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~isPartOf:"Energy economics"
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Search: subject:"Time series analysis"
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Time series analysis
843
Zeitreihenanalyse
842
Theorie
467
Theory
467
Forecasting model
294
Prognoseverfahren
294
Estimation theory
221
Schätztheorie
221
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118
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118
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113
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113
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80
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80
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57
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57
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55
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54
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54
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54
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54
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54
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42
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42
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42
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842
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844
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844
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Phillips, Peter C. B.
19
Taylor, Robert
11
Gupta, Rangan
10
Franses, Philip Hans
9
Gil-Alaña, Luis A.
8
Saikkonen, Pentti
8
Hong, Yongmiao
7
Leybourne, Stephen James
7
Wang, Yudong
7
Weron, Rafał
7
Cavaliere, Giuseppe
6
Chan, Ngai Hang
6
Gao, Jiti
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Robinson, Peter M.
6
Benth, Fred Espen
5
Brooks, Chris
5
Chambers, Marcus J.
5
Chan, Wai-Sum
5
García-Ferrer, Antonio
5
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
McElroy, Tucker
5
Vogelsang, Timothy J.
5
Wohar, Mark E.
5
Busetti, Fabio
4
Grégoir, Stéphane
4
Harvey, Andrew C.
4
Hidalgo, Javier
4
Kunst, Robert M.
4
Liu, Li
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Rodrigues, Paulo M. M.
4
Smyth, Russell
4
Wang, Qiying
4
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Granger Centre for Time Series Econometrics
1
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CREATES research paper
Econometric theory
Energy economics
Journal of forecasting
Journal of econometrics
665
International journal of forecasting
572
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Applied economics
320
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
221
Econometric reviews
212
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
204
Journal of applied econometrics
147
Computational economics
132
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
106
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
Finance research letters
98
The econometrics journal
93
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
The empirical economics letters : a monthly international journal of economics
69
Journal of the American Statistical Association : JASA
67
The review of economics and statistics
67
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
International journal of economics and financial issues : IJEFI
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
844
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1
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844
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1
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
2
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:
3
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
4
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
5
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
6
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:
7
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:
8
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:
9
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
10
Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, Tesi
;
Ciganovic, Milos
;
Tancioni, Massimiliano
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 464-480
Persistent link: https://www.econbiz.de/10014292204
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