//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~language:"eng"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
823
Time series analysis
822
Theorie
426
Theory
426
Estimation theory
344
Schätztheorie
344
Estimation
119
Schätzung
118
Forecasting model
111
Prognoseverfahren
111
Volatility
104
Volatilität
104
Nichtparametrisches Verfahren
99
Nonparametric statistics
99
Statistical test
81
Statistischer Test
81
Stochastic process
74
Stochastischer Prozess
74
Regression analysis
61
Regressionsanalyse
61
Cointegration
59
Kointegration
58
Einheitswurzeltest
52
Unit root test
52
VAR model
51
VAR-Modell
51
Factor analysis
50
Faktorenanalyse
50
ARCH model
46
ARCH-Modell
46
Börsenkurs
43
Share price
43
Autocorrelation
41
Autokorrelation
41
Capital income
41
Kapitaleinkommen
41
Panel
41
Panel study
41
Structural break
41
Strukturbruch
41
more ...
less ...
Online availability
All
Undetermined
294
Free
149
Type of publication
All
Article
661
Book / Working Paper
162
Type of publication (narrower categories)
All
Article in journal
665
Aufsatz in Zeitschrift
665
Arbeitspapier
143
Working Paper
143
Graue Literatur
136
Non-commercial literature
136
Forschungsbericht
29
Collection of articles of several authors
17
Sammelwerk
17
Konferenzschrift
7
Festschrift
6
Conference proceedings
5
Conference paper
3
Konferenzbeitrag
3
Aufsatzsammlung
2
Bibliografie
1
Bibliography
1
more ...
less ...
Language
All
English
German
5
Author
All
Weihs, Claus
27
Phillips, Peter C. B.
26
Fried, Roland
23
Sibbertsen, Philipp
19
Gather, Ursula
18
Taylor, Robert
18
Linton, Oliver
13
Steland, Ansgar
11
Chen, Xiaohong
10
Koop, Gary
10
Krämer, Walter
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Dette, Holger
9
Hallin, Marc
9
Park, Joon Y.
9
Garczarek, Ursula
8
Heilemann, Ullrich
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Gao, Jiti
7
Harvey, David I.
7
Koopman, Siem Jan
7
Li, Jia
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Beran, Jan
6
Chen, Rong
6
Francq, Christian
6
Hong, Yongmiao
6
Horváth, Lajos
6
Kleiber, Christian
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Perron, Pierre
6
Podolskij, Mark
6
more ...
less ...
Institution
All
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
199
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
176
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
93
EUI working paper / ECO
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
822
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
823
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
7
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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...
//-->