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source:"econis"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~isPartOf:"The econometrics journal"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
Time series analysis
607
Zeitreihenanalyse
607
Theorie
351
Theory
351
Forecasting model
262
Prognoseverfahren
262
Estimation theory
144
Schätztheorie
144
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forecasting
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Asai, Manabu
3
McAleer, Michael
3
Abadir, Karim Maher
1
Allen, David E.
1
Arteche, Josu
1
Bailey, Ralph W.
1
Barigozzi, Matteo
1
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Berg, Andreas
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Bhargava, Alok
1
Blanco, Sara Ana Solanilla
1
Capobianco, Enrico
1
Chen, Jia
1
Chen, Zi-yu
1
Chuffart, Thomas
1
Chukhrova, Nataliya
1
Contreras-Valdez, Mario Ivan
1
Cross, Jamie
1
Davies, Robert
1
Deng, Min-hui
1
Fournier, David A.
1
Futami, Hidenori
1
Gao, Jiti
1
Garcin, Matthieu
1
García-Enríquez, Javier
1
Gatarek, Lukasz T.
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Gellert, Karol
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Guo, Na
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Götz, Thomas B.
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Hauzenberger, Klemens
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Ishida, Isao
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Johannssen, Arne
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Kim, Donggyu
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Kleppe, Tore Selland
1
Kolkiewicz, Adam W.
1
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1
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Econometrics : open access journal
International journal of theoretical and applied finance
Journal of forecasting
Risks : open access journal
The econometrics journal
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Econometric theory
23
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
CAMA working paper series
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Computational economics
14
International journal of forecasting
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Cowles Foundation discussion paper
12
Quantitative finance
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Applied economics letters
10
Journal of empirical finance
10
Energy economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
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CESifo working papers
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ECONIS (ZBW)
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41
An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.
;
Taylor, Robert
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
Saved in:
42
Wavelet transforms for the statistical analysis of returns generating stochastic processes
Capobianco, Enrico
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 511-534
Persistent link: https://www.econbiz.de/10001584368
Saved in:
43
Stochastic specification and the international GDP series
Bhargava, Alok
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001651358
Saved in:
44
Multifractal fluctuations in finance
Schmitt, François
;
Schertzer, Daniel
;
Lovejoy, Shaun
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001522884
Saved in:
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