//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
~subject:"State space model"
~subject:"Time series analysis"
~subject:"United States"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
State space model
Time series analysis
United States
Zeitreihenanalyse
425
Theorie
256
Theory
256
Estimation theory
172
Schätztheorie
172
Estimation
45
Schätzung
45
Einheitswurzeltest
38
Unit root test
38
Stochastic process
32
Stochastischer Prozess
32
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Statistical test
31
Statistischer Test
31
Volatility
29
Volatilität
29
Cointegration
28
Kointegration
28
VAR model
25
VAR-Modell
25
Business cycle
21
Konjunktur
21
Regression analysis
20
Regressionsanalyse
20
ARCH model
17
ARCH-Modell
17
Autocorrelation
17
Autokorrelation
17
Zustandsraummodell
17
Forecasting model
16
Prognoseverfahren
16
Schock
16
Shock
16
USA
14
Structural break
13
Strukturbruch
13
more ...
less ...
Online availability
All
Undetermined
109
Free
7
Type of publication
All
Article
423
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
423
Aufsatz in Zeitschrift
423
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
4
Konferenzbeitrag
4
Konferenzschrift
4
Conference proceedings
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
425
Author
All
Phillips, Peter C. B.
19
Taylor, Robert
11
Lütkepohl, Helmut
9
Saikkonen, Pentti
8
Chambers, Marcus J.
7
Hong, Yongmiao
7
Cavaliere, Giuseppe
6
Gao, Jiti
6
Johansen, Søren
6
Leybourne, Stephen James
6
Robinson, Peter M.
6
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Vogelsang, Timothy J.
5
Chan, Joshua
4
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Harvey, Andrew C.
4
Hidalgo, Javier
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Wang, Qiying
4
Aguiar-Conraria, Luís
3
Aoki, Masanao
3
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Ghysels, Eric
3
Havenner, Arthur
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Li, Qi
3
Lieberman, Offer
3
Lobato, Ignacio N.
3
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
Econometric theory
Journal of economic dynamics & control
Journal of econometrics
672
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
219
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
198
Working paper / Department of Econometrics and Business Statistics, Monash University
192
Working paper
176
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
160
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
133
Computational economics
132
Discussion paper / Centre for Economic Policy Research
111
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Journal of empirical finance
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
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
84
International review of economics & finance : IREF
84
EUI working paper / ECO
83
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
more ...
less ...
Source
All
ECONIS (ZBW)
425
Showing
1
-
10
of
425
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
9
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
10
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
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...
//-->