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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"
~subject:"Zeitreihenanalyse"
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Search: subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
115
Theorie
77
Theory
77
Estimation
51
Schätzung
51
USA
23
United States
23
Cointegration
22
Kointegration
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Estimation theory
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Gil-Alaña, Luis A.
53
Caporale, Guglielmo Maria
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Härdle, Wolfgang
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Lütkepohl, Helmut
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Saikkonen, Pentti
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Breitung, Jörg
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Carcel, Hector
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Lanne, Markku
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Chen, Song Xi
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Cuñado Eizaguirre, Juncal
2
Herwartz, Helmut
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Lovcha, Yuliya
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Nakano, Junji
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Salau, M. O.
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Tjostheim, Dag
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Journal of econometrics
676
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
400
Journal of forecasting
331
Discussion paper / Tinbergen Institute
322
Applied economics
321
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Applied economics letters
220
Econometric reviews
220
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
203
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
188
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
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
135
Computational economics
135
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
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Journal of empirical finance
107
Cowles Foundation discussion paper
106
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
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Finance research letters
98
The econometrics journal
95
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
82
Applied financial economics
80
Tinbergen Institute Discussion Paper
79
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
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ECONIS (ZBW)
115
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1
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:
2
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:
3
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:
4
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:
5
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
6
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
8
Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011631077
Saved in:
9
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
10
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
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