//--> //--> //-->
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"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
10
Zeitreihenanalyse
10
Theorie
6
Theory
6
Factor analysis
4
Faktorenanalyse
4
Cointegration
3
Estimation
3
Estimation theory
3
Forecasting model
3
Kointegration
3
Prognoseverfahren
3
Schätztheorie
3
Schätzung
3
Volatility
3
Volatilität
3
Börsenkurs
2
Market microstructure
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Share price
2
principal components
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
COVID-19
1
Capital income
1
Coronavirus
1
Correlation
1
Dependent microstructure noise
1
Dynamische Wirtschaftstheorie
1
EU countries
1
EU-Staaten
1
Economic dynamics
1
Euro area
1
Eurozone
1
Factor model
1
Frühindikator
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
1
Working Paper
1
Language
All
English
10
Author
All
Onatski, Alexei
4
Wang, Chen
3
Linton, Oliver
2
Ahmed, Muhammad Farid
1
Chen, Jia
1
Cristea, Radu Gabriel
1
Ding, Yashuang
1
Koo, Bonsoo
1
La Vecchia, Davide
1
Laeven, Roger J. A.
1
Li, Yu-Ning
1
Li, Z. Merrick
1
Satchell, Stephen
1
Vellekoop, Michel
1
more ...
less ...
Published in...
All
Cambridge-INET working papers
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
403
Journal of forecasting
331
Discussion paper / Tinbergen Institute
322
Applied economics
321
Econometric theory
316
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
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
187
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
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
Finance research letters
98
The econometrics journal
95
Physica A: Statistical Mechanics and its Applications
93
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
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area
Cristea, Radu Gabriel
-
2020
Persistent link: https://www.econbiz.de/10013206467
Saved in:
3
Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206474
Saved in:
4
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
5
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
6
Some dynamic and steady-state properties of threshold autoregressions with applications to stationarity and local explosivity
Ahmed, Muhammad Farid
;
Satchell, Stephen
-
2019
-
This version: February 21, 2019
Persistent link: https://www.econbiz.de/10012698700
Saved in:
7
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
8
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise
Onatski, Alexei
-
2018
-
This draft: August, 2007
Persistent link: https://www.econbiz.de/10012667616
Saved in:
9
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
10
Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei
;
Wang, Chen
-
2016
Persistent link: https://www.econbiz.de/10011538884
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->