//--> //--> //--> //-->
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 theory"
~isPartOf:"Economics letters"
~subject:"Estimation theory"
~subject:"Statistical theory"
~subject:"VAR-Modell"
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:"Zeitreihenzerlegung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Statistical theory
VAR-Modell
Time series analysis
763
Zeitreihenanalyse
763
Theorie
465
Theory
465
Schätztheorie
295
Estimation
85
Schätzung
85
Einheitswurzeltest
74
Unit root test
74
Statistical test
57
Statistischer Test
57
Cointegration
49
Kointegration
49
Volatility
47
Volatilität
47
Forecasting model
45
Prognoseverfahren
45
Stochastic process
42
Stochastischer Prozess
42
USA
40
United States
40
Structural break
39
Strukturbruch
39
VAR model
39
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
ARCH model
36
ARCH-Modell
36
Autocorrelation
36
Autokorrelation
36
Regression analysis
27
Regressionsanalyse
27
Business cycle
26
Konjunktur
26
Saisonale Schwankungen
24
Seasonal variations
24
Correlation
23
Korrelation
23
more ...
less ...
Online availability
All
Undetermined
97
Free
4
Type of publication
All
Article
330
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
328
Aufsatz in Zeitschrift
328
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference proceedings
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
332
Author
All
Leybourne, Stephen James
7
Phillips, Peter C. B.
7
Hassler, Uwe
5
Johansen, Søren
5
Lütkepohl, Helmut
5
Chambers, Marcus J.
4
Chan, Ngai Hang
4
McCabe, Brendan Peter Martin
4
Perron, Pierre
4
Saikkonen, Pentti
4
Vogelsang, Timothy J.
4
Cavaliere, Giuseppe
3
Cavicchioli, Maddalena
3
Choi, In
3
Gao, Jiti
3
Gonzalo, Jesús
3
Grégoir, Stéphane
3
Harvey, David I.
3
Hecq, Alain W. J.
3
Hong, Yongmiao
3
Linton, Oliver
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Politis, Dimitris N.
3
Seo, Won-Ki
3
Shin, Yongcheol
3
Taylor, Robert
3
Zhang, Rongmao
3
Abeysinghe, Tilak
2
Breitung, Jörg
2
Chen, Xiaohong
2
Deistler, Manfred
2
Diebold, Francis X.
2
Franses, Philip Hans
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Giles, David E. A.
2
Hafner, Christian M.
2
Haldrup, Niels
2
Hall, Alastair R.
2
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
Econometric theory
Economics letters
Journal of econometrics
345
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Discussion paper / Tinbergen Institute
111
Econometric reviews
98
International journal of forecasting
95
Journal of forecasting
73
CREATES research paper
69
Working paper / Department of Econometrics and Business Statistics, Monash University
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Applied economics letters
56
Econometrics : open access journal
52
Applied economics
50
Economic modelling
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
NBER Working Paper
49
Cowles Foundation discussion paper
45
Journal of applied econometrics
42
Journal of time series econometrics
41
The econometrics journal
41
Working paper
41
NBER working paper series
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Computational economics
36
Journal of the American Statistical Association : JASA
34
SFB 649 discussion paper
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Working paper / National Bureau of Economic Research, Inc.
31
Journal of empirical finance
30
Oxford bulletin of economics and statistics
30
EUI working paper / ECO
29
Journal of economic dynamics & control
29
Working paper series
29
Discussion paper
28
Discussion papers / Department of Economics, University of Copenhagen
27
CAMA working paper series
26
Discussion paper / Centre for Economic Forecasting
25
Journal of macroeconomics
25
more ...
less ...
Source
All
ECONIS (ZBW)
332
Showing
1
-
10
of
332
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
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
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
6
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
7
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:
8
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
9
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->