//--> //--> //--> //-->
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
~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Schätzung"
~subject:"Time series analysis"
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
Heteroskedastizität
Schätzung
Time series analysis
Zeitreihenanalyse
310
Theorie
155
Theory
155
Estimation theory
135
Schätztheorie
135
Nichtparametrisches Verfahren
58
Nonparametric statistics
58
Einheitswurzeltest
57
Unit root test
57
Regression analysis
53
Regressionsanalyse
53
Stochastic process
40
Stochastischer Prozess
40
Cointegration
31
Kointegration
30
Autocorrelation
27
Autokorrelation
27
Estimation
21
Statistical test
21
Statistischer Test
21
Forecasting model
17
Panel
17
Panel study
17
Prognoseverfahren
17
USA
13
United States
13
Metal market
12
Metallmarkt
12
Induktive Statistik
11
Statistical inference
11
Statistical theory
11
Statistische Methodenlehre
11
Nichtlineare Regression
10
Nonlinear regression
10
Statistical distribution
10
Statistische Verteilung
10
Volatility
10
Volatilität
10
more ...
less ...
Online availability
All
Free
141
Undetermined
30
Type of publication
All
Book / Working Paper
190
Article
120
Type of publication (narrower categories)
All
Article in journal
117
Aufsatz in Zeitschrift
117
Graue Literatur
107
Non-commercial literature
107
Arbeitspapier
101
Working Paper
101
Aufsatz im Buch
7
Book section
7
Festschrift
4
Collection of articles of several authors
3
Sammelwerk
3
Aufsatzsammlung
2
Konferenzschrift
2
Bibliografie
1
Conference proceedings
1
Interview
1
Reprint
1
more ...
less ...
Language
All
English
310
Author
All
Andrews, Donald W. K.
Linton, Oliver
Phillips, Peter C. B.
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
258
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
126
Lütkepohl, Helmut
117
Gupta, Rangan
112
Pesaran, M. Hashem
109
Kapetanios, George
104
Sibbertsen, Philipp
102
Koop, Gary
99
Harvey, Andrew C.
96
Watson, Mark W.
89
Hyndman, Rob J.
88
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
84
Johansen, Søren
82
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
60
more ...
less ...
Institution
All
Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Cowles Foundation discussion paper
87
Journal of econometrics
39
Cowles Foundation Discussion Paper
32
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
15
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
8
Econometric reviews
7
Janeway Institute working paper series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Cowles Foundation paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Cambridge-INET working papers
2
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of California San Diego
2
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
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 : open access journal
1
Econometrics papers
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
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
International economic review
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of financial econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
310
Showing
1
-
10
of
310
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
5
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:
6
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
7
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
8
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
9
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->