//--> //--> //--> //-->
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"
~person:"McAleer, Michael"
~person:"Mills, Terence C."
~person:"Phillips, Peter C. B."
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:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
630
Theory
630
Zeitreihenanalyse
222
Estimation theory
97
Schätztheorie
97
Stochastischer Prozess
91
Stochastic process
90
Einheitswurzeltest
67
Unit root test
67
Volatility
65
Volatilität
65
Estimation
54
Schätzung
54
ARCH model
50
ARCH-Modell
50
Regression analysis
49
Regressionsanalyse
49
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Ökonometrie
42
Cointegration
41
Econometrics
41
Kointegration
40
Forecasting model
39
Prognoseverfahren
39
Statistical test
38
Statistischer Test
38
Modellierung
36
Scientific modelling
36
Autocorrelation
35
Autokorrelation
35
Großbritannien
30
Panel
29
Panel study
29
United Kingdom
29
Statistical theory
25
Statistische Methodenlehre
25
USA
25
United States
25
more ...
less ...
Online availability
All
Free
76
Undetermined
20
Type of publication
All
Book / Working Paper
124
Article
98
Type of publication (narrower categories)
All
Article in journal
90
Aufsatz in Zeitschrift
90
Arbeitspapier
84
Working Paper
84
Graue Literatur
82
Non-commercial literature
82
Aufsatz im Buch
10
Book section
10
Collection of articles of several authors
4
Festschrift
4
Sammelwerk
4
Systematic review
3
Übersichtsarbeit
3
Konferenzschrift
2
Aufsatzsammlung
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Interview
1
more ...
less ...
Language
All
English
222
Author
All
McAleer, Michael
Mills, Terence C.
Phillips, Peter C. B.
Franses, Philip Hans
135
Koopman, Siem Jan
116
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
87
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
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
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Timmermann, Allan
37
Lux, Thomas
36
Haldrup, Niels
35
more ...
less ...
Institution
All
Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Loughborough University / Department of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
University of Warwick / Department of Economics
1
Published in...
All
Cowles Foundation discussion paper
44
Journal of econometrics
20
Cowles Foundation Discussion Paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometric theory
11
Working paper
11
Econometric Institute research papers
9
Econometric reviews
7
Journal of economic surveys
6
Discussion paper / Tinbergen Institute
5
Bulletin of economic research
3
Discussion paper / Institute of Social and Economic Research
3
Economic research paper / Loughborough University, Department of Economics
3
Palgrave texts in econometrics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Contributions to financial econometrics : theoretical and practical issues
2
Discussion papers / Department of Economics, University of California San Diego
2
Econometrics : open access journal
2
Journal of empirical finance
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
The review of economic studies
2
Applied economics
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economic forecasting
1
Economic time series with random walk and other nonstationary components
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Encyclopedia of economics research ; Vol. 1
1
Energy economics
1
Essays in honor of Joon Y. Park : econometric theory
1
Explorations in economic history : EEH
1
International economic review
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
222
Showing
1
-
10
of
222
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
2
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
3
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
4
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
7
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
8
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
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...
//-->