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  • Search: isPartOf:"Journal of Time Series Econometrics"
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Year of publication
Subject
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Time series analysis 78 Zeitreihenanalyse 78 Estimation theory 60 Schätztheorie 60 Theorie 55 Theory 55 ARCH model 25 ARCH-Modell 25 Estimation 21 Schätzung 21 Volatility 20 Volatilität 20 Forecasting model 18 Prognoseverfahren 18 Statistical test 15 Statistischer Test 15 Einheitswurzeltest 14 Stochastic process 14 Stochastischer Prozess 14 Unit root test 14 ARMA model 11 ARMA-Modell 11 Cointegration 11 Kointegration 11 Monte Carlo simulation 11 Monte-Carlo-Simulation 11 Regression analysis 11 Regressionsanalyse 11 Capital income 10 Kapitaleinkommen 10 Structural break 10 Strukturbruch 10 Bootstrap approach 8 Bootstrap-Verfahren 8 Statistical distribution 8 Statistische Verteilung 8 VAR model 8 VAR-Modell 8 Correlation 7 Korrelation 7
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Online availability
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Undetermined 258 Free 6
Type of publication
All
Article 263 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 130 Aufsatz in Zeitschrift 130 research-article 9 frontmatter 8 other 3 Collection of articles of several authors 1 Sammelwerk 1
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Language
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English 192 Undetermined 72
Author
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McElroy, Tucker 5 Asai, Manabu 4 Hendry, David F. 4 Morettin, Pedro A. 4 Satchell, Stephen 4 Haldrup, Niels 3 Iacone, Fabrizio 3 Jowaheer, Vandna 3 Khan, Naushad Mamode 3 Larsson, Rolf 3 Sunecher, Yuvraj 3 Wildi, Marc 3 Zhang, Ru 3 Abadir Karim M. 2 Abadir, Karim M. 2 Abadir, Karim Maher 2 Aknouche, Abdelhakim 2 Amir, Abdoulkarim Ilmi 2 Arvanitis, Stelios 2 Aubin, Elisete C. Q. 2 Bai, Jushan 2 Barrio Castro, Tomás del 2 Belaire-Franch, Jorge 2 Bollerslev, Tim 2 Burda, Martin 2 Cardinali, Alessandro 2 Carrion-i-Silvestre, Josep Lluís 2 Chan, Felix 2 Chen, Xilong 2 Chiann, Chang 2 Christensen, Timothy 2 Contreras, Dulce 2 Dahl, Christian M. 2 Demetrescu, Matei 2 Doornik, Jurgen A. 2 Dēmos, Antōnēs A. 2 Everaert, Gerdie 2 Fang, Xu 2 Ghysels, Eric 2 Grassi, Stefano 2
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Published in...
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Journal of time series econometrics 172 Journal of Time Series Econometrics 92
Source
All
ECONIS (ZBW) 130 RePEc 72 OLC EcoSci 42 Other ZBW resources 20
Showing 71 - 80 of 264
Cover Image
Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting
Burda, Martin - In: Journal of time series econometrics 7 (2015) 1, pp. 95-113
Persistent link: https://www.econbiz.de/10010510040
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Long memory and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 7 (2015) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
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Cover Image
Tapered block bootstrap for unit root testing
Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of time series econometrics 7 (2015) 1, pp. 37-67
Persistent link: https://www.econbiz.de/10010510047
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Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - In: Journal of time series econometrics 7 (2015) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
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How close is a fractional process to a random walk with drift?
Larsson, Rolf - In: Journal of time series econometrics 7 (2015) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10011291296
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Forecasting volatility and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos - In: Journal of time series econometrics 7 (2015) 2, pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
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Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin; Demetrescu, Matei - In: Journal of time series econometrics 7 (2015) 2, pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
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A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.; Rambaccussing, Dooruj - In: Journal of time series econometrics 7 (2015) 2, pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
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Frontmatter
In: Journal of Time Series Econometrics 7 (2015) 2, pp. i-iii
Persistent link: https://www.econbiz.de/10014615084
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Frontmatter
In: Journal of Time Series Econometrics 8 (2015) 1, pp. i-iii
Persistent link: https://www.econbiz.de/10014615095
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