//--> //--> //--> //-->
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
~language:"eng"
~person:"Hallin, Marc"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
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
Marketing
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
149
Theory
148
Time series analysis
86
Einheitswurzeltest
53
Unit root test
53
Volatility
29
Volatilität
29
Saisonale Schwankungen
24
Seasonal variations
24
Stochastic process
24
Stochastischer Prozess
24
Statistical test
23
Statistischer Test
23
Factor analysis
17
Faktorenanalyse
17
Bootstrap approach
15
Bootstrap-Verfahren
15
Estimation
15
Forecasting model
15
Prognoseverfahren
15
Schätzung
15
Statistical distribution
11
Statistische Verteilung
11
ARCH model
10
ARCH-Modell
10
Cointegration
10
Kointegration
10
Multivariate Analyse
10
Multivariate analysis
10
Heteroscedasticity
9
Heteroskedastizität
9
Ranking method
9
Ranking-Verfahren
9
Saisonkomponente
9
Seasonal component
9
Financial market
8
Finanzmarkt
8
High-dimensional time series
8
Panel
8
more ...
less ...
Online availability
All
Free
32
Undetermined
17
Type of publication
All
Book / Working Paper
47
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Working Paper
40
Arbeitspapier
39
Graue Literatur
26
Non-commercial literature
26
Bibliografie
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
French
1
Author
All
Hallin, Marc
Taylor, Robert
Gil-Alaña, Luis A.
166
Franses, Philip Hans
153
Caporale, Guglielmo Maria
144
Koopman, Siem Jan
144
Phillips, Peter C. B.
129
Koop, Gary
74
Sibbertsen, Philipp
72
Lütkepohl, Helmut
69
Pesaran, M. Hashem
69
Härdle, Wolfgang
67
Teräsvirta, Timo
67
Kunst, Robert M.
66
McAleer, Michael
65
Swanson, Norman R.
62
Harvey, Andrew C.
60
Lucas, André
59
Dijk, Herman K. van
58
Stock, James H.
58
Marcellino, Massimiliano
55
Gupta, Rangan
52
Kapetanios, George
52
Maravall Herrero, Agustín
52
Granger, C. W. J.
51
Watson, Mark W.
51
Hyndman, Rob J.
50
Engle, Robert F.
49
Feng, Yuanhua
49
Hassler, Uwe
48
Lux, Thomas
48
Bauwens, Luc
45
Timmermann, Allan
45
Proietti, Tommaso
44
Gao, Jiti
43
Saikkonen, Pentti
43
Dijk, Dick van
42
Ghysels, Eric
42
Perron, Pierre
42
Ravazzolo, Francesco
42
more ...
less ...
Institution
All
European University Institute / Department of Economics
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
Published in...
All
ECARES working paper
19
Journal of econometrics
9
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
4
The econometrics journal
4
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Centre for Economic Policy Research
2
Journal of empirical finance
2
Journal of the American Statistical Association : JASA
2
Oxford bulletin of economics and statistics
2
The economic journal : the journal of the Royal Economic Society
2
CentER Discussion Paper Series
1
DAE working paper
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Discussion papers in economics
1
EUI working paper / ECO
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics discussion paper series : EDP
1
Economics working paper series
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of time series econometrics
1
LEM Working Paper Series
1
LEM working paper series
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The Manchester School
1
Tinbergen Institute
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
86
EconStor
1
Showing
1
-
10
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
2
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
3
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
4
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
5
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
Saved in:
6
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
7
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
8
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
-
1998
Persistent link: https://www.econbiz.de/10001396969
Saved in:
9
Locally optimal tests against periodic autoregression : parametric and nonparametric approaches
Bentarzi, Mohamed
- In:
Econometric theory
12
(
1996
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10001201816
Saved in:
10
On modelling the long run in applied economics : controversy
Taylor, Robert
(
contributor
);
Dixon, Huw
(
contributor
)
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 165-201
Persistent link: https://www.econbiz.de/10001215662
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->