//--> //--> //--> //-->
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 theory"
~isPartOf:"Economics letters"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Abeysinghe, Tilak"
~person:"Breitung, Jörg"
~person:"Hecq, Alain W. J."
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Kointegration
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
36
Theory
28
Estimation theory
15
Schätztheorie
15
United States
4
VAR model
4
VAR-Modell
4
Cointegration
3
Forecasting model
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Saisonale Schwankungen
3
Seasonal variations
3
Stochastic process
3
Stochastischer Prozess
3
1970-1998
2
Causality analysis
2
Estimation
2
Kausalanalyse
2
Schock
2
Schätzung
2
Scientific method
2
Shock
2
Statistical method
2
Statistical theory
2
Statistische Methode
2
Statistische Methodenlehre
2
Structural break
2
Strukturbruch
2
Volatility
2
Volatilität
2
Wissenschaftliche Methode
2
Yield curve
2
Zinsstruktur
2
1954-1997
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
33
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
36
Author
All
Abeysinghe, Tilak
Breitung, Jörg
Hecq, Alain W. J.
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Phillips, Peter C. B.
21
Leybourne, Stephen James
16
Taylor, Robert
16
Franses, Philip Hans
14
Hassler, Uwe
12
Harvey, David I.
10
Lütkepohl, Helmut
10
Saikkonen, Pentti
9
Perron, Pierre
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Choi, In
6
Gao, Jiti
6
Johansen, Søren
6
Lee, Junsoo
6
Vogelsang, Timothy J.
6
Harris, David
5
Jong, Robert M. de
5
Koopman, Siem Jan
5
McCabe, Brendan Peter Martin
5
Nielsen, Morten Ørregaard
5
Park, Joon Y.
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Chan, Ngai Hang
4
Cubadda, Gianluca
4
Granger, C. W. J.
4
Grégoir, Stéphane
4
Haldrup, Niels
4
Han, Chirok
4
Hidalgo, Javier
4
Iacone, Fabrizio
4
Kapetanios, George
4
more ...
less ...
Published in...
All
Discussion paper series / LSE Financial Markets Group
Econometric theory
Economics letters
Oxford bulletin of economics and statistics
Journal of econometrics
38
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Econometrics papers
11
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Discussion papers of interdisciplinary research project 373
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
5
GSBE research memoranda
5
International journal of forecasting
5
Research memorandum / METEOR
5
Applied economics
4
Janeway Institute working paper series
4
An Elgar reference collection
3
CESifo working papers
3
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of forecasting
3
LSE STICERD Research Paper
3
The review of economic studies
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Bundesbank Series 1 Discussion Paper
2
Cambridge-INET working papers
2
Discussion paper / Deutsche Bundesbank
2
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
2
ECARES working paper
2
Econometrics : open access journal
2
Ensaios econômicos
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of macroeconomics
2
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
2
Review of quantitative finance and accounting
2
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
2
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:
3
Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
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
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:
6
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
7
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
8
Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas B.
;
Hecq, Alain W. J.
- In:
Economics letters
122
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010393951
Saved in:
9
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:
10
Inference on nonparametrically trending time series with fractional errors
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1716-1733
Persistent link: https://www.econbiz.de/10003904438
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->