//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"International economic review"
~person:"Bodkin, Ronald G."
~person:"Linton, Oliver"
~person:"Perron, Pierre"
~person:"Phillips, Peter C. B."
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
12
Zeitreihenanalyse
12
Theorie
8
Theory
8
Einheitswurzeltest
4
Unit root test
4
Estimation theory
3
Schätztheorie
3
Cointegration
2
Kointegration
2
Statistical theory
2
Statistische Methodenlehre
2
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Common roots
1
Core
1
ECM
1
Estimation
1
HAC standard errors
1
Heteroscedasticity
1
Heteroskedastizität
1
IV-Schätzung
1
Induktive Statistik
1
Information criteria
1
Instrumental variables
1
Integrable function
1
Integrated process
1
Invariance principle
1
Lag model
1
Lag selection
1
Lag-Modell
1
Local time
1
Local to unity
1
Mildly explosive
1
Mixed normality
1
Mixed roots
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
12
Author
All
Bodkin, Ronald G.
Linton, Oliver
Perron, Pierre
Phillips, Peter C. B.
Dagum, Estela Bee
7
Taylor, Robert
7
Teräsvirta, Timo
7
Maasoumi, Esfandiar
6
Spanos, Aris
6
Kilian, Lutz
5
Andreou, Elena
4
Franses, Philip Hans
4
Li, Qi
4
McAleer, Michael
4
McElroy, Tucker
4
Ashley, Richard A.
3
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Gao, Jiti
3
Harvey, David I.
3
Hendry, David F.
3
Hsiao, Cheng
3
Kapetanios, George
3
Leybourne, Stephen James
3
Lucas, André
3
Medeiros, Marcelo C.
3
Politis, Dimitris N.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Smeekes, Stephan
3
Audrino, Francesco
2
Berkowitz, Jeremy
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Bordignon, Silvano
2
Chan, Joshua
2
Corsi, Fulvio
2
Davidson, Russell
2
Dong, Chaohua
2
Granger, C. W. J.
2
more ...
less ...
Published in...
All
Econometric reviews
International economic review
Cowles Foundation discussion paper
83
Journal of econometrics
45
Cowles Foundation Discussion Paper
31
Econometric theory
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Econometric Research Program research memorandum
8
The econometrics journal
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Janeway Institute working paper series
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
Econometrics : open access journal
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Oxford bulletin of economics and statistics
3
Special issue on new developments in time series econometrics
3
The review of economic studies
3
Applied economics
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
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
Economic time series with random walk and other nonstationary components
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
Annales d'économie et de statistique
1
CEA_372Cass working paper series
1
CREATES research paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
2
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
Saved in:
3
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
4
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
5
Refined inference on long memory in realized volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
Saved in:
6
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Saved in:
7
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
8
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Saved in:
9
Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J.
- In:
International economic review
39
(
1998
)
4
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
Saved in:
10
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->