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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Time series analysis"
~subject:"United States"
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Time series analysis
United States
Zeitreihenanalyse
317
Theorie
172
Theory
172
Estimation
77
Schätzung
77
Volatility
67
Volatilität
67
Estimation theory
61
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61
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47
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47
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19
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Harvey, David I.
7
Leybourne, Stephen James
7
Taylor, Robert
7
Kapetanios, George
6
Koopman, Siem Jan
6
Aoki, Masanao
4
Chan, Joshua
4
Franses, Philip Hans
4
Aguiar-Conraria, Luís
3
Astill, Sam
3
Chambers, Marcus J.
3
Cubadda, Gianluca
3
Enders, Walter
3
Granger, C. W. J.
3
Harvey, Andrew C.
3
Hassler, Uwe
3
Havenner, Arthur
3
Koop, Gary
3
Li, Youwei
3
Lütkepohl, Helmut
3
Martins, Manuel Mota Freitas
3
Osborn, Denise R.
3
Phillips, Peter C. B.
3
Potter, Simon M.
3
Soares, Maria Joana
3
Urbain, Jean-Pierre
3
Baillie, Richard
2
Banerjee, Anindya
2
Benati, Luca
2
Berger, Tino
2
Bohn Nielsen, Heino
2
Canova, Fabio
2
Caporale, Guglielmo Maria
2
Cogley, Timothy
2
Croux, Christophe
2
Dark, Jonathan
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Diks, Cees G. H.
2
Ding, Zhuanxin
2
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Frontiers in Time Series Analysis Conference <2005, Olbia>
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Journal of economic dynamics & control
Journal of empirical finance
Oxford bulletin of economics and statistics
Journal of econometrics
672
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
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
217
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
198
Working paper / Department of Econometrics and Business Statistics, Monash University
192
Working paper
176
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
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
Discussion paper / Centre for Economic Policy Research
111
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Journal of macroeconomics
99
The econometrics journal
93
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
EUI working paper / ECO
83
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
316
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
3
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
4
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
5
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
6
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
7
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
8
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
9
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
10
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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