//--> //--> //--> //-->
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:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~type_genre:"Article in journal"
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
Zeitreihenanalyse
Theorie
815
Theory
815
Time series analysis
172
Estimation theory
162
Schätztheorie
162
Estimation
108
Schätzung
108
Statistical test
97
Statistischer Test
97
Panel
81
Panel study
81
Stochastic process
77
Stochastischer Prozess
77
Einheitswurzeltest
69
Unit root test
69
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Volatility
62
Volatilität
62
Regression analysis
60
Regressionsanalyse
60
Bayesian inference
58
Bayes-Statistik
57
Cointegration
55
Kointegration
55
USA
53
United States
53
Forecasting model
51
Monte Carlo simulation
51
Monte-Carlo-Simulation
51
Prognoseverfahren
51
Econometrics
50
Statistical theory
50
Statistische Methodenlehre
50
Ökonometrie
50
ARCH model
45
ARCH-Modell
45
Statistical distribution
44
Statistische Verteilung
44
more ...
less ...
Online availability
All
Undetermined
45
Free
3
Type of publication
All
Article
171
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
172
Collection of articles of several authors
1
Rezension
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
172
Author
All
Taylor, Robert
8
Phillips, Peter C. B.
6
Spanos, Aris
6
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Leybourne, Stephen James
4
Proietti, Tommaso
4
Dagum, Estela Bee
3
Harvey, David I.
3
Hodgson, Douglas J.
3
Johansen, Søren
3
Maasoumi, Esfandiar
3
McAleer, Michael
3
McElroy, Tucker
3
Perron, Pierre
3
Psaradakis, Zacharias G.
3
Asai, Manabu
2
Ashley, Richard A.
2
Audrino, Francesco
2
Cavaliere, Giuseppe
2
Granger, C. W. J.
2
Grigoletto, Matteo
2
He, Changli
2
Hendry, David F.
2
Horváth, Lajos
2
Jawadi, Fredj
2
Kapetanios, George
2
Koopman, Siem Jan
2
Kočenda, Evžen
2
Larsson, Rolf
2
Ng, Serena
2
Nielsen, Bent
2
Osborn, Denise R.
2
Saikkonen, Pentti
2
Sandberg, Rickard
2
Shephard, Neil G.
2
Teräsvirta, Timo
2
Tremayne, Andrew R.
2
Yu, Jun
2
more ...
less ...
Published in...
All
Econometric reviews
The econometrics journal
Journal of econometrics
323
International journal of forecasting
303
Economics letters
270
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
231
Journal of forecasting
223
Econometric theory
190
Economic modelling
112
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Applied economics letters
67
Journal of economic dynamics & control
65
Energy economics
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
51
European journal of operational research : EJOR
45
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
Macroeconomic dynamics
36
Finance research letters
34
Applied financial economics
30
Journal of economic surveys
30
Journal of the American Statistical Association : JASA
30
Journal of international money and finance
28
Journal of time series econometrics
28
Risks : open access journal
28
Journal of banking & finance
27
Journal of risk and financial management : JRFM
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
26
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
International economic review
24
The North American journal of economics and finance : a journal of financial economics studies
24
more ...
less ...
Source
All
ECONIS (ZBW)
172
Showing
1
-
10
of
172
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
4
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
5
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
6
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
7
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
Casoli, Chiara
;
Lucchetti, Riccardo
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 494-514
Persistent link: https://www.econbiz.de/10013253846
Saved in:
8
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:
9
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:
10
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
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...
//-->