//--> //--> //--> //-->
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 macroeconomics"
~subject:"Estimation theory"
~subject:"Statistical theory"
~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_exact:"Zeitreihenzerlegung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Statistical theory
VAR model
Time series analysis
416
Zeitreihenanalyse
416
Theorie
230
Theory
230
Schätztheorie
175
USA
41
United States
41
Estimation
40
Schätzung
40
Einheitswurzeltest
37
Unit root test
37
Cointegration
34
Kointegration
34
Statistical test
32
Statistischer Test
32
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Business cycle
27
Konjunktur
27
Stochastic process
24
Stochastischer Prozess
24
Regression analysis
21
Regressionsanalyse
21
Forecasting model
18
Prognoseverfahren
18
VAR-Modell
18
Autocorrelation
16
Autokorrelation
16
Structural break
15
Strukturbruch
15
Volatility
15
Volatilität
15
ARCH model
12
ARCH-Modell
12
Statistical distribution
11
Statistische Verteilung
11
Bootstrap approach
10
Bootstrap-Verfahren
10
more ...
less ...
Online availability
All
Undetermined
45
Free
4
Type of publication
All
Article
193
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
194
Aufsatz in Zeitschrift
194
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference proceedings
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
195
Author
All
Phillips, Peter C. B.
7
Johansen, Søren
5
Chan, Ngai Hang
4
Leybourne, Stephen James
4
Saikkonen, Pentti
4
Anderson, Richard G.
3
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Hoffman, Dennis L.
3
Lütkepohl, Helmut
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Rasche, Robert H.
3
Seo, Won-Ki
3
Taylor, Robert
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chen, Xiaohong
2
Choi, In
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
McCabe, Brendan Peter Martin
2
Park, Joon Y.
2
Poskitt, Donald Stephen
2
Robinson, Peter M.
2
Singer, Hermann
2
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
Econometric theory
Journal of macroeconomics
Journal of econometrics
345
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Economics letters
162
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
more ...
less ...
Source
All
ECONIS (ZBW)
195
Showing
1
-
10
of
195
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
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:
7
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:
8
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
Saved in:
9
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:
10
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
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...
//-->