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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric reviews"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Frühindikator"
~subject:"Induktive Statistik"
~subject:"Nonlinear regression"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Autocorrelation
Einheitswurzeltest
Frühindikator
Induktive Statistik
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USA
Time series analysis
216
Zeitreihenanalyse
216
Theorie
130
Estimation theory
86
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Phillips, Peter C. B.
7
Spanos, Aris
6
Taylor, Robert
6
Dagum, Estela Bee
5
Teräsvirta, Timo
5
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Maasoumi, Esfandiar
4
Harvey, David I.
3
Hsiao, Cheng
3
Kapetanios, George
3
Leybourne, Stephen James
3
McAleer, Michael
3
McElroy, Tucker
3
Politis, Dimitris N.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Ashley, Richard A.
2
Audrino, Francesco
2
Bianconcini, Silvia
2
Cavaliere, Giuseppe
2
Corsi, Fulvio
2
Granger, C. W. J.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kočenda, Evžen
2
Li, Hongyi
2
Liang, Zhongwen
2
Luati, Alessandra
2
Lucas, André
2
Maddala, Gangadharrao S.
2
Medeiros, Marcelo C.
2
Osborn, Denise R.
2
Smeekes, Stephan
2
Abaye, A.
1
Alcalá-Fdez, Jesús
1
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Discussion papers / CEPR
ERIM report series research in management
Econometric reviews
Journal of econometrics
398
International journal of forecasting
383
Economics letters
326
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
289
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244
Econometric theory
213
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173
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
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145
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
135
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120
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107
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87
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
82
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80
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76
Journal of empirical finance
67
Journal of macroeconomics
67
Oxford bulletin of economics and statistics
67
The review of economics and statistics
61
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59
Econometrics : open access journal
52
European journal of operational research : EJOR
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Finance research letters
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Macroeconomic dynamics
46
Applied financial economics
44
Journal of money, credit and banking : JMCB
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International review of financial analysis
37
Journal of time series econometrics
37
International review of economics & finance : IREF
36
Journal of risk and financial management : JRFM
36
The North American journal of economics and finance : a journal of financial economics studies
36
The journal of futures markets
36
Journal of banking & finance
35
Journal of international money and finance
34
Journal of the American Statistical Association : JASA
34
The journal of finance : the journal of the American Finance Association
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
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ECONIS (ZBW)
162
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
3
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
4
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 421-440
Persistent link: https://www.econbiz.de/10014305536
Saved in:
5
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
6
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
7
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
8
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
9
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
Saved in:
10
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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