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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
~type_genre:"Übersichtsarbeit"
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Time series analysis
Theorie
6,643
Theory
6,643
Estimation
524
Schätzung
522
Estimation theory
428
Schätztheorie
428
Zeitreihenanalyse
372
USA
332
United States
332
Geldpolitik
234
Monetary policy
234
Risk
208
Risiko
207
Game theory
196
Spieltheorie
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Income distribution
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156
Forecasting model
154
Prognoseverfahren
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150
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142
Pricing strategy
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Portfolio selection
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Aufsatz im Buch
Aufsatz in Zeitschrift
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372
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English
372
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Franses, Philip Hans
11
Gil-Alaña, Luis A.
7
Hecq, Alain W. J.
6
Newbold, Paul
6
Hassler, Uwe
5
Moosa, Imad A.
5
Peel, David
5
Schmidt, Peter
5
Chambers, Marcus J.
4
Lee, Junsoo
4
Leybourne, Stephen James
4
Sibbertsen, Philipp
4
Bahmani-Oskooee, Mohsen
3
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Lee, Hahn-shik
3
Lee, Hyejin
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Omay, Tolga
3
Shin, Yongcheol
3
Weber, Enzo
3
Yang, Minxian
3
Ōgaki, Masao
3
Abeysinghe, Tilak
2
Agiakloglou, Christos N.
2
Amsler, Christine Elaine
2
Bastianin, Andrea
2
Bewley, Ronald A.
2
Brorsen, B. Wade
2
Burns, Kelly
2
Butler, John S.
2
Camacho, Maximo
2
Crato, Nuno
2
Dezhbakhsh, Hashem
2
Dixon, Robert J.
2
Eroğlu, Burak Alparslan
2
Giles, David E. A.
2
Goodman, Fred J.
2
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Applied economics
Economics letters
Journal of econometrics
323
International journal of forecasting
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Journal of forecasting
223
Econometric theory
190
Econometric reviews
126
Economic modelling
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Computational economics
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
69
Journal of economic dynamics & control
66
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
51
The econometrics journal
47
European journal of operational research : EJOR
45
Econometrics : open access journal
42
The review of economics and statistics
41
Finance research letters
40
Journal of macroeconomics
40
Macroeconomic dynamics
36
Applied financial economics
30
Journal of economic surveys
30
Journal of the American Statistical Association : JASA
30
Journal of international money and finance
29
Risks : open access journal
29
Journal of time series econometrics
28
Journal of banking & finance
27
Journal of risk and financial management : JRFM
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
26
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
International economic review
24
The North American journal of economics and finance : a journal of financial economics studies
24
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ECONIS (ZBW)
372
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
4
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
5
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
6
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
7
The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
- In:
Economics letters
222
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014231909
Saved in:
8
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
9
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
10
Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
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