//--> //--> //--> //-->
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:"Harvey, Andrew C."
~person:"Kunst, Robert M."
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
144
Theory
87
Forecasting model
30
Estimation
27
Schätzung
27
Estimation theory
26
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Schätztheorie
26
Saisonale Schwankungen
17
Seasonal variations
17
Statistischer Test
15
Cointegration
13
Kointegration
13
Modellierung
13
Scientific modelling
13
Stochastic process
13
Stochastischer Prozess
13
United States
12
Statistical test
11
Austria
9
Einheitswurzeltest
9
Großbritannien
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Unit root test
9
United Kingdom
9
Volatility
9
Volatilität
9
Österreich
9
ARCH model
8
ARCH-Modell
8
Bayes-Statistik
8
Bayesian inference
8
Prognose
8
Prognosemodell
8
more ...
less ...
Online availability
All
Free
101
Type of publication
All
Book / Working Paper
144
Type of publication (narrower categories)
All
Arbeitspapier
Bibliography included
Non-commercial literature
Graue Literatur
138
Working Paper
126
Article in journal
109
Aufsatz in Zeitschrift
109
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
7
Sammelwerk
7
Lehrbuch
6
Textbook
6
Aufsatzsammlung
2
Festschrift
2
Konferenzschrift
2
Bibliografie
1
Bibliografie enthalten
1
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
142
German
2
Author
All
Harvey, Andrew C.
Kunst, Robert M.
Linton, Oliver
Robinson, Peter M.
Gil-Alaña, Luis A.
157
Caporale, Guglielmo Maria
143
Koopman, Siem Jan
115
Franses, Philip Hans
100
McAleer, Michael
82
Phillips, Peter C. B.
76
Sibbertsen, Philipp
69
Gao, Jiti
68
Hyndman, Rob J.
63
Lütkepohl, Helmut
61
Teräsvirta, Timo
61
Pesaran, M. Hashem
60
Dijk, Herman K. van
58
Lucas, André
57
Härdle, Wolfgang
53
Johansen, Søren
51
Marcellino, Massimiliano
50
Kapetanios, George
47
Maravall Herrero, Agustín
47
Koop, Gary
46
Dijk, Dick van
41
Nielsen, Morten Ørregaard
41
Feng, Yuanhua
37
Lux, Thomas
35
Beran, Jan
34
Hallin, Marc
33
Ravazzolo, Francesco
33
Swanson, Norman R.
32
Bauwens, Luc
30
Timmermann, Allan
28
Fried, Roland
27
Brakel, Jan A. van den
26
Hassler, Uwe
26
Medeiros, Marcelo C.
26
Ooms, Marius
26
Saikkonen, Pentti
26
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
4
Institut für Höhere Studien
3
Centre for Microdata Methods and Practice <London>
1
Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
Econometrisch Instituut <Rotterdam>
1
London School of Economics and Political Science
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
University of California Santa Barbara
1
more ...
less ...
Published in...
All
IHS economics series : working paper
22
Cambridge working papers in economics
21
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
21
Reihe Ökonomie
16
Suntory and Toyota International Centres for Economics and Related Disciplines
11
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Econometrics papers
8
Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
8
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Janeway Institute working paper series
4
Discussion paper series / LSE Financial Markets Group
3
Econometric Institute research papers
3
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
2
Cowles Foundation discussion paper
2
Discussion paper / Tinbergen Institute
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Research memorandum / Institute for Advanced Studies, Vienna / Institut für Höhere Studien, Wien
2
Temi di discussione / Banca d'Italia
2
Athens Conference on Applied Probability and Time Series Analysis
1
CEA_372Cass working paper series
1
Cambridge-INET working papers
1
DAE working paper
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Documentos de trabajo / Banco Central de Chile
1
EUI working paper / ECO
1
Economics discussion papers
1
Lecture notes in statistics
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
Working paper series / Universität München, Center for Economic Studies
1
Working papers
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, University of Vienna
1
Workshop proceedings / Institut für Höhere Studien, Wien
1
more ...
less ...
Source
All
ECONIS (ZBW)
144
Showing
1
-
10
of
144
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
6
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
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
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
10
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:
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...
//-->