//--> //--> //--> //-->
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:"Konjunktur"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
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
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Konjunktur
Cointegration
Time series analysis
308
Zeitreihenanalyse
308
Theorie
149
Theory
149
Estimation theory
90
Schätztheorie
90
Estimation
64
Schätzung
64
Einheitswurzeltest
40
Unit root test
40
Nichtlineare Regression
38
Nonlinear regression
38
Volatility
37
Volatilität
37
Forecasting model
36
Prognoseverfahren
36
ARCH model
33
ARCH-Modell
33
Business cycle
31
Kointegration
30
Stochastic process
29
Stochastischer Prozess
29
Autocorrelation
28
Autokorrelation
28
USA
27
United States
27
Markov chain
24
Markov-Kette
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Statistical test
24
Statistischer Test
24
Bayes-Statistik
21
Bayesian inference
21
Regression analysis
21
Regressionsanalyse
21
State space model
21
Zustandsraummodell
21
more ...
less ...
Online availability
All
Undetermined
43
Free
14
Type of publication
All
Article
44
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
61
Author
All
Phillips, Peter C. B.
13
Proietti, Tommaso
3
Escribano, Álvaro
2
Magdalinos, Tassos
2
Shi, Zhentao
2
Andrews, Donald W. K.
1
Aparicio, F. M.
1
Bahramian, Pejman
1
Banerjee, Anurag Narayan
1
Bec, Frédérique
1
Belaire-Franch, Jorge
1
BenSalem, Mélika
1
Bernardi, Mauro
1
Billio, Monica
1
Blyth, Conrad Alexander
1
Boldin, Michael David
1
Bradley, Michael D.
1
Bruzda, Joanna
1
Camacho, Maximo
1
Casarin, Roberto
1
Chen, Xiaohong
1
Dahl, Christian M.
1
Davig, Troy
1
Della Corte, Giuseppe
1
Ericsson, Neil R.
1
Fethi, Sami
1
Fossati, Sebastian
1
Gao, Jiti
1
Gefang, Deborah
1
Gençay, Ramazan
1
González-Rivera, Gloria
1
Haurin, Donald R.
1
Hong, Seung Hyun
1
In, Francis Haeuck
1
Jansen, Dennis W.
1
Jin, Sainan
1
Jochmann, Markus
1
Jones, Barry E.
1
Jong, Robert M. de
1
Kasparis, Ioannis
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of econometrics
63
Applied economics
53
Economics letters
47
Applied economics letters
43
CESifo working papers
42
International journal of forecasting
36
NBER working paper series
33
Discussion paper / Tinbergen Institute
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of macroeconomics
30
NBER Working Paper
30
Energy economics
29
Econometric theory
28
International Journal of Energy Economics and Policy : IJEEP
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Macroeconomic dynamics
27
Working paper
27
Econometric reviews
26
Journal of applied econometrics
24
Working paper / National Bureau of Economic Research, Inc.
24
Discussion paper / Centre for Economic Policy Research
23
The empirical economics letters : a monthly international journal of economics
23
Journal of economic dynamics & control
21
Modern economy
20
Econometrics : open access journal
19
International journal of economics and financial issues : IJEFI
19
Journal of forecasting
19
CAMA working paper series
18
CREATES research paper
18
Discussion papers / Department of Economics, University of Copenhagen
18
Economics and finance working paper series
17
Discussion papers / CEPR
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
Business and Economic Research : BER
13
Discussion papers of interdisciplinary research project 373
13
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
2
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
3
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
5
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
6
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
7
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
8
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
9
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
10
Recovering cointegration via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->