//--> //--> //--> //-->
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-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Phillips, Peter C. B."
~person:"Sul, Donggyu"
~subject:"Forecasting model"
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Modellierung"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"United States"
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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Heteroscedasticity
Heteroskedastizität
Modellierung
Theory
Time series analysis
United States
Zeitreihenanalyse
92
Theorie
51
Estimation theory
32
Schätztheorie
32
Einheitswurzeltest
20
Unit root test
20
Regression analysis
14
Regressionsanalyse
14
Stochastic process
12
Stochastischer Prozess
12
Cointegration
11
Kointegration
11
Autocorrelation
10
Autokorrelation
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Estimation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Statistical distribution
5
Statistische Verteilung
5
Metal market
4
Metallmarkt
4
Panel
4
Panel study
4
Prognoseverfahren
4
Scientific modelling
4
USA
4
Volatility
4
Volatilität
4
Bayes-Statistik
3
Bayesian inference
3
Boosting
3
Business cycle
3
more ...
less ...
Online availability
All
Free
61
Type of publication
All
Book / Working Paper
89
Article
3
Type of publication (narrower categories)
All
Graue Literatur
68
Non-commercial literature
68
Arbeitspapier
62
Working Paper
62
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
92
Author
All
Linton, Oliver
Peel, David
Phillips, Peter C. B.
Sul, Donggyu
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
Andrews, Donald W. K.
4
Onatski, Alexei
4
Ploberger, Werner
4
Sun, Yixiao
4
Wang, Qiying
4
Xiao, Zhijie
4
Jin, Sainan
3
Li, Degui
3
Liao, Zhipeng
3
Wang, Chen
3
Chen, Jia
2
Dalla, Violetta
2
Ding, Yashuang
2
Gao, Jiti
2
Giraitis, Liudas
2
Han, Chirok
2
Kheifets, Igor
2
Li, Qi
2
Moon, Hyungsik R.
2
Rossana, Robert J.
2
Sabzikar, Farzad
2
Schmidt, Peter
2
Shi, Zhentao
2
Sims, Christopher A.
2
Solo, Victor
2
Su, Liangjun
2
Yi, Yanping
2
Zivot, Eric
2
Ahmed, Muhammad Farid
1
Alam, Ila M. Semenick
1
Andersen, Torben
1
Ashby, Michael F.
1
more ...
less ...
Published in...
All
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
Janeway Institute working paper series
Journal of econometrics
39
Cowles Foundation Discussion Paper
31
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Economics letters
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Econometric reviews
7
Applied economics
5
The econometrics journal
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
Working papers / Lancaster University Management School
3
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
3
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
Economica
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of international money and finance
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 review of economic studies
2
Applied economics letters
1
Applied financial economics
1
CEA_372Cass working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of Canterbury
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
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...
//-->