//--> //--> //--> //-->
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:"Econometric reviews"
~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
421
Zeitreihenanalyse
421
Theorie
225
Theory
225
Estimation theory
137
Schätztheorie
137
Estimation
101
Schätzung
101
Volatility
67
Volatilität
67
Forecasting model
58
Prognoseverfahren
58
Nichtlineare Regression
55
Nonlinear regression
55
Einheitswurzeltest
49
Unit root test
49
ARCH model
46
ARCH-Modell
46
Stochastic process
45
Stochastischer Prozess
45
Kointegration
39
Autocorrelation
38
Autokorrelation
38
Statistical test
37
Statistischer Test
37
State space model
36
Zustandsraummodell
36
USA
34
United States
34
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Business cycle
30
Markov chain
30
Markov-Kette
30
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Structural break
25
Strukturbruch
25
more ...
less ...
Online availability
All
Undetermined
60
Free
3
Type of publication
All
Article
70
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Language
All
English
70
Author
All
Proietti, Tommaso
4
Audrino, Francesco
2
Bohn Nielsen, Heino
2
Escribano, Álvaro
2
Jones, Barry E.
2
Miller, J. Isaac
2
Phillips, Peter C. B.
2
Taylor, Robert
2
Anderson, Richard G.
1
Aparicio, F. M.
1
Arsova, Antonia
1
Bahramian, Pejman
1
Banerjee, Anurag Narayan
1
Bec, Frédérique
1
Belaire-Franch, Jorge
1
BenSalem, Mélika
1
Bernardi, Mauro
1
Bessec, Marie
1
Billio, Monica
1
Blyth, Conrad Alexander
1
Boldin, Michael David
1
Boswijk, Herman Peter
1
Bradley, Michael D.
1
Brune, Barbara
1
Bruzda, Joanna
1
Bura, Efstathia
1
Camacho, Maximo
1
Carrion i Silvestre, Josep Lluís
1
Casarin, Roberto
1
Cavaliere, Giuseppe
1
Cavaliere, Guiseppe
1
Chauvet, Marcelle
1
Chevillon, Guillaume
1
Corsi, Fulvio
1
Dahl, Christian M.
1
Davig, Troy
1
De Angelis, Luca
1
Della Corte, Giuseppe
1
Duffy, James A.
1
Ericsson, Neil R.
1
more ...
less ...
Published in...
All
Econometric reviews
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
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
Cowles Foundation discussion paper
17
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)
70
Showing
1
-
10
of
70
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
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:
3
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
4
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:
5
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
6
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
7
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:
8
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:
9
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:
10
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
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...
//-->