//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Abeysinghe, Tilak"
~person:"Haldrup, Niels"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
~type_genre:"Article in journal"
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
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
12
Theory
10
Estimation theory
7
Schätztheorie
7
1968-1994
1
ARCH model
1
ARCH-Modell
1
Estimation
1
Forecasting model
1
GARCH
1
Residential construction
1
Schock
1
Schätzung
1
Score statistic
1
Shock
1
Statistical method
1
Statistical theory
1
Statistische Methode
1
Statistische Methodenlehre
1
Stochastic process
1
Stochastic trend
1
Stochastischer Prozess
1
Structural break
1
Strukturbruch
1
Unit root
1
United States
1
Wohnungsbau
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
12
Author
All
Abeysinghe, Tilak
Haldrup, Niels
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Franses, Philip Hans
13
Hassler, Uwe
11
Leybourne, Stephen James
11
Harvey, David I.
9
Hecq, Alain W. J.
8
Koopman, Siem Jan
6
Lee, Junsoo
6
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Taylor, Robert
5
Cubadda, Gianluca
4
Gonzalo, Jesús
4
Kapetanios, George
4
Kurozumi, Eiji
4
Lanne, Markku
4
Lütkepohl, Helmut
4
Perron, Pierre
4
Ruiz, Esther
4
Urbain, Jean-Pierre
4
Westerlund, Joakim
4
Banerjee, Anindya
3
Candelon, Bertrand
3
Caraiani, Petre
3
Carrion i Silvestre, Josep Lluís
3
Chen, Show-lin
3
Chen, Zhanshou
3
Choi, In
3
Corsi, Fulvio
3
Engle, Robert F.
3
Gil-Alaña, Luis A.
3
Granger, C. W. J.
3
Haug, Alfred Albert
3
Herwartz, Helmut
3
Hindrayanto, Irma
3
Hylleberg, Svend
3
Kruse, Robinson
3
Kuan, Chung-ming
3
more ...
less ...
Published in...
All
Discussion paper series / LSE Financial Markets Group
Economics letters
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Oxford bulletin of economics and statistics
Journal of econometrics
31
Econometric theory
14
Applied economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Cambridge working papers in economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economic studies
3
Journal of applied econometrics
2
Review of quantitative finance and accounting
2
The econometrics journal
2
Applied economics letters
1
Applied financial economics
1
Cambridge-INET working papers
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of agricultural economics
1
Journal of applied economics
1
Journal of economic surveys
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international development : the journal of the Development Studies Association
1
Journal of macroeconomics
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
Journal of the Royal Statistical Society
1
Journal of time series econometrics
1
Practical issues in cointegration analysis
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Statistical papers
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The economic journal : the journal of the Royal Economic Society
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
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
LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
Saved in:
3
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
4
Multicointegration in stock-flow models
Engsted, Tom
;
Haldrup, Niels
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
Saved in:
5
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001250908
Saved in:
6
Testing for multicointegration
Engsted, Tom
- In:
Economics letters
56
(
1997
)
3
,
pp. 259-266
Persistent link: https://www.econbiz.de/10001229828
Saved in:
7
Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
Saved in:
8
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos N.
- In:
Economics letters
52
(
1996
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10001212517
Saved in:
9
Spurious number of breaks
Nunes, Luis C.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
Saved in:
10
A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
Haldrup, Niels
- In:
Economics letters
48
(
1995
)
3
,
pp. 221-228
Persistent link: https://www.econbiz.de/10001184874
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->