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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~person:"Taylor, Robert"
~subject:"Statistischer Test"
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Zeitreihenanalyse
Statistischer Test
Theorie
243
Theory
243
Nichtparametrisches Verfahren
77
Nonparametric statistics
77
Time series analysis
64
Einheitswurzeltest
50
Unit root test
50
Stochastic process
40
Stochastischer Prozess
40
Statistical test
37
Bootstrap approach
34
Bootstrap-Verfahren
34
Regression analysis
28
Regressionsanalyse
28
Saisonale Schwankungen
26
Seasonal variations
26
Estimation
24
Schätzung
24
Volatility
24
Volatilität
24
Estimation theory
18
Schätztheorie
18
Forecasting model
17
Prognoseverfahren
17
ARCH model
15
ARCH-Modell
15
Method of moments
15
Momentenmethode
15
Core
13
Cointegration
12
Kointegration
12
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
10
Statistische Verteilung
10
Efficient market hypothesis
9
Effizienzmarkthypothese
9
Heteroscedasticity
9
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29
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14
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Article
47
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46
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47
Aufsatz in Zeitschrift
47
Graue Literatur
35
Non-commercial literature
35
Arbeitspapier
34
Working Paper
34
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1
Nachschlagewerk
1
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1
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1
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English
93
Author
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Linton, Oliver
Taylor, Robert
Franses, Philip Hans
143
Phillips, Peter C. B.
140
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
106
Pesaran, M. Hashem
102
Lütkepohl, Helmut
89
Caporale, Guglielmo Maria
86
Härdle, Wolfgang
75
McAleer, Michael
72
Koop, Gary
67
Swanson, Norman R.
63
Teräsvirta, Timo
63
Kunst, Robert M.
57
Harvey, Andrew C.
56
Sibbertsen, Philipp
56
Maravall Herrero, Agustín
55
Saikkonen, Pentti
55
Marcellino, Massimiliano
52
Granger, C. W. J.
50
Hallin, Marc
50
Lucas, André
49
Dijk, Herman K. van
48
Hassler, Uwe
48
Hyndman, Rob J.
47
Engle, Robert F.
46
Gao, Jiti
46
Kapetanios, George
45
Perron, Pierre
45
Bauwens, Luc
44
Stock, James H.
44
Ghysels, Eric
43
Proietti, Tommaso
43
Hendry, David F.
42
Clark, Todd E.
41
Herwartz, Helmut
41
Mills, Terence C.
41
Dufour, Jean-Marie
40
Lux, Thomas
39
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Journal of econometrics
12
Department of Economics discussion paper / Department of Economics, The University of Birmingham
10
Cambridge working papers in economics
7
Econometric reviews
7
Econometric theory
7
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Cambridge-INET working papers
4
The econometrics journal
4
Cowles Foundation discussion paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers in economics
2
Discussion papers of interdisciplinary research project 373
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics papers
2
Janeway Institute working paper series
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
CEA_372Cass working paper series
1
DAE working paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / LSE Financial Markets Group
1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of applied economics
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
SIER working paper series
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
1
Tinbergen Institute
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
93
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1
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93
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1
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
Consistent testing for an implication of supermodular dominance
Chung, Danbi
;
Linton, Oliver
;
Whang, Yoon-jae
-
2021
Persistent link: https://www.econbiz.de/10013257478
Saved in:
4
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
5
Testing stochastic dominance with many conditioning variables
Linton, Oliver
;
Seo, Myung Hwan
;
Whang, Yoon-jae
-
2020
Persistent link: https://www.econbiz.de/10012793096
Saved in:
6
Dynamic peer groups of arbitrage characteristics
Ge, Shuyi
;
Li, Shaoran
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10013205408
Saved in:
7
Testing stochastic dominance with many conditioning variables
Linton, Oliver
;
Seo, Myung Hwan
;
Whang, Yoon-jae
-
2020
Persistent link: https://www.econbiz.de/10014311275
Saved in:
8
Testing for time stochastic dominance
Lee, Kyungho
;
Linton, Oliver
;
Whang, Yoon-jae
-
2020
Persistent link: https://www.econbiz.de/10013253442
Saved in:
9
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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