//--> //--> //-->
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:"Ghysels, Eric"
~person:"Harvey, Andrew C."
~type_genre:"Arbeitspapier"
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:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
17
Schätztheorie
17
Theorie
8
Theory
8
Zeitreihenanalyse
7
Risiko
3
Risk
3
Statistical distribution
3
Statistische Verteilung
3
CAPM
2
Capital income
2
Cointegration
2
Estimation
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Kointegration
2
Saisonale Schwankungen
2
Schätzung
2
Seasonal variations
2
Statistical theory
2
Statistische Methodenlehre
2
Volatility
2
Volatilität
2
1929-2010
1
Ausreißer
1
Capital market returns
1
Economic and statistical models
1
Factor analysis
1
Faktorenanalyse
1
Financial markets
1
Hauptkomponentenanalyse
1
Kapitalmarktrendite
1
Option pricing theory
1
Optionspreistheorie
1
Outliers
1
Panel
1
Panel study
1
Portfolio selection
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
21
Aufsatz in Zeitschrift
21
Graue Literatur
8
Non-commercial literature
8
Working Paper
7
Lehrbuch
4
Textbook
4
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Sammelwerk
2
Amtsdruckschrift
1
Aufsatzsammlung
1
Government document
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
7
Author
All
Ghysels, Eric
Harvey, Andrew C.
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
22
Lütkepohl, Helmut
21
Franses, Philip Hans
19
Sibbertsen, Philipp
18
Teräsvirta, Timo
18
Lucas, André
16
Kapetanios, George
14
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Peng, Bin
13
Pesaran, M. Hashem
13
Swanson, Norman R.
13
Gómez, Víctor
11
Koop, Gary
11
Ooms, Marius
11
Linton, Oliver
10
Nielsen, Bent
10
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Dong, Chaohua
9
Martin, Gael M.
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
Bauwens, Luc
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Fried, Roland
8
Li, Degui
8
Marcellino, Massimiliano
8
Miller, J. Isaac
8
more ...
less ...
Published in...
All
Working paper series / Department of Economics, University of Missouri-Columbia
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Cambridge working papers in economics
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
-
2014
-
Rev .
Persistent link: https://www.econbiz.de/10010231623
Saved in:
2
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
-
Rev.
Persistent link: https://www.econbiz.de/10010200462
Saved in:
3
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
4
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
Saved in:
5
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
6
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
7
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric
;
Granger, C. W. J.
;
Siklos, Pierre L.
-
1995
Persistent link: https://www.econbiz.de/10001512556
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->