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~isPartOf:"Econometric theory"
~isPartOf:"Oxford bulletin of economics and statistics"
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Search: subject_exact:"Time series analysis"
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Zeitreihenanalyse
417
Time series analysis
416
Theorie
244
Theory
244
Estimation theory
183
Schätztheorie
183
Einheitswurzeltest
46
Unit root test
46
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38
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38
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34
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34
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29
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413
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415
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Phillips, Peter C. B.
20
Taylor, Robert
15
Leybourne, Stephen James
11
Saikkonen, Pentti
9
Cavaliere, Giuseppe
7
Harvey, David I.
7
Gao, Jiti
6
Hong, Yongmiao
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Perron, Pierre
6
Robinson, Peter M.
6
Chambers, Marcus J.
5
Franses, Philip Hans
5
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Hassler, Uwe
4
Hidalgo, Javier
4
Koopman, Siem Jan
4
Moon, Hyungsik Roger
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Politis, Dimitris N.
4
Wang, Qiying
4
Arteche, Josu
3
Banerjee, Anindya
3
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Cubadda, Gianluca
3
Francq, Christian
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Li, Qi
3
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Frontiers in Time Series Analysis Conference <2005, Olbia>
1
Granger Centre for Time Series Econometrics
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Econometric theory
Oxford bulletin of economics and statistics
Journal of econometrics
674
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
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
203
Energy economics
199
Working paper / Department of Econometrics and Business Statistics, Monash University
195
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180
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
161
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
134
Computational economics
132
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111
Journal of economic dynamics & control
110
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Journal of macroeconomics
100
Finance research letters
96
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
80
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
417
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417
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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
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
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
5
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:
6
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
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7
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:
8
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:
9
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:
10
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
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