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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Time series analysis"
~subject:"United States"
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Time series analysis
United States
Zeitreihenanalyse
376
Theorie
190
Theory
190
Estimation theory
96
Schätztheorie
96
Estimation
69
Schätzung
69
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45
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Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Proietti, Tommaso
9
Taylor, Robert
9
Grassi, Stefano
8
Podolskij, Mark
8
Haldrup, Niels
7
Santucci de Magistris, Paolo
7
Cavaliere, Giuseppe
6
Koopman, Siem Jan
6
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Harvey, David I.
5
Kapetanios, George
5
Leybourne, Stephen James
5
Aoki, Masanao
4
Chan, Joshua
4
Christensen, Kim
4
Franses, Philip Hans
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Lanne, Markku
4
Nielsen, Bent
4
Nonejad, Nima
4
Rahbek, Anders
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Aguiar-Conraria, Luís
3
Amado, Cristina
3
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Christoffersen, Peter F.
3
Cubadda, Gianluca
3
Delle Monache, Davide
3
Engsted, Tom
3
Havenner, Arthur
3
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Frontiers in Time Series Analysis Conference <2005, Olbia>
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CREATES research paper
Journal of economic dynamics & control
Oxford bulletin of economics and statistics
Journal of econometrics
672
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
321
Applied economics
320
Econometric theory
315
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
219
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
198
Working paper / Department of Econometrics and Business Statistics, Monash University
192
Working paper
176
NBER Working Paper
165
NBER working paper series
160
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
133
Computational economics
132
Discussion paper / Centre for Economic Policy Research
111
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Journal of empirical finance
105
Journal of macroeconomics
99
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
EUI working paper / ECO
83
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
375
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1
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:
2
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
5
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
8
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
9
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
10
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
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