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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~language:"eng"
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Time series analysis
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Long memory in economics : with 50 tables
10
Handbook of financial time series
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Bootstrap inference in time series econometrics
5
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Handbook of econometrics ; Vol. 2
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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Progress in financial markets research
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State space and unobserved component models : theory and applications
5
The Oxford handbook of economic forecasting
5
Applied quantitative finance
4
Bioenvironmental and public health statistics
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Classification and clustering in business cycle analysis
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
Econometric analysis of financial and economic time series ; part B
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
On testing and forecasting in fractionally integrated time series models
4
Statistical methods in finance
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Statistical properties of GARCH processes
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Cointegration for the applied economist
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Contributions to financial econometrics : theoretical and practical issues
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Count data autoregression modelling
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Econometric analysis of financial markets
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Econometric modelling of durations between economic events
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Econometrics of short and unreliable time series
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Growth and cycle in the Euro-zone
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Handbook of economic forecasting ; Vol. 1
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Monetary transmission mechanisms and central bank policy : essays in econometric modelling
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New tools of economic dynamics
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On turning point detection in cyclical processes : with applications to the monitoring of business cycles
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Recent econometric techniques for macroeconomic and financial data
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Risk management decisions and value under uncertainty
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Advanced mathematical methods for finance
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Advances in economics and econometrics ; Vol. 3
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Advances in economics and econometrics: theory and applications ; Vol. 3
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ECONIS (ZBW)
408
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408
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1
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
2
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
3
Markov switching rationality
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 35-64)
.
2023
Persistent link: https://www.econbiz.de/10014315144
Saved in:
4
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
Saved in:
5
Determining the impact of different forms of stationarity on financial time series analysis
Greunen, Jan van
;
Heymans, André
- In:
Business research : an illustrative guide to practical …
,
(pp. 61-76)
.
2023
Persistent link: https://www.econbiz.de/10014317749
Saved in:
6
Incorporating external factors into time series forecasts
Baets, Shari de
;
Harvey, Nigel
- In:
Judgment in Predictive Analytics
,
(pp. 265-287)
.
2023
Persistent link: https://www.econbiz.de/10014301366
Saved in:
7
Statistical arbitrage using cointegration and principal component analysis approach
Bartkoviak, Oleksandr
;
Shpyrko, Viktor
;
Chernyak, Oleksandr
- In:
Business Development and Economic Governance in …
,
(pp. 167-182)
.
2022
Persistent link: https://www.econbiz.de/10013413520
Saved in:
8
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
Saved in:
9
The relationship between interest rates and inflation : time series evidence from Canada
Fazlollahi, Negar
;
Ebrahimijam, Saeed
- In:
New Dynamics in Banking and Finance : 5th International …
,
(pp. 191-205)
.
2022
Persistent link: https://www.econbiz.de/10013198534
Saved in:
10
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
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