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
~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
Jackknifing bond option prices
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
440
Theory
439
Estimation theory
349
Schätztheorie
349
Zeitreihenanalyse
269
Regression analysis
148
Regressionsanalyse
148
Unit root test
119
Einheitswurzeltest
111
Stochastic process
109
Stochastischer Prozess
109
Panel
95
Panel study
95
Cointegration
89
Kointegration
86
Statistical test
85
Statistischer Test
85
Estimation
82
Schätzung
81
Nichtparametrisches Verfahren
75
Nonparametric statistics
75
Autocorrelation
71
Autokorrelation
71
China
64
Volatility
53
Volatilität
53
Ökonometrie
53
Econometrics
51
Bubbles
46
Spekulationsblase
45
Börsenkurs
41
Share price
41
Forecasting model
39
Prognoseverfahren
39
Method of moments
37
Momentenmethode
37
USA
36
United States
36
Maximum likelihood estimation
35
more ...
less ...
Online availability
All
Free
118
Undetermined
29
Type of publication
All
Book / Working Paper
158
Article
110
Type of publication (narrower categories)
All
Article in journal
106
Aufsatz in Zeitschrift
106
Arbeitspapier
85
Graue Literatur
85
Non-commercial literature
85
Working Paper
85
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
3
Festschrift
3
Sammelwerk
3
Aufsatzsammlung
1
Bibliografie
1
Conference proceedings
1
Interview
1
Konferenzschrift
1
more ...
less ...
Language
All
English
268
Author
All
Phillips, Peter C. B.
246
Yu, Jun
35
Lieberman, Offer
17
Magdalinos, Tassos
16
Wang, Qiying
11
Jin, Sainan
10
Sun, Yixiao
10
Xiao, Zhijie
10
Moon, Hyungsik Roger
9
Gao, Jiti
8
Giraitis, Liudas
8
Han, Chirok
7
Ploberger, Werner
7
Su, Liangjun
6
Wang, Xiaohu
6
Dalla, Violetta
5
Ouliaris, Sam
5
Shi, Shuping
5
Sul, Donggyu
5
Kheifets, Igor L.
4
Li, Degui
4
Mariano, Roberto S.
4
Perron, Benoit
4
Quintos, Carmela E.
4
Sabzikar, Farzad
4
Zhang, Yonghui
4
Bykhovskaya, Anna
3
Lui, Yiu Lim
3
Park, Joon Y.
3
Schiff, Aaron F.
3
Shi, Zhentao
3
Toda, Hiro Y.
3
Wang, XiaoHu
3
Wang, Ying
3
Yu, Jihai
3
Zhang, Chen
3
Chang, Yoosoon
2
Durlauf, Steven N.
2
Fan, Zhenhong
2
Gao, Wayne Yuan
2
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
86
Cowles Foundation Discussion Paper
31
Journal of econometrics
31
Econometric theory
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric reviews
8
Working paper
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Cowles Foundation paper
4
Economics letters
4
The econometrics journal
4
Econometrics : open access journal
3
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion papers / Department of Economics, University of California San Diego
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
Spatial economic analysis : the journal of the Regional Studies Association
2
The American journal of economics and sociology
2
The review of economic studies
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and finance
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
Finance research letters
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
New Zealand economic papers
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
Quantitative finance
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
Time series analysis : in memory of E. J. Hannan
1
more ...
less ...
Source
All
ECONIS (ZBW)
268
Showing
1
-
10
of
268
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
2
Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.
;
Yu, Jun
-
2010
Persistent link: https://www.econbiz.de/10008656743
Saved in:
3
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
4
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
5
Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.
;
Yu, Jun
- In:
Quantitative economics : QE ; journal of the …
2
(
2011
)
3
,
pp. 455-491
Persistent link: https://www.econbiz.de/10009412953
Saved in:
6
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
7
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
Saved in:
8
Gaussian estimation of continuous time models of the short term interest rate
Yu, Jun
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001596325
Saved in:
9
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
10
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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...
