//--> //--> //--> //-->
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:"Breitung, Jörg"
~person:"Kreiß, Jens-Peter"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Taylor, Robert"
~subject:"Bond"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Heteroskedastizität"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Bond
Cointegration
Effizienzmarkthypothese
Heteroskedastizität
Nichtparametrisches Verfahren
Time series analysis
United States
World
Zeitreihenanalyse
256
Theorie
121
Theory
121
Estimation theory
88
Schätztheorie
88
Estimation
52
Schätzung
52
Einheitswurzeltest
50
Unit root test
50
Nonparametric statistics
47
Bootstrap approach
31
Bootstrap-Verfahren
31
Volatility
28
Volatilität
28
Regression analysis
23
Regressionsanalyse
23
Statistical test
22
Statistischer Test
22
Deutschland
21
Prognoseverfahren
21
Saisonale Schwankungen
21
Seasonal variations
21
Forecasting model
20
Germany
20
Heteroscedasticity
20
Kointegration
20
Stochastic process
20
Stochastischer Prozess
20
Structural break
17
Strukturbruch
17
Faktorenanalyse
16
Großbritannien
16
United Kingdom
16
Factor analysis
15
USA
15
more ...
less ...
Online availability
All
Free
82
Undetermined
42
Type of publication
All
Article
139
Book / Working Paper
116
Type of publication (narrower categories)
All
Article in journal
137
Aufsatz in Zeitschrift
137
Arbeitspapier
88
Working Paper
88
Graue Literatur
87
Non-commercial literature
87
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
3
Sammelwerk
3
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Lehrbuch
1
Textbook
1
Thesis
1
more ...
less ...
Language
All
English
252
German
3
Author
All
Breitung, Jörg
Kreiß, Jens-Peter
Li, Qi
Linton, Oliver
Peel, David
Taylor, Robert
Gil-Alaña, Luis A.
337
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
126
Lütkepohl, Helmut
117
Gupta, Rangan
113
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
102
Koop, Gary
100
Harvey, Andrew C.
96
Hyndman, Rob J.
91
Watson, Mark W.
89
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Kunst, Robert M.
74
Proietti, Tommaso
73
Swanson, Norman R.
73
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
70
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
60
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Instituto Valenciano de Investigaciones Económicas
2
Centre for Microdata Methods and Practice <London>
1
Published in...
All
Journal of econometrics
40
Econometric theory
22
Discussion papers of interdisciplinary research project 373
11
Cambridge working papers in economics
9
Econometric reviews
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Economics letters
8
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Applied economics
5
CREATES research paper
5
International economic review
4
Janeway Institute working paper series
4
Oxford bulletin of economics and statistics
4
Queen's Economics Department working paper
4
The econometrics journal
4
Cowles Foundation discussion paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers / Department of Economics, University of Copenhagen
3
Journal of empirical finance
3
Working papers / Instituto Valenciano de Investigaciones Económicas
3
Working papers / Lancaster University Management School
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Bundesbank Series 1 Discussion Paper
2
Cambridge-INET working papers
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers in economics
2
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
2
Economica
2
Handbook of financial time series
2
International journal of forecasting
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Vierteljahrshefte zur Wirtschaftsforschung
2
Applied economics letters
1
Applied financial economics
1
Bundesbank Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
255
Showing
1
-
10
of
255
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
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:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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
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:
7
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:
8
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
9
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
10
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
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...
//-->