//--> //--> //--> //-->
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"
~language:"eng"
~subject:"Statistischer Test"
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
Statistischer Test
Zeitreihenanalyse
673
Time series analysis
672
Theorie
326
Theory
326
Estimation theory
308
Schätztheorie
308
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nichtparametrisches Verfahren
80
Nonparametric statistics
80
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Cointegration
57
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Einheitswurzeltest
48
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
Panel
40
Panel study
40
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Bayes-Statistik
36
Bayesian inference
36
more ...
less ...
Online availability
All
Undetermined
35
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Conference paper
2
Konferenzbeitrag
2
Language
All
English
Author
All
Delgado, Miguel A.
4
Chen, Xiaohong
3
Phillips, Peter C. B.
3
Varneskov, Rasmus Tangsgaard
3
Andersen, Torben
2
Chen, Bin
2
Demetrescu, Matei
2
Kristensen, Dennis
2
Park, Joon Y.
2
Sun, Yixiao
2
Taylor, Robert
2
Velasco, Carlos
2
Vogt, Michael
2
Anderson, Theodore W.
1
Andreou, Elena
1
Bailey, Natalia
1
Boot, Tom
1
Breitung, Jörg
1
Bücher, Axel
1
Carrion i Silvestre, Josep Lluís
1
Casini, Alessandro
1
Chan, Ngai Hang
1
Christensen, Kim
1
Christensen, Timothy M.
1
Corradi, Valentina
1
Cui, Yan
1
Davis, Richard A.
1
Elliott, Graham
1
Escanciano, J. Carlos
1
Fan, Yanqin
1
Fengler, Matthias
1
Forbes, Catherine Scipione
1
Francq, Christian
1
Gao, Jiti
1
Georgiev, Iliyan
1
Ghysels, Eric
1
Gomez-Biscarri, Javier
1
Götz, Thomas B.
1
Harvey, David I.
1
Hecq, Alain W. J.
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Econometric theory
29
Economics letters
27
Econometric reviews
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
International journal of forecasting
13
Journal of time series econometrics
12
CREATES research paper
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Working paper
11
Economic modelling
10
The econometrics journal
10
Applied economics letters
9
Cowles Foundation discussion paper
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Oxford bulletin of economics and statistics
9
SFB 649 discussion paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Cowles Foundation Discussion Paper
7
IHS economics series : working paper
7
Journal of applied econometrics
7
Macroeconomic dynamics
7
Applied economics
6
Cambridge working papers in economics
6
Computational economics
6
Econometrics : open access journal
6
Journal of the American Statistical Association : JASA
6
Birkbeck working papers in economics and finance : BWPEF
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Tinbergen Institute
5
Discussion papers of interdisciplinary research project 373
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
IWQW discussion paper series
5
Journal of forecasting
5
Reihe Ökonomie
5
Working paper series
5
CEMFI working paper
4
Department of Economics discussion paper series / University of Oxford
4
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
3
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
4
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
5
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
6
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
7
Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis
;
Davis, Richard A.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
Saved in:
8
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
9
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
10
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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...
//-->