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~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Induktive Statistik"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Induktive Statistik
Theory
USA
Time series analysis
420
Zeitreihenanalyse
420
Theorie
225
Schätztheorie
136
Estimation
101
Schätzung
101
Volatility
66
Volatilität
66
Forecasting model
58
Prognoseverfahren
58
Nichtlineare Regression
55
Nonlinear regression
55
Unit root test
49
ARCH model
46
ARCH-Modell
46
Stochastic process
44
Stochastischer Prozess
44
Cointegration
40
Autokorrelation
39
Kointegration
39
Statistical test
37
Statistischer Test
37
State space model
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Zustandsraummodell
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United States
34
Markov chain
31
Markov-Kette
31
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Business cycle
30
Konjunktur
30
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25
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Teräsvirta, Timo
10
Phillips, Peter C. B.
7
Taylor, Robert
7
Spanos, Aris
6
Dagum, Estela Bee
5
Franses, Philip Hans
5
Harvey, David I.
5
Kilian, Lutz
5
Leybourne, Stephen James
5
Maasoumi, Esfandiar
5
McElroy, Tucker
5
Proietti, Tommaso
5
Psaradakis, Zacharias G.
5
Andreou, Elena
4
Kapetanios, George
4
Audrino, Francesco
3
Bianconcini, Silvia
3
Cavaliere, Giuseppe
3
Escribano, Álvaro
3
Gao, Jiti
3
Granger, C. W. J.
3
Hendry, David F.
3
Hsiao, Cheng
3
Jensen, Mark J.
3
Lucas, André
3
McAleer, Michael
3
Medeiros, Marcelo C.
3
Politis, Dimitris N.
3
Smeekes, Stephan
3
Yamada, Hiroshi
3
Ashley, Richard A.
2
Baillie, Richard
2
Baltagi, Badi H.
2
Berkowitz, Jeremy
2
Bierens, Herman J.
2
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Chan, Joshua
2
Corsi, Fulvio
2
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ERIM report series research in management
Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
599
International journal of forecasting
430
Economics letters
379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
Econometric theory
296
Journal of forecasting
269
Applied economics
187
Economic modelling
172
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
159
Applied economics letters
145
Journal of applied econometrics
112
Computational economics
108
Econometrics : open access journal
92
Energy economics
86
The econometrics journal
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
Journal of economic dynamics & control
82
Journal of empirical finance
79
Oxford bulletin of economics and statistics
75
Journal of macroeconomics
70
Journal of time series econometrics
67
Journal of the American Statistical Association : JASA
64
The review of economics and statistics
61
Finance research letters
60
European journal of operational research : EJOR
56
Journal of risk and financial management : JRFM
47
Macroeconomic dynamics
47
Applied financial economics
45
Journal of banking & finance
44
Journal of money, credit and banking : JMCB
43
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Journal of monetary economics
40
International review of financial analysis
38
The journal of futures markets
38
Journal of financial econometrics
37
The empirical economics letters : a monthly international journal of economics
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
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ECONIS (ZBW)
376
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
3
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:
4
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
5
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
6
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
7
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
8
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
9
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
10
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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