//--> //--> //--> //-->
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:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~type_genre:"Aufsatz in Zeitschrift"
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:"Time series analysis"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
40
Zeitreihenanalyse
40
Theorie
20
Theory
20
Estimation theory
19
Schätztheorie
19
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Einheitswurzeltest
11
Unit root test
11
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Cointegration
5
Panel
5
Panel study
5
Estimation
4
Kointegration
4
Nonparametric regression
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Autoregression
3
Forecasting model
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtlineare Regression
3
Nonlinear regression
3
Prognoseverfahren
3
Stochastic unit root
3
Diffusion
2
Endogeneity
2
Nonstationarity
2
Phillips curve
2
Phillips-Kurve
2
Time-varying coefficients
2
Unit root
2
Additive nonparametric models
1
Aggregation
1
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
38
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
40
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Language
All
English
40
Author
All
Linton, Oliver
Phillips, Peter C. B.
Taylor, Robert
18
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Park, Joon Y.
9
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Gao, Jiti
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Jia
7
Mariano, Roberto S.
7
Perron, Pierre
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Bollerslev, Tim
6
Chen, Rong
6
Francq, Christian
6
Franses, Philip Hans
6
Horváth, Lajos
6
Li, Qi
6
Marcellino, Massimiliano
6
Patton, Andrew J.
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chambers, Marcus J.
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
more ...
less ...
Published in...
All
International economic review
Journal of econometrics
Journal of quantitative economics
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric reviews
7
The econometrics journal
4
Cambridge working papers in economics
3
Economics letters
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Cambridge-INET working papers
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
New Zealand economic papers
1
Oxford bulletin of economics and statistics
1
Special issue on new developments in time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
4
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
5
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
6
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
7
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
8
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
9
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
10
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->