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Search: subject_exact:"Time series analysis"
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Time series analysis
72
Zeitreihenanalyse
72
Theorie
29
Theory
29
Forecasting model
22
Prognoseverfahren
22
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15
ARCH-Modell
15
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English
72
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McAleer, Michael
30
Franses, Philip Hans
28
Dijk, Dick van
10
Dijk, Herman K. van
10
Chang, Chia-Lin
8
Allen, David E.
7
Paap, Richard
7
Caporin, Massimiliano
5
Singh, Abhay Kumar
5
Asai, Manabu
3
Harvey, Andrew C.
3
Ravazzolo, Francesco
3
Strachan, Rodney W.
3
Trimbur, Thomas M.
3
Chan, Felix
2
Duc Hong Vo
2
Fok, Dennis
2
Groenen, Patrick J. F.
2
Hafner, Christian M.
2
Heij, Christiaan
2
Janssens, Eva
2
Legerstee, Rianne
2
Oxley, Les
2
Pooter, Michiel de
2
Powell, Robert
2
Anh The Vo
1
Bel, Koen
1
Bruijn, Bert de
1
Chen, Jinghui
1
Giordani, Paolo
1
Groot, Bert de
1
Ha Minh Nguyen
1
Hoornweg, Victor
1
Hyung, Namwon
1
Kleijn, Richard
1
Kobayashi, Masahito
1
Kohn, Robert
1
Ling, Shiqing
1
Medeiros, Marcelo C.
1
Ngoc Hoang Bui
1
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Econometrisch Instituut <Rotterdam>
16
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Econometric Institute research papers
Journal of econometrics
673
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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331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
219
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
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199
Working paper / Department of Econometrics and Business Statistics, Monash University
192
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177
NBER Working Paper
165
CREATES research paper
164
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160
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
133
Computational economics
132
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111
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110
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
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99
Physica A: Statistical Mechanics and its Applications
93
The econometrics journal
93
EUI working paper / ECO
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
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
76
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ECONIS (ZBW)
72
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Do African economies grow similarly?
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012037767
Saved in:
3
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
4
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
5
Model-based forecast adjustment : with an illustration to inflation
Franses, Philip Hans
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10011823289
Saved in:
6
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
7
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
8
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
9
This time it is different! Or not? : discounting past data when predicting the future
Franses, Philip Hans
;
Janssens, Eva
-
2017
Persistent link: https://www.econbiz.de/10011734882
Saved in:
10
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
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