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subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of applied econometrics"
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Time series analysis
Theorie
6,690
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6,690
Estimation
526
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526
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481
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479
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395
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385
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Werker, Bas J. M.
9
Drost, Feike C.
6
Forni, Mario
6
Pesaran, M. Hashem
6
Hallin, Marc
5
Koopman, Siem Jan
5
Akker, Ramon van den
4
Ghysels, Eric
4
Koop, Gary
4
Lippi, Marco
4
Marcellino, Massimiliano
4
Nijman, Theodore E.
4
Reichlin, Lucrezia
4
Steel, Mark F. J.
4
Croux, Christophe
3
Franses, Philip Hans
3
Timmermann, Allan
3
Artis, Michael J.
2
Bianchi, Marco
2
Bierens, Herman J.
2
Carriero, Andrea
2
Clark, Todd E.
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Creal, Drew
2
Dijk, Herman K. van
2
Durbin, James
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Einmahl, John H. J.
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Giannone, Domenico
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Gylfi Zoega
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Hall, Stephen G.
2
Harvey, Andrew C.
2
Inoue, Atsushi
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Jäger, Albert
2
Kapetanios, George
2
Klaassen, Franc
2
Kunst, Robert M.
2
Lucas, André
2
Mahieu, Koen
2
Neusser, Klaus
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Centre for Economic Policy Research
Journal of applied econometrics
Journal of econometrics
326
International journal of forecasting
316
Economics letters
275
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235
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223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
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131
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112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
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102
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
94
Working paper / Department of Econometrics and Business Statistics, Monash University
79
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76
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60
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57
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57
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55
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55
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54
Oxford bulletin of economics and statistics
53
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52
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52
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49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
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ECONIS (ZBW)
167
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31
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
Persistent link: https://www.econbiz.de/10010394161
Saved in:
32
Testing for granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
-
2013
Persistent link: https://www.econbiz.de/10010193401
Saved in:
33
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
34
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
35
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
36
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.
;
Manner, Hans
- In:
Journal of applied econometrics
27
(
2012
)
2
,
pp. 269-295
Persistent link: https://www.econbiz.de/10009618639
Saved in:
37
EViews 7.2
McKenzie, Colin
;
Takaoka, Sumiko
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1205-1210
Persistent link: https://www.econbiz.de/10009677965
Saved in:
38
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2011
-
rev.
Persistent link: https://www.econbiz.de/10008807395
Saved in:
39
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
40
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
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