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~isPartOf:"Econometric theory"
~isPartOf:"Energy economics"
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Search: subject:"Time series analysis"
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United States
Time series analysis
677
Zeitreihenanalyse
676
Theorie
314
Theory
314
Estimation theory
227
Schätztheorie
227
Volatility
104
Volatilität
104
Forecasting model
98
Prognoseverfahren
98
Estimation
94
Schätzung
94
Oil price
79
Ölpreis
79
Cointegration
63
Kointegration
62
ARCH model
58
ARCH-Modell
58
Einheitswurzeltest
53
Unit root test
53
Welt
52
World
52
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Stochastic process
43
Stochastischer Prozess
43
Statistical test
41
Statistischer Test
41
Structural break
34
Strukturbruch
34
Autocorrelation
33
Autokorrelation
33
USA
33
VAR model
33
VAR-Modell
33
Electricity price
31
Strompreis
31
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English
33
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Gupta, Rangan
3
Bennedsen, Mikkel
2
Hillebrand, Eric
2
Koopman, Siem Jan
2
Pierdzioch, Christian
2
Çepni, Oğuzhan
2
Adelman, Morris Albert
1
Bagnai, Alberto
1
Balcilar, Mehmet
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bonato, Matteo
1
Bork, Lasse
1
Callot, Laurent A. F.
1
Chambers, Marcus J.
1
Chevallier, Julien
1
Chini, Emilio Zanetti
1
Czudaj, Robert
1
Dalbec, Nathan
1
Delle Monache, Davide
1
Duangnate, Kannika
1
Engsted, Tom
1
Ewing, Bradley T.
1
González, Andrés
1
Grassi, Stefano
1
Hautsch, Nikolaus
1
Hoang, Thi Hong Van
1
Huang, Yisu
1
Hubrich, Kirstin
1
Kalashnikov, V. V.
1
Karlsen, Hans Arnfinn
1
Klarl, Torben
1
Kock, Anders Bredahl
1
Kristensen, Johannes Tang
1
Lee, Ji Hyung
1
Li, Yang
1
Linton, Oliver
1
Ma, Feng
1
MacGarry, Joanne
1
MacKinnon, James G.
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CREATES research paper
Econometric theory
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Working paper / National Bureau of Economic Research, Inc.
58
International journal of forecasting
44
Applied economics
42
Journal of macroeconomics
38
Economics letters
37
The review of economics and statistics
37
Journal of applied econometrics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of money, credit and banking : JMCB
31
Discussion paper / Centre for Economic Policy Research
30
The journal of futures markets
29
The journal of finance : the journal of the American Finance Association
27
Working paper
27
Discussion paper / Tinbergen Institute
26
Journal of monetary economics
23
Journal of econometrics
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
CESifo working papers
20
Economic modelling
20
Journal of forecasting
20
Applied financial economics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The review of financial studies
17
Applied economics letters
16
Oxford bulletin of economics and statistics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Macroeconomic dynamics
15
American journal of agricultural economics
14
Economics and finance working paper series
14
Finance and economics discussion series
14
Econometric reviews
13
Journal of empirical finance
12
NBER working paper series
12
Review / Federal Reserve Bank of St. Louis
12
Journal of economic dynamics & control
11
NBER Working Paper
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
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ECONIS (ZBW)
33
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1
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
2
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
3
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
4
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
5
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
6
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
7
The response of CO2 emissions to the business cycle : new evidence for the U.S.
Klarl, Torben
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012510194
Saved in:
8
Renewable energy consumption and industrial production : a disaggregated time-frequency analysis for the U.S.
Hoang, Thi Hong Van
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
85
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012510291
Saved in:
9
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
10
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
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