//--> //--> //--> //-->
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:"McAleer, Michael"
~person:"Teräsvirta, Timo"
~subject:"Time series analysis"
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
L' assurabilité de la dépendan...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
325
Theory
310
Zeitreihenanalyse
123
ARCH-Modell
71
ARCH model
68
Volatilität
63
Volatility
58
Schätztheorie
54
Estimation theory
52
Prognoseverfahren
33
Forecasting model
32
Stochastischer Prozess
32
Schätzung
30
Stochastic process
30
Estimation
28
Nichtlineare Regression
26
Nonlinear regression
26
Autokorrelation
23
Korrelation
22
Modellierung
21
Scientific modelling
21
Autocorrelation
20
Correlation
19
Statistical theory
18
Statistische Methodenlehre
18
Statistischer Test
18
Statistical test
17
Ökonometrie
16
Capital income
14
Kapitaleinkommen
14
Econometrics
13
Regression analysis
13
Regressionsanalyse
13
Statistische Methode
13
Cointegration
12
Kointegration
12
Finanzmarkt
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
more ...
less ...
Online availability
All
Free
41
Undetermined
10
Type of publication
All
Book / Working Paper
77
Article
42
Type of publication (narrower categories)
All
Arbeitspapier
64
Working Paper
64
Graue Literatur
62
Non-commercial literature
62
Article in journal
35
Aufsatz in Zeitschrift
35
Aufsatz im Buch
7
Book section
7
Konferenzschrift
3
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Festschrift
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
118
Spanish
1
Author
All
McAleer, Michael
Teräsvirta, Timo
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Swanson, Norman R.
52
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
46
Hassler, Uwe
46
Marcellino, Massimiliano
45
Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
Lux, Thomas
36
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
11
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of Canterbury / Dept. of Economics and Finance
1
more ...
less ...
Published in...
All
SSE EFI working paper series in economics and finance
12
Working paper
10
Econometric Institute research papers
9
Journal of econometrics
9
Discussion paper / Tinbergen Institute
7
Working paper series in economics and finance
6
Econometric reviews
4
Journal of economic surveys
4
Arbeidsnotat / Norges Bank
3
Arbeidsnotat / Norges Bank / Norges Bank
3
Discussion paper / Institute of Social and Economic Research
3
Energy economics
3
CREATES research paper
2
Contributions to financial econometrics : theoretical and practical issues
2
Discussion paper / Department of Economics, University of California San Diego
2
Economics letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
A companion to economic forecasting
1
Advanced texts in econometrics
1
Business cycles, indicators, and forecasting
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
1
Discussion papers of interdisciplinary research project 373
1
Econometrics : open access journal
1
Economics working paper
1
Handbook of econometrics ; Vol. 4
1
Información comercial española / Cuadernos económicos
1
International symposia in economic theory and econometrics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
119
Showing
1
-
10
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000882121
Saved in:
2
Linearity testing and nonlinear modelling of economic time series
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000860384
Saved in:
3
Aspects of modelling nonlinear time series
Teräsvirta, Timo
;
Tjostheim, Dag
;
Granger, C. W. J.
-
1993
Persistent link: https://www.econbiz.de/10000868348
Saved in:
4
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
Saved in:
5
Testing linearity of economic time series against cyclical asymmetry
Luukkonen, Ritva
;
Teräsvirta, Timo
-
1988
Persistent link: https://www.econbiz.de/10000758817
Saved in:
6
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
7
Modelling nonlinear economic relationships
Granger, C. W. J.
-
1993
Persistent link: https://www.econbiz.de/10000347240
Saved in:
8
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
9
Power properties of linearity tests for time series
Teräsvirta, Timo
-
1990
Persistent link: https://www.econbiz.de/10000168174
Saved in:
10
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
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...
//-->