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~isPartOf:"Applied economics letters"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Public choice"
~language:"eng"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
Theorie
8,280
Theory
8,280
Estimation
1,963
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1,958
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1,890
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1,890
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1,815
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1,814
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1,155
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1,155
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980
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872
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872
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725
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719
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677
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647
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980
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Phillips, Peter C. B.
20
Gil-Alaña, Luis A.
13
Taylor, Robert
12
Franses, Philip Hans
11
Leybourne, Stephen James
11
Hassler, Uwe
10
Lütkepohl, Helmut
10
Saikkonen, Pentti
8
Caporale, Guglielmo Maria
7
Chambers, Marcus J.
7
Cook, Steven
7
Hecq, Alain W. J.
7
Hong, Yongmiao
7
Cavaliere, Giuseppe
6
Chang, Tsangyao
6
Choi, In
6
Gao, Jiti
6
Johansen, Søren
6
Linton, Oliver
6
Peel, David
6
Perron, Pierre
6
Robinson, Peter M.
6
Sibbertsen, Philipp
6
Vogelsang, Timothy J.
6
Österholm, Pär
6
Harris, David
5
Harvey, David I.
5
Jong, Robert M. de
5
Lee, Junsoo
5
McCabe, Brendan Peter Martin
5
Nielsen, Morten Ørregaard
5
Park, Joon Y.
5
Schmidt, Peter
5
Shin, Dong-wan
5
Su, Jen-je
5
Yamada, Hiroshi
5
Agiakloglou, Christos N.
4
Breitung, Jörg
4
Cavicchioli, Maddalena
4
Chan, Ngai Hang
4
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Granger Centre for Time Series Econometrics
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Applied economics letters
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665
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571
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398
Journal of forecasting
331
Applied economics
320
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Econometric reviews
213
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204
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
204
Journal of applied econometrics
147
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135
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113
Econometrics : open access journal
109
Journal of empirical finance
106
Journal of macroeconomics
100
Oxford bulletin of economics and statistics
100
Finance research letters
98
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of international money and finance
70
International review of financial analysis
69
Journal of banking & finance
69
Journal of the American Statistical Association : JASA
67
The empirical economics letters : a monthly international journal of economics
67
The review of economics and statistics
67
European journal of operational research : EJOR
65
Macroeconomic dynamics
63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
59
International journal of economics and financial issues : IJEFI
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
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ECONIS (ZBW)
980
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980
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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
Finding hidden structure of sparse longitudinal data via functional eigenfunctions
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1142-1149
Persistent link: https://www.econbiz.de/10014558735
Saved in:
3
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
4
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
5
Relationship between residential property prices and macroeconomıc variables in Turkey
Bozdereli, Arzu Alvan
;
Rahmatzada, Qais
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 743-749
Persistent link: https://www.econbiz.de/10014557857
Saved in:
6
Testing fiscal sustainability in OECD countries : new evidence from the past centuries
Saadaoui, Jamel
;
Lau, Chi Keung
;
Cai, Yifei
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 676-682
Persistent link: https://www.econbiz.de/10014557825
Saved in:
7
Unintended look-ahead bias in out-of-sample forecasting
Yae, James
- In:
Applied economics letters
31
(
2024
)
10
,
pp. 953-957
Persistent link: https://www.econbiz.de/10014557921
Saved in:
8
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
9
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
10
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
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