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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~person:"Timmermann, Allan"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Article"
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Time series analysis
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Timmermann, Allan
Ghysels, Eric
7
Taylor, Robert
7
Koop, Gary
6
Engle, Robert F.
5
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5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
29
Econometric theory
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
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7
International journal of forecasting
3
The econometrics journal
3
The review of economic studies
3
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2
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2
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2
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2
Applied economics letters
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of quantitative economics
1
New Zealand economic papers
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Oxford bulletin of economics and statistics
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Special issue on new developments in time series econometrics
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ECONIS (ZBW)
4
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1
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
2
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
Saved in:
3
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10002135493
Saved in:
4
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
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