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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"The econometrics journal"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Theorie
1,531
Theory
1,531
Estimation theory
447
Schätztheorie
447
Zeitreihenanalyse
362
Statistical test
159
Statistischer Test
159
Nichtparametrisches Verfahren
131
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131
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130
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130
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124
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124
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124
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101
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95
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362
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Phillips, Peter C. B.
17
Taylor, Robert
11
Saikkonen, Pentti
8
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7
Hong, Yongmiao
6
Perron, Pierre
6
Spanos, Aris
6
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5
Lütkepohl, Helmut
5
Park, Joon Y.
5
Wang, Qiying
5
Andreou, Elena
4
Bierens, Herman J.
4
Cavaliere, Giuseppe
4
Chambers, Marcus J.
4
Choi, In
4
Gao, Jiti
4
Harris, David
4
Hodgson, Douglas J.
4
Kilian, Lutz
4
Larsson, Rolf
4
Leybourne, Stephen James
4
Linton, Oliver
4
McElroy, Tucker
4
Moon, Hyungsik Roger
4
Proietti, Tommaso
4
Robinson, Peter M.
4
Vogelsang, Timothy J.
4
Barrio Castro, Tomás del
3
Chen, Bin
3
Chong, Terence Tai-Leung
3
Dagum, Estela Bee
3
Grégoir, Stéphane
3
Harvey, David I.
3
Hidalgo, Javier
3
Horváth, Lajos
3
Jong, Robert M. de
3
Li, Qi
3
Lobato, Ignacio N.
3
Maasoumi, Esfandiar
3
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Econometric reviews
Econometric theory
The econometrics journal
Journal of econometrics
323
International journal of forecasting
316
Economics letters
270
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
231
Journal of forecasting
223
Economic modelling
112
Applied economics
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
95
Journal of applied econometrics
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
74
Applied economics letters
69
Journal of economic dynamics & control
65
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
51
European journal of operational research : EJOR
45
Econometrics : open access journal
41
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
Journal of time series econometrics
28
Risks : open access journal
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
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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
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ECONIS (ZBW)
362
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362
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
2
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
3
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
4
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
5
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
6
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
7
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
8
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
9
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
10
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
Casoli, Chiara
;
Lucchetti, Riccardo
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 494-514
Persistent link: https://www.econbiz.de/10013253846
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