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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Economics letters"
~subject:"Time series analysis"
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Time series analysis
Theorie
5,584
Theory
5,583
Estimation theory
1,033
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1,033
USA
923
United States
923
Estimation
801
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797
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686
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669
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580
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580
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509
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453
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440
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336
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35
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509
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Harvey, Andrew C.
19
Pesaran, M. Hashem
14
Linton, Oliver
10
Franses, Philip Hans
9
Hassler, Uwe
8
Hecq, Alain W. J.
6
Lee, Junsoo
5
Leybourne, Stephen James
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Busetti, Fabio
4
Lütkepohl, Helmut
4
Onatski, Alexei
4
Pick, Andreas
4
Timmermann, Allan
4
Caraiani, Petre
3
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Hafner, Christian M.
3
Harvey, David I.
3
Kapetanios, George
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Massacci, Daniele
3
Newbold, Paul
3
Ruiz, Esther
3
Shin, Dong-wan
3
Shin, Yongcheol
3
Su, Jen-je
3
Thiele, Stephen
3
Wang, Chen
3
Wang, Shaoping
3
Weber, Enzo
3
Wright, Jonathan H.
3
Yang, Minxian
3
Österholm, Pär
3
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10
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1
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Cambridge working papers in economics
Economics letters
Applied economics
321
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Energy economics
198
CREATES research paper
164
Computational economics
132
Working paper
113
Oxford bulletin of economics and statistics
101
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
EUI working paper / ECO
72
The empirical economics letters : a monthly international journal of economics
67
The review of economics and statistics
67
Cowles Foundation discussion paper
66
Discussion paper / Department of Economics, University of California San Diego
57
International journal of economics and financial issues : IJEFI
55
Economics and finance working paper series
53
Empirical economics : a quarterly journal of the Institute for Advanced Studies
52
International journal of finance & economics : IJFE
50
Tourism economics : the business and finance of tourism and recreation
50
International journal of economics and finance
49
Journal of monetary economics
49
Econometric Institute research papers
47
Economics discussion papers
47
Discussion papers / Department of Economics, University of Copenhagen
46
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Jahrbücher für Nationalökonomie und Statistik
40
Working paper series in economics and finance
40
Discussion papers in economics
39
Finance and economics discussion series
39
IHS economics series : working paper
38
Working paper series
38
Discussion paper / Centre for Economic Policy Research
37
Umeå economic studies
37
Working papers in economics
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ECONIS (ZBW)
509
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11
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509
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11
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
12
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
13
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
14
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
15
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
16
Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area
Cristea, Radu Gabriel
-
2020
Persistent link: https://www.econbiz.de/10013206467
Saved in:
17
Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206474
Saved in:
18
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
19
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
20
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
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