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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Zeitreihenanalyse"
~type_genre:"Einführung"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Time series analysis
213
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115
Theory
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57
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Estimation theory
34
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Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
46
Härdle, Wolfgang
10
Watson, Mark W.
10
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Stock, James H.
7
Breitung, Jörg
5
Müller, Ulrich K.
5
Schorfheide, Frank
5
Carcel, Hector
4
Lanne, Markku
4
Plastun, Alex
4
Spokojnyj, Vladimir G.
4
Tschernig, Rolf
4
Balparda, Borja
3
Bekaert, Geert
3
Candelon, Bertrand
3
Engle, Robert F.
3
Harvey, Campbell R.
3
Hunter, John
3
Kleinow, Torsten
3
Yang, Lijian
3
Andersen, Torben
2
Barros, Carlos Pestana
2
Beirne, John
2
Bollerslev, Tim
2
Chen, Song Xi
2
Cochrane, John H.
2
Cuñado Eizaguirre, Juncal
2
Diebold, Francis X.
2
Duffie, Darrell
2
Hamilton, James D.
2
Herwartz, Helmut
2
Hodrick, Robert J.
2
Lovcha, Yuliya
2
Nakano, Junji
2
Pástor, Ľuboš
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Tinbergen Institute
292
Working paper / Department of Econometrics and Business Statistics, Monash University
190
CREATES research paper
164
Working paper
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
CESifo working papers
131
Discussion paper / Centre for Economic Policy Research
103
Cowles Foundation discussion paper
81
CAMA working paper series
75
SFB 649 discussion paper
70
Discussion papers of interdisciplinary research project 373
64
Discussion paper
61
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
58
Working paper series / European Central Bank
58
Working papers
58
Working paper series
57
EUI working paper / ECO
54
Econometric Institute research papers
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
Cambridge working papers in economics
50
Discussion paper / Center for Economic Research, Tilburg University
49
Umeå economic studies
48
Discussion papers / Department of Economics, University of Copenhagen
46
Economics discussion papers
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
42
IHS economics series : working paper
40
Documentos de trabajo / Banco de España, Servicio de Estudios
37
Finance and economics discussion series
35
Department of Economics discussion paper series / University of Oxford
33
Bank of Finland research discussion papers
30
Economics working paper
30
SSE EFI working paper series in economics and finance
30
CORE discussion paper : DP
29
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
29
Discussion papers in economics
29
Report / Econometric Institute, Erasmus University Rotterdam
29
Discussion papers / CEPR
28
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ECONIS (ZBW)
213
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1
How to estimate a VAR after March 2020
Lenza, Michele
;
Primiceri, Giorgio E.
-
2020
Persistent link: https://www.econbiz.de/10012300316
Saved in:
2
An exploration of trend-cycle decomposition methodologies in simulated data
Hodrick, Robert J.
-
2020
Persistent link: https://www.econbiz.de/10012194964
Saved in:
3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
4
A classical view of the business cycle
Belongia, Michael T.
;
Ireland, Peter N.
-
2019
Persistent link: https://www.econbiz.de/10012061335
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5
Regional data in macroeconomics : some advice for practitioners
Chodorow-Reich, Gabriel
-
2019
Persistent link: https://www.econbiz.de/10012169746
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6
Measuring "dark matter" in asset pricing models
Chen, Hui
;
Dou, Winston Wei
;
Kogan, Leonid
-
2019
Persistent link: https://www.econbiz.de/10012164694
Saved in:
7
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
8
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
9
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
10
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
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