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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international money and finance"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation
1,333
Schätzung
1,331
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444
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444
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247
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247
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222
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Gil-Alaña, Luis A.
3
Bollerslev, Tim
2
Caporin, Massimiliano
2
Cavaliere, Giuseppe
2
Chang, Chia-Lin
2
Chen, Shyh-Wei
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Ravazzolo, Francesco
2
Schienle, Melanie
2
Sentana, Enrique
2
Song, Xiaojun
2
Su, Liangjun
2
Taamouti, Abderrahim
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1
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1
Abiyev, Vasif
1
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1
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1
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1
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International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
Journal of econometrics
115
Economic modelling
100
Applied economics
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
76
International journal of forecasting
75
Economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
58
Journal of forecasting
49
Econometric reviews
41
Journal of applied econometrics
35
The North American journal of economics and finance : a journal of financial economics studies
34
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33
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32
Finance research letters
31
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26
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International journal of finance & economics : IJFE
25
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25
The empirical economics letters : a monthly international journal of economics
24
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23
Journal of risk and financial management : JRFM
21
International journal of economics and financial issues : IJEFI
20
International review of financial analysis
19
Research in international business and finance
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Econometrics : open access journal
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International journal of economics and finance
18
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17
Journal of international financial markets, institutions & money
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The econometrics journal
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
162
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1
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
2
A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 665-680
Persistent link: https://www.econbiz.de/10015053441
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3
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
Saved in:
4
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
5
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
6
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
7
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
8
GDP solera : the ideal vintage mix
Almuzara, Martín
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 984-997
Persistent link: https://www.econbiz.de/10015053515
Saved in:
9
Global financial cycles since 1880
Potjagailo, Galina
;
Wolters, Maik H.
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248868
Saved in:
10
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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