//--> //--> //--> //-->
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:"Economics letters"
~person:"Leybourne, Stephen James"
~person:"Ruiz, Esther"
~person:"Yang, Minxian"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
11
Zeitreihenanalyse
11
Theorie
7
Theory
7
Estimation theory
5
Schätztheorie
5
Einheitswurzeltest
3
Structural break
3
Strukturbruch
3
Unit root test
3
ARCH model
2
ARCH-Modell
2
Volatility
2
Volatilität
2
1986-1992
1
Asymptotic power
1
Confidence sets
1
EM algorithm
1
Explosive autoregression
1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
Initial condition
1
Kalman filter
1
Level break
1
Principal components
1
Prognoseverfahren
1
Saisonkomponente
1
Schock
1
Seasonal component
1
Shock
1
State space model
1
State-space model
1
Stationary
1
Trend break
1
Unit root
1
Unit root testing
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Leybourne, Stephen James
Ruiz, Esther
Yang, Minxian
Franses, Philip Hans
9
Hassler, Uwe
8
Hecq, Alain W. J.
6
Lee, Junsoo
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Harvey, David I.
4
Lütkepohl, Helmut
4
Newbold, Paul
4
Shin, Dong-wan
4
Caraiani, Petre
3
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Shin, Yongcheol
3
Su, Jen-je
3
Wang, Shaoping
3
Weber, Enzo
3
Wright, Jonathan H.
3
Österholm, Pär
3
Ōgaki, Masao
3
Abeysinghe, Tilak
2
Amsler, Christine Elaine
2
Andrle, Michal
2
Aoki, Masanao
2
Bewley, Ronald A.
2
Boswijk, Herman Peter
2
Butler, John S.
2
Camacho, Maximo
2
Carrion i Silvestre, Josep Lluís
2
Cavicchioli, Maddalena
2
Chambers, Marcus J.
2
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
11
International journal of forecasting
7
Discussion paper / School of Economics, The University of New South Wales
6
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
Applied economics
4
An Elgar reference collection
3
Econometric reviews
3
Journal of empirical finance
3
Journal of time series econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Australian School of Business working paper : Australian School of Business research paper
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
SERIEs : Journal of the Spanish Economic Association
2
The econometrics journal
2
The international library of critical writings in econometrics
2
UNSW Australian School of Business Research Paper
2
Working papers / Instituto Valenciano de Investigaciones Económicas
2
Banco de España Working Paper
1
Banco de España Working Papers
1
CEA_372Bayes working paper series
1
CREDIT research paper
1
Computational economics
1
Contributions to financial econometrics : theoretical and practical issues
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion Papers / School of Economics, UNSW Business School
1
Discussion papers in economics / School of Economics
1
Documento / Universidad de la República, Facultad de Ciencias Sociales, Departamento de Economía
1
Economics : the open-access, open-assessment e-journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Foundations and trends in econometrics
1
Información comercial española / Cuadernos económicos
1
International Journal of Forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
2
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
3
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
4
An infimum coefficient unit root test allowing for an unknown break in trend
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
117
(
2012
)
1
,
pp. 298-302
Persistent link: https://www.econbiz.de/10009697750
Saved in:
5
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Economics letters
114
(
2012
)
1
,
pp. 86-90
Persistent link: https://www.econbiz.de/10009517276
Saved in:
6
On tests for changes in persistence
Leybourne, Stephen James
;
Taylor, Robert
- In:
Economics letters
84
(
2004
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10002095878
Saved in:
7
Asymmetric long memory GARCH : a reply to Hwang's model
Ruiz, Esther
;
Pérez, Ana
- In:
Economics letters
78
(
2003
)
3
,
pp. 415-422
Persistent link: https://www.econbiz.de/10001741157
Saved in:
8
On identifying permanent and transitory shocks in VAR models
Yang, Minxian
- In:
Economics letters
58
(
1998
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001235587
Saved in:
9
On cointegration tests for VAR models with drift
Yang, Minxian
- In:
Economics letters
51
(
1996
)
1
,
pp. 45-50
Persistent link: https://www.econbiz.de/10001199684
Saved in:
10
Moving average conditional heteroskedastic processes
Yang, Minxian
- In:
Economics letters
49
(
1995
)
4
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->