//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
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:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Zeitreihenanalyse
1,053
Time series analysis
1,042
Theorie
460
Theory
460
Estimation theory
379
Schätztheorie
379
Estimation
187
Schätzung
186
Volatility
176
Volatilität
176
Forecasting model
171
Prognoseverfahren
171
Nichtparametrisches Verfahren
100
Nonparametric statistics
100
Stochastic process
94
Stochastischer Prozess
94
Cointegration
93
Oil price
82
Ölpreis
82
Einheitswurzeltest
80
Unit root test
80
ARCH model
74
ARCH-Modell
74
Statistical test
74
Statistischer Test
74
VAR model
71
VAR-Modell
71
Regression analysis
69
Regressionsanalyse
69
Börsenkurs
61
Share price
61
Factor analysis
58
Faktorenanalyse
58
State space model
58
Zustandsraummodell
58
Autocorrelation
56
Autokorrelation
56
Capital income
54
Kapitaleinkommen
54
more ...
less ...
Online availability
All
Undetermined
42
Free
10
Type of publication
All
Article
79
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
91
Author
All
Phillips, Peter C. B.
14
Gao, Jiti
3
Wang, Qiying
3
Xiao, Zhijie
3
Balcilar, Mehmet
2
Chambers, Marcus J.
2
Chen, Xiaohong
2
Gupta, Rangan
2
Hualde, Javier
2
Johansen, Søren
2
Kheifets, Igor L.
2
Kongsted, Hans Christian
2
Li, Degui
2
Magdalinos, Tassos
2
Mishra, Tapas
2
Parhi, Mamata
2
Paruolo, Paolo
2
Rahbek, Anders
2
Robinson, Peter M.
2
Sephton, Peter S.
2
Stern, David I.
2
Taylor, Robert
2
Velasco, Carlos
2
Wang, Bo
2
Aghababa, Hajar
1
Alam, Khorshed
1
Andrade, Philippe
1
Arčabić, Vladimir
1
Asafu-Adjaye, John
1
Aslan, Alper
1
Avarucci, Marco
1
Bacchi, Mirian Rumenos Piedade
1
Bagnai, Alberto
1
Barigozzi, Matteo
1
Barnett, William A.
1
Berenguer-Rico, Vanessa
1
Bjerregaard, Casper
1
Boswijk, Herman Peter
1
Bravo Caro, José Manuel
1
Bruneau, Catherine
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Discussion paper
Energy economics
Journal of econometrics
Economic modelling
41
Applied economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
27
Economics letters
25
Econometric theory
24
CESifo working papers
23
Econometric reviews
21
The empirical economics letters : a monthly international journal of economics
21
International journal of forecasting
19
Discussion papers / Department of Economics, University of Copenhagen
18
International journal of economics and financial issues : IJEFI
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrics : open access journal
16
CREATES research paper
15
Economics and finance working paper series
13
Modern economy
12
Working paper
12
Business and Economic Research : BER
11
Journal of economic surveys
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Discussion papers of interdisciplinary research project 373
10
Journal of macroeconomics
10
Oxford bulletin of economics and statistics
10
The North American journal of economics and finance : a journal of financial economics studies
10
The econometrics journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CBN journal of applied statistics
9
Cogent economics & finance
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion paper / Tinbergen Institute
9
International journal of economics and finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Research in international business and finance
9
SpringerLink / Bücher
9
Computational economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
2
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
5
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
6
The influence of electricity prices on saving electricity in production : automated multivariate time-series analyses for 99 Danish trades and industries
Bjerregaard, Casper
;
Møller, Niels Framroze
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202435
Saved in:
7
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
8
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
9
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
10
An automated approach towards sparse single-equation cointegration modelling
Smeekes, Stephan
;
Wijler, Etienne
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10012618835
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...
//-->