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person:"Engle, Robert F."
subject:"Time series analysis"
~source:"econis"
~type_genre:"Working Paper"
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Engle, Robert F.
Franses, Philip Hans
63
Koopman, Siem Jan
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
52
Phillips, Peter C. B.
46
Härdle, Wolfgang
41
Maravall Herrero, Agustín
40
Dijk, Herman K. van
37
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35
Sibbertsen, Philipp
35
Lütkepohl, Helmut
34
McAleer, Michael
33
Koop, Gary
32
Lucas, André
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Kunst, Robert M.
30
Hyndman, Rob J.
29
Beran, Jan
28
Hallin, Marc
28
Marcellino, Massimiliano
28
Swanson, Norman R.
26
Bauwens, Luc
24
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21
Lux, Thomas
21
Schmid, Wolfgang
20
Dijk, Dick van
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Timmermann, Allan
19
Weihs, Claus
19
Harvey, Andrew C.
17
Athanasopoulos, George
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Breitung, Jörg
15
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15
Gao, Jiti
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ECONIS (ZBW)
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1
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
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2
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
3
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
4
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
5
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
6
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
7
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
-
1974
Persistent link: https://www.econbiz.de/10000646437
Saved in:
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