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~isPartOf:"Journal of econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
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Search: subject_exact:"Zeitreihenzerlegung"
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Nichtparametrisches Verfahren
Statistical theory
Zeitreihenanalyse
673
Time series analysis
672
Theorie
326
Theory
326
Estimation theory
308
Schätztheorie
308
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nonparametric statistics
80
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Cointegration
57
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Einheitswurzeltest
48
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
Panel
40
Panel study
40
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Bayes-Statistik
36
Bayesian inference
36
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Undetermined
49
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Article
89
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1
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Article in journal
89
Aufsatz in Zeitschrift
89
Conference paper
2
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2
Collection of articles of several authors
1
Festschrift
1
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1
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Language
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English
90
Author
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Linton, Oliver
10
Chen, Xiaohong
7
Fan, Yanqin
4
Gao, Jiti
4
Xiao, Zhijie
4
Delgado, Miguel A.
3
Dong, Chaohua
3
Koo, Bonsoo
3
Li, Jia
3
Li, Yingying
3
Phillips, Peter C. B.
3
Robinson, Peter M.
3
Todorov, Viktor
3
Vogt, Michael
3
Zheng, Xinghua
3
Chen, Rong
2
Hidalgo, Javier
2
La Vecchia, Davide
2
Li, Degui
2
Mammen, Enno
2
Mariano, Roberto S.
2
Podolskij, Mark
2
Tauchen, George Eugene
2
Valasco, Carlos
2
Velasco, Carlos
2
Vogelsang, Timothy J.
2
Yao, Qiwei
2
Yu, Jun
2
Zhang, Congshan
2
Ahn, Byung Chul
1
Ahn, Seung Chan
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bierens, Herman J.
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Bouezmarni, Taoufik
1
Busch, Marie
1
Bücher, Axel
1
Casas, Isabel
1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Econometric theory
33
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Econometric reviews
29
Discussion paper / Tinbergen Institute
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
SFB 649 discussion paper
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Economics letters
19
International journal of forecasting
16
Journal of the American Statistical Association : JASA
16
Cowles Foundation discussion paper
15
Discussion papers of interdisciplinary research project 373
15
Journal of forecasting
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
CoFE discussion papers
14
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Computational economics
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
11
CREATES research paper
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometrics : open access journal
9
Economic modelling
9
The econometrics journal
9
Econometrics papers
8
Cambridge working papers in economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Energy economics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Universitext
7
CIE working paper series
6
Journal of risk and financial management : JRFM
6
LSE STICERD Research Paper
6
School of Economics working papers / The University of Adelaide, School of Economics
6
Working paper series
6
Working papers series in theoretical and applied economics
6
Discussion paper / Center for Economic Research, Tilburg University
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Economics and commerce : discussion papers
5
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ECONIS (ZBW)
90
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
3
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
4
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.
;
Xia, Yingcun
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
Saved in:
9
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:
10
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
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