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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Cavaliere, Giuseppe"
~person:"Dagum, Estela Bee"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Lucas, André"
~person:"Maasoumi, Esfandiar"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"USA"
~subject:"Welt"
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Großbritannien
Time series analysis
USA
Welt
Theorie
45
Theory
45
Zeitreihenanalyse
20
Estimation theory
8
Forecasting model
8
Prognoseverfahren
8
Schätztheorie
8
United States
8
Estimation
7
Schätzung
7
Econometrics
6
Statistical test
6
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3
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2
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2
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2
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2
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2
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22
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23
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English
23
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Cavaliere, Giuseppe
Dagum, Estela Bee
Engle, Robert F.
Hendry, David F.
Lucas, André
Maasoumi, Esfandiar
Proietti, Tommaso
Swanson, Norman R.
Franses, Philip Hans
10
Taylor, Robert
9
Phillips, Peter C. B.
8
Hinich, Melvin J.
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Granger, C. W. J.
5
Harvey, David I.
5
Kilian, Lutz
5
Leybourne, Stephen James
5
Andreou, Elena
4
Cubadda, Gianluca
4
Dijk, Dick van
4
Maddala, Gangadharrao S.
4
Morley, James C.
4
Osborn, Denise R.
4
Bordignon, Silvano
3
Gil-Alaña, Luis A.
3
Jawadi, Fredj
3
Kapetanios, George
3
Kim, Chang-jin
3
Lee, Tae-hwy
3
McAleer, Michael
3
Moon, Hyungsik Roger
3
Pesaran, M. Hashem
3
Tzavalis, Elias
3
Urbain, Jean-Pierre
3
Zellner, Arnold
3
Zivot, Eric
3
Asai, Manabu
2
Ashley, Richard A.
2
Astill, Sam
2
Audrino, Francesco
2
Banerjee, Anindya
2
Barnett, William A.
2
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Conference on the Econometrics of Economic Policy <1995, Fiesole>
1
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Econometric reviews
Journal of empirical finance
Macroeconomic dynamics
Oxford bulletin of economics and statistics
Discussion paper / Tinbergen Institute
32
Working papers / Rutgers University, Department of Economics
20
Journal of econometrics
19
International journal of forecasting
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Discussion paper / Department of Economics, University of California San Diego
11
Working paper / National Bureau of Economic Research, Inc.
10
CEIS Working Paper
8
Department of Economics discussion paper series / University of Oxford
7
Journal of applied econometrics
6
Advanced texts in econometrics
5
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5
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
4
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4
CREATES research paper
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
EERI research paper series
2
Econometrics : open access journal
2
Economics discussion papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economic surveys
2
Journal of macroeconomics
2
Journal of monetary economics
2
Oxford review of economic policy
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Research paper / University of Melbourne, Department of Economics
2
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ECONIS (ZBW)
23
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1
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
2
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
3
Peter Schmidt : econometrician and consummate professional
Maasoumi, Esfandiar
;
Sickles, Robin C.
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011794533
Saved in:
4
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
Saved in:
5
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
6
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
7
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Saved in:
8
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
9
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
10
Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003800641
Saved in:
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