Verteilung
6
Statistischer Test
6
Structural break
5
Strukturbruch
5
Autocorrelation
4
Autokorrelation
4
Correlation
4
Korrelation
4
Panel
4
Panel study
4
Robust statistics
4
Robustes Verfahren
4
more ...
less ...
Online availability
All
Free
62
Type of publication
All
Book / Working Paper
62
Type of publication (narrower categories)
All
Graue Literatur
50
Non-commercial literature
50
Arbeitspapier
35
Working Paper
35
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
62
Author
All
Harvey, Andrew C.
19
Pesaran, M. Hashem
12
Linton, Oliver
9
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
Palumbo, Dario
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
10
University of Cambridge / Faculty of Economics
1
Published in...
All
Cambridge working papers in economics
Journal of econometrics
674
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
322
Applied economics
321
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
221
Econometric reviews
220
Energy economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
186
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Computational economics
135
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Physica A: Statistical Mechanics and its Applications
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
Finance research letters
98
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
CAMA working paper series
76
The North American journal of economics and finance : a journal of financial economics studies
76
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
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
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
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
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:
7
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
8
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:
9
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->