//--> //--> //--> //-->
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:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~person:"Bewley, Ronald A."
~person:"Linton, Oliver"
~person:"Zaffaroni, Paolo"
~person:"Österholm, Pär"
~subject:"Economic indicator"
~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
Economic indicator
Heteroskedastizität
Prognoseverfahren
Stochastic process
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
16
Theory
9
Estimation theory
7
Schätztheorie
7
Volatility
5
Volatilität
5
United States
4
Estimation
3
Schätzung
3
1970-1998
2
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
Bayesian VAR
2
Bayesian inference
2
Forecasting model
2
GARCH
2
Model selection
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Scientific method
2
Stochastischer Prozess
2
Time-varying parameters
2
VAR model
2
VAR-Modell
2
Wissenschaftliche Methode
2
Yield curve
2
Zinsstruktur
2
1972-1989
1
1986-1992
1
Arbeitslosigkeit
1
Ausreißer
1
Australia
1
Australien
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
13
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
16
Author
All
Bewley, Ronald A.
Linton, Oliver
Zaffaroni, Paolo
Österholm, Pär
Phillips, Peter C. B.
27
Taylor, Robert
19
Franses, Philip Hans
14
Leybourne, Stephen James
14
Hassler, Uwe
10
Lütkepohl, Helmut
10
Cavaliere, Giuseppe
9
Gao, Jiti
9
Teräsvirta, Timo
9
Harvey, David I.
8
Hong, Yongmiao
8
Johansen, Søren
8
Perron, Pierre
8
Robinson, Peter M.
8
Saikkonen, Pentti
8
Chambers, Marcus J.
7
Dagum, Estela Bee
7
McElroy, Tucker
7
Politis, Dimitris N.
7
Bierens, Herman J.
6
Choi, In
6
Hecq, Alain W. J.
6
Lee, Junsoo
6
Maasoumi, Esfandiar
6
Park, Joon Y.
6
Spanos, Aris
6
Vogelsang, Timothy J.
6
Harris, David
5
Hidalgo, Javier
5
Jong, Robert M. de
5
Kapetanios, George
5
Kilian, Lutz
5
Li, Qi
5
McAleer, Michael
5
McCabe, Brendan Peter Martin
5
Nielsen, Morten Ørregaard
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
more ...
less ...
Published in...
All
Discussion paper series / LSE Financial Markets Group
Econometric reviews
Econometric theory
Economics letters
Journal of econometrics
18
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Working paper
5
Janeway Institute working paper series
4
Applied economics
3
Applied economics letters
3
Cowles Foundation discussion paper
3
Discussion paper / School of Economics, The University of New South Wales
3
Finance research letters
3
Cambridge-INET working papers
2
ECARES working paper
2
Econometrics papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of forecasting
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
CEA_372Cass working paper series
1
CESifo Working Paper Series
1
CESifo working papers
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / CEPR
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European review of economics and finance
1
FRB International Finance Discussion Paper
1
Handbook of financial time series
1
International journal of finance & economics : IJFE
1
Journal of applied economics
1
Journal of economic dynamics & control
1
Journal of economic literature
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
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
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
5
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:
6
Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao
;
Zaffaroni, Paolo
- In:
Econometric theory
34
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
Saved in:
7
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
8
Nonparametric inference for unbalanced time series data
Linton, Oliver
- In:
Econometric theory
21
(
2005
)
1
,
pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
Saved in:
9
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
10
The live method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->