//--> //--> //--> //-->
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:"International economic review"
~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Time series analysis
Zeitreihenanalyse
89
Theorie
48
Theory
48
Estimation theory
33
Schätztheorie
33
Einheitswurzeltest
19
Unit root test
19
Regression analysis
13
Regressionsanalyse
13
Stochastic process
11
Stochastischer Prozess
11
Cointegration
10
Kointegration
10
Autocorrelation
9
Autokorrelation
9
Statistical test
7
Statistischer Test
7
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Statistical distribution
5
Statistische Verteilung
5
Business cycle
4
Konjunktur
4
Metal market
4
Metallmarkt
4
Modellierung
4
Scientific modelling
4
USA
4
United States
4
Bayes-Statistik
3
Bayesian inference
3
Boosting
3
Core
3
Estimation
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Heteroscedasticity
3
more ...
less ...
Online availability
All
Free
56
Type of publication
All
Book / Working Paper
88
Article
1
Type of publication (narrower categories)
All
Graue Literatur
64
Non-commercial literature
64
Arbeitspapier
63
Working Paper
63
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
89
Author
All
Andrews, Donald W. K.
Linton, Oliver
Moon, Hyungsik R.
Phillips, Peter C. B.
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
Ploberger, Werner
4
Sun, Yixiao
4
Wang, Qiying
4
Xiao, Zhijie
4
Jin, Sainan
3
Liao, Zhipeng
3
Dalla, Violetta
2
Gao, Jiti
2
Giraitis, Liudas
2
Han, Chirok
2
Kheifets, Igor
2
Li, Qi
2
Peel, David
2
Rossana, Robert J.
2
Sabzikar, Farzad
2
Schmidt, Peter
2
Shi, Zhentao
2
Sims, Christopher A.
2
Solo, Victor
2
Su, Liangjun
2
Sul, Donggyu
2
Yi, Yanping
2
Zivot, Eric
2
Alam, Ila M. Semenick
1
Andersen, Torben
1
Ashley, Richard A.
1
Attanasio, Orazio P.
1
Balke, Nathan S.
1
Bera, Anil K.
1
Biswas, Eva
1
Bodkin, Ronald G.
1
Bollerslev, Tim
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
International economic review
Journal of econometrics
39
Cowles Foundation Discussion Paper
32
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
15
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Econometric reviews
7
Janeway Institute working paper series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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
Cambridge-INET working papers
2
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
Economics letters
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Econometrics papers
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of financial econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
89
Showing
1
-
10
of
89
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
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:
3
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:
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
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->