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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
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Time series analysis
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Ding, Zhuanxin
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Discussion paper / Department of Economics, University of California San Diego
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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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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111
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110
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107
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106
Econometrics : open access journal
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Oxford bulletin of economics and statistics
102
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Finance research letters
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Physica A: Statistical Mechanics and its Applications
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The econometrics journal
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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
EUI working paper / ECO
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
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ECONIS (ZBW)
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1
A simple model that generates stylized facts of returns
Yoon, Gawon
-
2003
Persistent link: https://www.econbiz.de/10001753302
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2
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
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3
Optimally testing general breaking processes in linear time series models
Elliott, Graham
;
Müller, Ulrich K.
-
2003
Persistent link: https://www.econbiz.de/10001753313
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4
A consistent characteristic-function-based test for conditional independence
Su, Liangjun
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10001778136
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5
Common factors in conditional distributions
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
-
2002
Persistent link: https://www.econbiz.de/10001738076
Saved in:
6
Modelling time-varying exchange rate dependence using the conditional copula
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001591106
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7
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001574558
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8
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
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9
Extracting information from mega-panels and high-frequency data
Granger, C. W. J.
-
1998
Persistent link: https://www.econbiz.de/10000983273
Saved in:
10
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
-
1998
Persistent link: https://www.econbiz.de/10000983784
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