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~language:"eng"
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
60
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Estimation theory
31
Schätztheorie
31
Theory
22
Regression analysis
13
Regressionsanalyse
13
Estimation
12
Schätzung
12
Forecasting model
11
Börsenkurs
6
Share price
6
Aktienmarkt
5
Capital income
5
Induktive Statistik
5
Kapitaleinkommen
5
Panel
5
Panel study
5
Statistical inference
5
Stock market
5
Volatility
5
Volatilität
5
Yield curve
5
Zinsstruktur
5
Core
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Kernel estimator
4
series estimator
4
Dependence
3
Efficiency
3
Einheitswurzeltest
3
Factor analysis
3
Faktorenanalyse
3
Market microstructure
3
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Free
31
Undetermined
10
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Book / Working Paper
36
Article
24
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Graue Literatur
32
Non-commercial literature
32
Arbeitspapier
26
Working Paper
26
Article in journal
25
Aufsatz in Zeitschrift
25
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1
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English
Author
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Linton, Oliver
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
125
Gupta, Rangan
115
Lütkepohl, Helmut
114
Pesaran, M. Hashem
109
Kapetanios, George
105
Koop, Gary
100
Sibbertsen, Philipp
100
Harvey, Andrew C.
95
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
81
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Härdle, Wolfgang
78
Engle, Robert F.
76
Kunst, Robert M.
74
Proietti, Tommaso
73
Swanson, Norman R.
73
Mills, Terence C.
72
Dijk, Dick van
70
Granger, C. W. J.
69
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Hassler, Uwe
63
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Maravall Herrero, Agustín
61
Ghysels, Eric
60
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Institution
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of econometrics
13
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
Janeway Institute working paper series
4
Cowles Foundation discussion paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Cambridge-INET working papers
2
Discussion paper series / LSE Financial Markets Group
2
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
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 papers
1
Economics letters
1
Handbook of financial time series
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
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ECONIS (ZBW)
60
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
7
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
8
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012608336
Saved in:
9
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
10
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
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