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source:"econis"
~isPartOf:"Applied economics letters"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
Time series analysis
220
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Estimation
76
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76
Theorie
69
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69
Estimation theory
50
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49
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Su, Jen-je
2
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1
Bukenya, James
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Cook, Steven
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Applied economics letters
Journal of econometrics
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
27
Econometric theory
23
Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
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International journal of forecasting
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Computational economics
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Quantitative finance
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The econometrics journal
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Econometrics : open access journal
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Energy economics
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European journal of operational research : EJOR
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
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Journal of forecasting
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Risks : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Macroeconomic dynamics
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Applied economics
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Finance research letters
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ASTIN bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
2
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
3
Seasonality robust local whittle estimation
Wingert, Simon
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
Saved in:
4
Nonlinear trend stationarity in global and hemispheric temperatures
Lai, Kon-sun
;
Yoon, Mann J.
- In:
Applied economics letters
25
(
2018
)
1
,
pp. 15-18
Persistent link: https://www.econbiz.de/10011853576
Saved in:
5
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
6
Are Asian-Pacific real exchange rates (trend) stationary?
Kim, Benjamin Jin Chun
;
Perumal, Andrew
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1531-1535
Persistent link: https://www.econbiz.de/10009383447
Saved in:
7
A note on spurious regressions between stationary series
Su, Jen-je
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1225-1230
Persistent link: https://www.econbiz.de/10003801383
Saved in:
8
Further results on the detection of changes in persistence in linear time series
Cook, Steven
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 145-150
Persistent link: https://www.econbiz.de/10003448445
Saved in:
9
Dairy supply response under stochastic trend and seasonality
Adhikari, Murali
;
Paudel, Krishna P.
;
Houstan, Jack
; …
- In:
Applied economics letters
14
(
2007
)
10/12
,
pp. 887-891
Persistent link: https://www.econbiz.de/10003589486
Saved in:
10
On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives
Su, Jen-je
- In:
Applied economics letters
10
(
2003
)
10
,
pp. 637-641
Persistent link: https://www.econbiz.de/10001801943
Saved in:
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