//--> //--> //--> //-->
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:"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
| 17 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Kointegration
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
28
Theory
20
Estimation theory
14
Schätztheorie
14
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastischer Prozess
3
United States
3
1970-1998
2
Cointegration
2
Scientific method
2
Statistical theory
2
Statistische Methodenlehre
2
Structural break
2
Strukturbruch
2
Volatility
2
Volatilität
2
Wissenschaftliche Methode
2
Yield curve
2
Zinsstruktur
2
ARCH model
1
ARCH-Modell
1
Coronavirus
1
Correlation
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Epidemic
1
Epidemie
1
Forecasting model
1
GARCH
1
Heteroscedasticity
1
Induktive Statistik
1
Korrelation
1
Multivariate Analyse
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
25
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
28
Author
All
Abeysinghe, Tilak
Breitung, Jörg
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
Hecq, Alain W. J.
8
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
35
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
Applied economics
4
Janeway Institute working paper series
4
An Elgar reference collection
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
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
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
The econometrics journal
2
The international library of critical writings in econometrics
2
Vierteljahrshefte zur Wirtschaftsforschung
2
A companion to economic forecasting
1
Advanced texts in econometrics
1
Applied financial economics
1
Athens Conference on Applied Probability and Time Series Analysis
1
Bundesbank Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
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
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:
4
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:
5
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:
6
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:
7
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:
8
On discrete sampling of time-varying continuous-time systems
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
Saved in:
9
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
Saved in:
10
A residual-based LM-type test against fractional cointegration
Hassler, Uwe
;
Breitung, Jörg
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10003396942
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->