//--> //--> //--> //-->
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:"Linton, Oliver"
~person:"Maravall Herrero, Agustín"
~person:"Peel, David"
~subject:"Colombia"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Colombia
Heteroskedastizität
Time series analysis
United States
Zeitreihenanalyse
160
Theorie
94
Theory
94
Estimation theory
60
Schätztheorie
60
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Estimation
22
Schätzung
22
Regression analysis
16
Regressionsanalyse
16
Saisonale Schwankungen
15
Seasonal variations
15
Forecasting model
14
Prognoseverfahren
14
USA
14
Kaufkraftparität
12
Purchasing power parity
12
ARMA model
10
ARMA-Modell
10
Großbritannien
10
United Kingdom
10
Nichtlineare Regression
8
Nonlinear regression
8
Volatility
8
Volatilität
8
Börsenkurs
7
Deutschland
7
Germany
7
Japan
7
Share price
7
Business cycle
6
Einheitswurzeltest
6
Konjunktur
6
Panel
6
Panel study
6
Unit root test
6
Welt
6
more ...
less ...
Online availability
All
Free
47
Undetermined
18
Type of publication
All
Book / Working Paper
94
Article
66
Other
1
Type of publication (narrower categories)
All
Arbeitspapier
82
Working Paper
82
Graue Literatur
81
Non-commercial literature
81
Article in journal
64
Aufsatz in Zeitschrift
64
Aufsatz im Buch
4
Book section
4
Interview
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
154
Spanish
8
Author
All
Linton, Oliver
Maravall Herrero, Agustín
Peel, David
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
126
Lütkepohl, Helmut
118
Gupta, Rangan
115
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
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
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
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
61
more ...
less ...
Institution
All
European University Institute / Department of Economics
12
Instituto Valenciano de Investigaciones Económicas
2
Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
1
Published in...
All
Documentos de trabajo / Banco de España, Servicio de Estudios
29
EUI working paper / ECO
15
Journal of econometrics
15
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Economics letters
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied economics
5
Econometric theory
5
International journal of forecasting
4
Janeway Institute working paper series
4
Cowles Foundation discussion paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Working papers / Instituto Valenciano de Investigaciones Económicas
3
Working papers / Lancaster University Management School
3
Cambridge-INET working papers
2
Discussion paper series / LSE Financial Markets Group
2
Economica
2
International economic review
2
Journal of international money and finance
2
Revista española de economía
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics letters
1
Applied financial economics
1
CEA_372Cass working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Documento de trabajo / Banco de España, Servicio de Estudio
1
Documentos ocasionales / Banco de España, Servicio de Estudios
1
EUI working papers
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
Economic time series with random walk and other nonstationary components
1
Economics beyond the millennium
1
Economics working paper series
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Handbook of financial time series
1
more ...
less ...
Source
All
ECONIS (ZBW)
160
BASE
1
Showing
1
-
10
of
161
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
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:
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...
//-->