//--> //--> //--> //-->
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
~isPartOf:"Econometric theory"
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
Searching for chaos on low fre...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
316
Zeitreihenanalyse
316
Theorie
191
Theory
191
Estimation theory
162
Schätztheorie
162
Einheitswurzeltest
35
Unit root test
35
Statistical test
29
Statistischer Test
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Cointegration
24
Kointegration
24
Stochastic process
24
Stochastischer Prozess
24
Regression analysis
18
Regressionsanalyse
18
Estimation
16
Schätzung
16
Autocorrelation
15
Autokorrelation
15
ARCH model
12
ARCH-Modell
12
Volatility
12
Volatilität
12
Bootstrap approach
10
Bootstrap-Verfahren
10
Heteroscedasticity
9
Heteroskedastizität
9
Statistical distribution
9
Statistische Verteilung
9
ARMA model
8
ARMA-Modell
8
Metal market
8
Metallmarkt
8
Structural break
8
Strukturbruch
8
VAR model
8
VAR-Modell
8
more ...
less ...
Online availability
All
Undetermined
64
Free
7
Type of publication
All
Article
317
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
318
Aufsatz in Zeitschrift
318
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference paper
3
Conference proceedings
3
Konferenzbeitrag
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
319
Author
All
Phillips, Peter C. B.
19
Taylor, Robert
11
Saikkonen, Pentti
8
Cavaliere, Giuseppe
6
Gao, Jiti
6
Hong, Yongmiao
6
Johansen, Søren
6
Leybourne, Stephen James
6
Lütkepohl, Helmut
6
Robinson, Peter M.
6
Chambers, Marcus J.
5
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Wang, Qiying
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Li, Qi
3
Lieberman, Offer
3
Lobato, Ignacio N.
3
McCabe, Brendan Peter Martin
3
McElroy, Tucker
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Peng, Liang
3
Poskitt, Donald Stephen
3
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
Econometric theory
Finance research letters
906
NBER working paper series
830
Journal of econometrics
785
Working paper / National Bureau of Economic Research, Inc.
732
Economics letters
707
Applied economics
693
Journal of banking & finance
652
NBER Working Paper
648
International review of financial analysis
640
The journal of finance : the journal of the American Finance Association
625
Applied economics letters
610
International journal of forecasting
609
Journal of financial economics
581
Economic modelling
505
International review of economics & finance : IREF
484
Pacific-Basin finance journal
480
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
458
Energy economics
450
Discussion paper / Tinbergen Institute
415
Journal of forecasting
395
Applied financial economics
391
Journal of financial and quantitative analysis : JFQA
391
The North American journal of economics and finance : a journal of financial economics studies
366
Research in international business and finance
364
Journal of empirical finance
361
The review of financial studies
359
Discussion paper / Centre for Economic Policy Research
346
Working paper
328
Journal of international financial markets, institutions & money
322
Review of quantitative finance and accounting
320
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
299
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
299
CESifo working papers
282
International journal of economics and financial issues : IJEFI
251
The journal of futures markets
248
The European journal of finance
247
Journal of risk and financial management : JRFM
243
International journal of economics and finance
242
Econometric reviews
241
more ...
less ...
Source
All
ECONIS (ZBW)
319
Showing
1
-
10
of
319
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
2
On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series
Duchesne, Pierre
- In:
Econometric theory
22
(
2006
)
4
,
pp. 633-676
Persistent link: https://www.econbiz.de/10003351876
Saved in:
3
Monitoring constancy of variance in conditionally heteroskedastic time series
Horváth, Lajos
;
Kokoszka, Piotr
;
Zhang, Aonan
- In:
Econometric theory
22
(
2006
)
3
,
pp. 373-402
Persistent link: https://www.econbiz.de/10003307471
Saved in:
4
Generalized empirical likelihood inference for nonlinear and time series models under weak identification
Otsu, Taisuke
- In:
Econometric theory
22
(
2006
)
3
,
pp. 513-527
Persistent link: https://www.econbiz.de/10003307495
Saved in:
5
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
Saved in:
6
Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Soulier, Philippe
; …
- In:
Econometric theory
25
(
2009
)
3
,
pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
Saved in:
7
Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
Saved in:
8
Nonparametric additive models for panels of time series
Mammen, Enno
;
Støve, Bård
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
2
,
pp. 442-481
Persistent link: https://www.econbiz.de/10003818336
Saved in:
9
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
;
Barrio Castro, Tomas del
- In:
Econometric theory
25
(
2009
)
2
,
pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
Saved in:
10
Heteroskedastic time series with a unit root
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
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...
//-->