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Time series analysis
479
Zeitreihenanalyse
479
Theorie
260
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218
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218
Einheitswurzeltest
41
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Johansen, Søren
21
Nielsen, Morten Ørregaard
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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
Santucci de Magistris, Paolo
7
Hansen, Peter Reinhard
6
Hong, Yongmiao
6
Kristensen, Dennis
6
Leybourne, Stephen James
6
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6
Nielsen, Bent
6
Robinson, Peter M.
6
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5
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5
Harris, David
5
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5
Kanaya, Shin
5
Linton, Oliver
5
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5
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5
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4
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4
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4
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4
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4
Hillebrand, Eric
4
Hounyo, Ulrich
4
Kang, Jian
4
Lunde, Asger
4
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4
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Granger Centre for Time Series Econometrics
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CREATES research paper
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
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331
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322
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195
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
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138
CESifo working papers
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114
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107
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Physica A: Statistical Mechanics and its Applications
105
Oxford bulletin of economics and statistics
102
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Finance research letters
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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
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Applied financial economics
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CAMA working paper series
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ECONIS (ZBW)
479
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31
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
32
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
Saved in:
33
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
34
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
35
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
36
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
37
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
38
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
39
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:
40
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
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