//--> //--> //--> //-->
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 series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Koopman, Siem Jan"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~person:"Österholm, Pär"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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
Heteroskedastizität
Prognoseverfahren
Stochastic process
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
22
Theory
16
Estimation theory
6
Schätztheorie
6
Stochastischer Prozess
4
United States
4
Volatility
4
Volatilität
4
Estimation
3
Forecasting model
3
Schätzung
3
1970-1998
2
Bayes-Statistik
2
Bayesian VAR
2
Bayesian inference
2
Core
2
GARCH
2
Model selection
2
Scientific method
2
Time-varying parameters
2
VAR model
2
VAR-Modell
2
Wissenschaftliche Methode
2
Yield curve
2
Zinsstruktur
2
ARCH model
1
ARCH-Modell
1
Arbeitslosigkeit
1
Ausreißer
1
Band-pass filter
1
Business cycle
1
Capital income
1
EU countries
1
EU-Staaten
1
Econometrics
1
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Book / Working Paper
17
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
22
Author
All
Koopman, Siem Jan
Linton, Oliver
Robinson, Peter M.
Zaffaroni, Paolo
Österholm, Pär
Phillips, Peter C. B.
81
Chen, Xiaohong
10
Franses, Philip Hans
9
Hassler, Uwe
8
Yu, Jun
8
Hecq, Alain W. J.
6
Lieberman, Offer
6
Schmidt, Peter
6
Andrews, Donald W. K.
5
Lee, Junsoo
5
Leybourne, Stephen James
5
Magdalinos, Tassos
5
Peel, David
5
Sibbertsen, Philipp
5
Han, Chirok
4
Lütkepohl, Helmut
4
Ploberger, Werner
4
Wang, Qiying
4
Xiao, Zhijie
4
Caraiani, Petre
3
Chen, Zhanshou
3
Choi, In
3
Giraitis, Liudas
3
Gonzalo, Jesús
3
Harvey, Andrew C.
3
Harvey, David I.
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Liao, Zhipeng
3
Marinucci, Domenico
3
Newbold, Paul
3
Quah, Danny
3
Ruiz, Esther
3
Shin, Dong-wan
3
Shin, Yongcheol
3
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Discussion paper series / LSE Financial Markets Group
Economics letters
Suntory and Toyota International Centres for Economics and Related Disciplines
Discussion paper / Tinbergen Institute
102
Journal of econometrics
34
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
27
Econometric theory
12
Econometrics papers
11
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
International journal of forecasting
8
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Working paper
5
Applied economics
4
DNB working paper
4
Janeway Institute working paper series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
Tinbergen Institute Discussion Paper
4
Applied economics letters
3
Discussion paper / Center for Economic Research, Tilburg University
3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
Journal of applied econometrics
3
LSE STICERD Research Paper
3
The econometrics journal
3
The review of economic studies
3
Cambridge-INET working papers
2
De Nederlandsche Bank Working Paper
2
ECARES working paper
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Oxford statistical science series
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
A history of market performance : from ancient Babylonia to the modern world
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
3
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
4
Fat tails in leading indicators
Kiss, Tamás
;
Österholm, Pär
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
Saved in:
5
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
6
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
7
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001686083
Saved in:
8
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
9
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
10
Weak convergence of multivariate fractional processes
Marinucci, Domenico
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000991072
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->