//--> //--> //-->
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"
~subject:"Time series analysis"
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:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Zeitreihenanalyse
8
Theorie
6
Theory
6
Stochastic process
5
Stochastischer Prozess
5
Estimation theory
4
Schätztheorie
4
Statistical test
4
Statistischer Test
4
Continuous time
2
Continuous time model
2
Continuous-time factor model
2
Factor analysis
2
Faktorenanalyse
2
Lévy process
2
Regression analysis
2
Regressionsanalyse
2
Volatility
2
Volatilität
2
Analysis of variance
1
Asymptotics
1
Bandwidth selection
1
Bubble testing
1
Bubbles
1
CAPM
1
CARMA process
1
Cointegration
1
Continuous time models
1
Continuous time process
1
Continuous time regression
1
Diffusion
1
Double asymptotics
1
Einheitswurzeltest
1
Exact discrete time models
1
Explosive continuous time models
1
Explosive path
1
Extreme behavior
1
F distribution
1
Factor loading matrix
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Yu, Jun
2
Brockwell, Peter J.
1
Chambers, Marcus J.
1
Jiang, Bibo
1
Kong, Xin-Bing
1
Kong, Xin-bing
1
Lindner, Alexander
1
Liu, Cheng
1
Liu, Zhi
1
Lu, Ye
1
Park, Joon Y.
1
Pellatt, Daniel F.
1
Phillips, Peter C. B.
1
Sun, Yixiao
1
Tao, Yubo
1
Wang, XiaoHu
1
Zhou, Wang
1
more ...
less ...
Published in...
All
Journal of econometrics
International journal of bonds and derivatives
2
Journal of empirical finance
2
Journal of time series econometrics
2
Risks : open access journal
2
The empirical economics letters : a monthly international journal of economics
2
Annals of finance
1
Asia-Pacific financial markets
1
CAEPR working papers
1
CFS working paper series
1
CREATES research paper
1
Cambridge journal of economics
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / University of Essex, Department of Economics
1
Discussion papers / Department of Economics, The University of Birmingham
1
Discussion papers / University of Essex, Department of Economics
1
Discussion papers in economics
1
Economic theory bulletin
1
Economics discussion papers / University of Essex, Department of Economics
1
Energy economics
1
Handbook of economic forecasting ; 1
1
International journal of financial engineering and risk management
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of mathematical economics
1
Kiel working paper
1
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
1
Recent work / Department of Economics, UC San Diego
1
Staff working papers / Bank of England
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of energy markets
1
Transportation research / E : an international journal
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
3
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
4
A rank test for the number of factors with high-frequency data
Kong, Xin-Bing
;
Liu, Zhi
;
Zhou, Wang
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 439-460
Persistent link: https://www.econbiz.de/10012303820
Saved in:
5
Testing against constant factor loading matrix with large panel high-frequency data
Kong, Xin-bing
;
Liu, Cheng
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 301-319
Persistent link: https://www.econbiz.de/10011974736
Saved in:
6
Double asymptotics for explosive
continuous
time
models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
7
The estimation of
continuous
time
models with mixed frequency data
Chambers, Marcus J.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 390-404
Persistent link: https://www.econbiz.de/10011704956
Saved in:
8
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->