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Search: subject:"Time series analysis"
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Time series analysis
614
Zeitreihenanalyse
614
Theorie
336
Theory
336
Estimation theory
250
Schätztheorie
250
Forecasting model
79
Prognoseverfahren
79
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66
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66
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60
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60
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49
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49
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48
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48
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47
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47
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46
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46
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447
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Johansen, Søren
21
Nielsen, Morten Ørregaard
19
Phillips, Peter C. B.
19
Teräsvirta, Timo
18
Taylor, Robert
16
Kruse, Robinson
12
Cavaliere, Giuseppe
11
Proietti, Tommaso
9
Saikkonen, Pentti
9
Grassi, Stefano
8
Podolskij, Mark
8
Gao, Jiti
7
Haldrup, Niels
7
Lütkepohl, Helmut
7
Santucci de Magistris, Paolo
7
Hansen, Peter Reinhard
6
Hong, Yongmiao
6
Kristensen, Dennis
6
Leybourne, Stephen James
6
Nielsen, Bent
6
Robinson, Peter M.
6
Boubaker, Heni
5
Chambers, Marcus J.
5
Ergemen, Yunus Emre
5
Harris, David
5
Jong, Robert M. de
5
Kanaya, Shin
5
Linton, Oliver
5
Nonejad, Nima
5
Perron, Pierre
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Christensen, Kim
4
Christoffersen, Peter F.
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Hillebrand, Eric
4
Hounyo, Ulrich
4
Kang, Jian
4
Lunde, Asger
4
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Granger Centre for Time Series Econometrics
1
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CREATES research paper
Computational economics
Econometric theory
Journal of econometrics
674
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
322
Applied economics
321
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
221
Econometric reviews
220
Energy economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
186
NBER Working Paper
165
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Physica A: Statistical Mechanics and its Applications
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
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
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
CAMA working paper series
76
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
614
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614
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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
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
3
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Azencott, Robert
;
Zhu, Hongliang
;
Li, Xindan
- In:
Computational economics
63
(
2024
)
4
,
pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
Saved in:
4
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
5
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:
6
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
7
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
8
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
10
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
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