//--> //--> //--> //-->
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:"Mills, Terence C."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
133
Theory
61
Estimation theory
45
Schätztheorie
45
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Großbritannien
25
United Kingdom
25
Estimation
17
Schätzung
17
Business cycle
15
Forecasting model
15
Konjunktur
15
Regression analysis
13
Regressionsanalyse
13
Econometric model
11
Ökonometrisches Modell
11
Börsenkurs
10
Share price
10
Financial market
9
Finanzmarkt
9
Structural break
8
Strukturbruch
8
Volatility
8
Volatilität
8
Economic growth
7
Wirtschaftswachstum
7
Bruttoinlandsprodukt
6
Einheitswurzeltest
6
Gross domestic product
6
Unit root test
6
Aktienmarkt
5
Capital income
5
Induktive Statistik
5
Kapitaleinkommen
5
Panel
5
Panel study
5
more ...
less ...
Online availability
All
Free
38
Undetermined
18
Type of publication
All
Article
66
Book / Working Paper
66
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Graue Literatur
41
Non-commercial literature
41
Arbeitspapier
38
Working Paper
38
Aufsatz im Buch
8
Book section
8
Rezension
4
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
132
Author
All
Linton, Oliver
Mills, Terence C.
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
258
Phillips, Peter C. B.
237
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
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.
76
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
70
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
Loughborough University / Department of Economics
2
Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of Warwick / Department of Economics
1
Published in...
All
Journal of econometrics
14
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
Economic research paper / Loughborough University, Department of Economics
5
Janeway Institute working paper series
4
Palgrave texts in econometrics
4
Bulletin of economic research
3
Cowles Foundation discussion paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Journal of economic surveys
3
Journal of forecasting
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Applied economics
2
Cambridge-INET working papers
2
Discussion paper series / LSE Financial Markets Group
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Economics letters
2
Journal of economic literature
2
Journal of the Royal Statistical Society
2
Palgrave Advanced Texts in Econometrics
2
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
2
SpringerLink / Bücher
2
The Manchester School of Economic and Social Studies
2
Warwick economic research papers
2
CEA_372Cass working paper series
1
Cliometrica : journal of historical economics and econometric history
1
Critical concepts in economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / University of Reading, Department of Economics
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 forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
132
Showing
1
-
10
of
132
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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/10012608336
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/10013205300
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...
//-->