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subject:"Time series analysis"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
USA
Theorie
1,128
Theory
1,128
Estimation theory
302
Schätztheorie
302
Zeitreihenanalyse
241
Estimation
120
Schätzung
120
Capital income
113
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113
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94
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94
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287
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Aufsatz in Zeitschrift
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287
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Phillips, Peter C. B.
13
Hong, Yongmiao
6
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
Park, Joon Y.
5
Taylor, Robert
5
Bierens, Herman J.
4
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
4
Robinson, Peter M.
4
Wang, Qiying
4
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harris, David
3
Jong, Robert M. de
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Vogelsang, Timothy J.
3
Xiao, Zhijie
3
Zakoïan, Jean-Michel
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Broze, Laurence
2
Cai, Zongwu
2
Cavaliere, Giuseppe
2
Chong, Terence Tai-Leung
2
Florens, Jean-Pierre
2
Francq, Christian
2
Hassler, Uwe
2
Hidalgo, Javier
2
Horváth, Lajos
2
Jansson, Michael
2
Jeganathan, P.
2
Kim, Dongcheol
2
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Econometric theory
Journal of empirical finance
Economics letters
430
Journal of econometrics
403
European journal of operational research : EJOR
370
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
358
International journal of forecasting
328
The American economic review
286
Journal of forecasting
255
The review of economics and statistics
253
Applied economics
251
American journal of agricultural economics
241
The review of financial studies
229
Computers & operations research : and their applications to problems of world concern ; an international journal
217
The journal of finance : the journal of the American Finance Association
213
Journal of monetary economics
196
Journal of political economy
182
International journal of production research
164
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
162
Journal of applied econometrics
161
Economic modelling
160
Journal of economic dynamics & control
160
Journal of banking & finance
159
Applied economics letters
158
Journal of money, credit and banking : JMCB
156
Econometric reviews
154
Southern economic journal
145
Journal of financial economics
141
Economic inquiry : journal of the Western Economic Association International
140
Journal of macroeconomics
138
International economic review
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
The quarterly journal of economics
115
Public choice
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
The journal of futures markets
111
International journal of production economics
106
Journal of urban economics
106
Energy economics
104
Journal of international money and finance
99
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ECONIS (ZBW)
287
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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
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:
3
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:
4
Horizontal mergers and heterogeneous firm investments : evidence from the United States
Li, Dongxu
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491874
Saved in:
5
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
6
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
7
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
8
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
9
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
10
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
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