//--> //--> //--> //-->
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:"Statistischer Test"
~subject:"VAR model"
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:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistischer Test
VAR model
Time series analysis
762
Zeitreihenanalyse
762
Theorie
465
Theory
465
Estimation theory
294
Schätztheorie
294
Estimation
85
Schätzung
85
Einheitswurzeltest
74
Unit root test
74
Statistical test
56
Cointegration
49
Kointegration
49
Volatility
47
Volatilität
47
Forecasting model
45
Prognoseverfahren
45
Stochastic process
41
Stochastischer Prozess
41
USA
40
United States
40
Structural break
39
Strukturbruch
39
VAR-Modell
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
48
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
92
Aufsatz in Zeitschrift
92
Language
All
English
93
Author
All
Busetti, Fabio
3
Cavicchioli, Maddalena
3
Harris, David
3
Hong, Yongmiao
3
Lütkepohl, Helmut
3
Chen, Bin
2
Hecq, Alain W. J.
2
Hidalgo, Javier
2
Karlsson, Sune
2
Kurita, Takamitsu
2
Leipus, Remigijus
2
Lobato, Ignacio N.
2
McCabe, Brendan Peter Martin
2
Philippe, Anne
2
Saikkonen, Pentti
2
Shin, Dong-wan
2
Velasco, Carlos
2
Vogelsang, Timothy J.
2
Weber, Enzo
2
Österholm, Pär
2
Ali, Faek Menla
1
Arezki, Rabah
1
Bandi, Federico M.
1
Barrio Castro, Tomás del
1
Berghaus, Betina
1
Boswijk, Herman Peter
1
Breitung, Jörg
1
Brooks, Robert Darren
1
Bruns, Martin
1
Bugni, Federico A.
1
Burbidge, John B.
1
Bücher, Axel
1
Camacho, Maximo
1
Camba-Méndez, Gonzalo
1
Chan, Joshua
1
Cheah, Eng-Tuck
1
Chen, Wenjuan
1
Chen, Willa W.
1
Chen, Zhenlong
1
Choi, Chi-young
1
more ...
less ...
Published in...
All
Econometric theory
Economics letters
Journal of econometrics
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
International journal of forecasting
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Econometric reviews
30
Economic modelling
28
Working paper
28
CREATES research paper
24
Econometrics : open access journal
23
Journal of forecasting
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics
21
CAMA working paper series
19
Journal of economic dynamics & control
19
SFB 649 discussion paper
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
Journal of applied econometrics
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Discussion papers / Department of Economics, University of Copenhagen
17
Macroeconomic dynamics
17
Applied economics letters
16
CESifo working papers
16
Journal of time series econometrics
15
The econometrics journal
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working paper series / European Central Bank
15
Discussion paper / Tinbergen Institute
14
Federal Reserve Bank of Cleveland working paper series
14
International Journal of Energy Economics and Policy : IJEEP
14
Oxford bulletin of economics and statistics
14
Discussion papers / CEPR
13
Energy economics
13
NBER working paper series
13
Journal of macroeconomics
12
Working paper series
12
CAMA Working Paper
11
Computational economics
11
Cowles Foundation discussion paper
11
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
2
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:
3
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:
4
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:
5
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
6
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
7
A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin
;
Li, Haiqi
;
Zhong, Wanling
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
Saved in:
8
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
9
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
10
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
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...
//-->