//--> //--> //--> //-->
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:"Econometric theory"
~subject:"Kointegration"
~subject:"Welt"
~type:"article"
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:"time series"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Welt
Time series analysis
313
Zeitreihenanalyse
313
Theorie
192
Theory
192
Estimation theory
157
Schätztheorie
157
Einheitswurzeltest
38
Unit root test
38
Statistical test
29
Statistischer Test
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Cointegration
23
Stochastic process
23
Stochastischer Prozess
23
Regression analysis
18
Regressionsanalyse
18
Autocorrelation
16
Autokorrelation
16
Estimation
15
Schätzung
15
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
Bootstrap approach
9
Bootstrap-Verfahren
9
Heteroscedasticity
9
Heteroskedastizität
9
Statistical distribution
9
Statistische Verteilung
9
ARMA model
8
ARMA-Modell
8
Metal market
8
Metallmarkt
8
Structural break
8
Strukturbruch
8
VAR model
8
VAR-Modell
8
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Phillips, Peter C. B.
3
Magdalinos, Tassos
2
Saikkonen, Pentti
2
Arteche, Josu
1
Barrio Castro, Tomás del
1
Bierens, Herman J.
1
Breitung, Jörg
1
Chambers, Marcus J.
1
Choi, In
1
Dong, Chaohua
1
Elliott, Graham
1
Franchi, Massimo
1
Gao, Jiti
1
Grégoir, Stéphane
1
Haldrup, Niels
1
Hassler, Uwe
1
Jansson, Michael
1
Jusélius, Katarina
1
Lütkepohl, Helmut
1
Martins, Luís Filipe
1
Osborn, Denise R.
1
Paruolo, Paolo
1
Pedroni, Peter Louis
1
Pesavento, Elena
1
Pons Rotger, Gabriel
1
Robinson, Peter M.
1
Rodrigues, Paulo M. M.
1
Sansó, Andreu
1
Seo, Myung Hwan
1
Seo, Won-Ki
1
Silva, Afonso Gonçalves da
1
Sun, Yixiao
1
Wang, Qiying
1
more ...
less ...
Published in...
All
Econometric theory
Energy economics
67
Journal of econometrics
62
Economic modelling
51
Applied economics
43
Applied economics letters
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Economics letters
35
International Journal of Energy Economics and Policy : IJEEP
30
International journal of forecasting
26
Econometric reviews
23
Econometrics : open access journal
23
The empirical economics letters : a monthly international journal of economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
International journal of economics and financial issues : IJEFI
19
Journal of international money and finance
19
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of macroeconomics
16
International review of economics & finance : IREF
15
Journal of forecasting
15
Journal of applied econometrics
14
Research in international business and finance
14
Journal of banking & finance
13
Modern economy
13
Oxford bulletin of economics and statistics
13
Business and Economic Research : BER
12
Journal of international financial markets, institutions & money
12
Applied financial economics
11
Journal of economic surveys
11
CBN journal of applied statistics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and finance
10
International journal of finance & economics : IJFE
10
The econometrics journal
10
Cogent economics & finance
9
Finance research letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Computational economics
8
International review of financial analysis
8
Journal of time series econometrics
8
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
2
Exact local whittle estimation in long memory
time
series
with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
3
Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
Saved in:
4
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Saved in:
5
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
6
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
- In:
Econometric theory
31
(
2015
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010532069
Saved in:
7
Estimation of nonlinear error correction models
Seo, Myung Hwan
- In:
Econometric theory
27
(
2011
)
2
,
pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
Saved in:
8
Fully modified estimation of seasonally cointegrated processes
Grégoir, Stéphane
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1491-1528
Persistent link: https://www.econbiz.de/10008662659
Saved in:
9
Time-varying cointegration
Bierens, Herman J.
;
Martins, Luís Filipe
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10008662660
Saved in:
10
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->