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~isPartOf:"Econometric theory"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
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Search: subject_exact:"Time series analysis"
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Time series analysis
356
Zeitreihenanalyse
356
Theorie
216
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216
Estimation theory
169
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169
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36
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Phillips, Peter C. B.
19
Taylor, Robert
12
Leybourne, Stephen James
8
Saikkonen, Pentti
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
6
Gao, Jiti
6
Hong, Yongmiao
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Robinson, Peter M.
6
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Newbold, Paul
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Harvey, Andrew C.
4
Harvey, David I.
4
Hidalgo, Javier
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Wang, Qiying
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Franses, Philip Hans
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Li, Qi
3
Lieberman, Offer
3
Lippi, Marco
3
Lobato, Ignacio N.
3
McCabe, Brendan Peter Martin
3
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Econometric theory
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
The economic journal : the journal of the Royal Economic Society
Journal of econometrics
674
International journal of forecasting
572
Economics letters
447
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395
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331
Applied economics
321
Discussion paper / Tinbergen Institute
321
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
219
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
199
Working paper / Department of Econometrics and Business Statistics, Monash University
195
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NBER Working Paper
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CREATES research paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
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Computational economics
132
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
Finance research letters
98
Physica A: Statistical Mechanics and its Applications
93
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
EUI working paper / ECO
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
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ECONIS (ZBW)
356
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356
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
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2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
6
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
7
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
8
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
9
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:
10
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
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