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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
438
Theory
437
Estimation theory
339
Schätztheorie
339
Time series analysis
259
Regression analysis
145
Regressionsanalyse
145
Unit root test
117
Einheitswurzeltest
109
Stochastic process
108
Stochastischer Prozess
108
Panel
93
Panel study
93
Cointegration
85
Statistical test
84
Statistischer Test
84
Kointegration
82
Estimation
79
Schätzung
78
Nichtparametrisches Verfahren
73
Nonparametric statistics
73
Autocorrelation
70
Autokorrelation
70
China
64
Volatility
52
Volatilität
52
Ökonometrie
52
Econometrics
50
Bubbles
46
Spekulationsblase
45
Börsenkurs
40
Share price
40
Forecasting model
39
Prognoseverfahren
39
Method of moments
36
Momentenmethode
36
USA
36
United States
36
Maximum likelihood estimation
35
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Free
113
Undetermined
25
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Book / Working Paper
153
Article
107
Type of publication (narrower categories)
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Article in journal
102
Aufsatz in Zeitschrift
102
Arbeitspapier
80
Graue Literatur
80
Non-commercial literature
80
Working Paper
80
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
3
Festschrift
3
Sammelwerk
3
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1
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1
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1
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1
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1
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English
260
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Phillips, Peter C. B.
237
Yu, Jun
33
Lieberman, Offer
17
Magdalinos, Tassos
16
Jin, Sainan
10
Wang, Qiying
10
Xiao, Zhijie
10
Moon, Hyungsik Roger
9
Sun, Yixiao
9
Gao, Jiti
8
Giraitis, Liudas
7
Han, Chirok
7
Ploberger, Werner
7
Dalla, Violetta
5
Ouliaris, Sam
5
Shi, Shuping
5
Su, Liangjun
5
Sul, Donggyu
5
Wang, Xiaohu
5
Li, Degui
4
Mariano, Roberto S.
4
Perron, Benoit
4
Quintos, Carmela E.
4
Sabzikar, Farzad
4
Zhang, Yonghui
4
Bykhovskaya, Anna
3
Park, Joon Y.
3
Schiff, Aaron F.
3
Shi, Zhentao
3
Toda, Hiro Y.
3
Wang, XiaoHu
3
Yu, Jihai
3
Chang, Yoosoon
2
Durlauf, Steven N.
2
Fan, Zhenhong
2
Gao, Wayne Yuan
2
Guo, Binbin
2
Hong, Seung Hyun
2
Kasparis, Ioannis
2
Kheifets, Igor L.
2
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Cowles Foundation discussion paper
81
Cowles Foundation Discussion Paper
31
Journal of econometrics
29
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
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
Working papers / Wharton School, University of Pennsylvania / Finance
1
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ECONIS (ZBW)
260
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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:
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