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Time series analysis
93
Zeitreihenanalyse
93
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49
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37
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37
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16
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Perron, Pierre
4
Phillips, Peter C. B.
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Saikkonen, Pentti
3
Taylor, Robert
3
Koopman, Siem Jan
2
Larsson, Rolf
2
Leybourne, Stephen James
2
McElroy, Tucker
2
Nielsen, Bent
2
Teräsvirta, Timo
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Yu, Jun
2
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Asai, Manabu
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1
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Barrio Castro, Tomas del
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The econometrics journal
Journal of econometrics
682
International journal of forecasting
581
Economics letters
458
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
398
Journal of forecasting
334
Applied economics
327
Discussion paper / Tinbergen Institute
326
Econometric theory
319
IMF Working Papers
297
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270
Physica A: Statistical Mechanics and its Applications
268
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
Applied economics letters
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222
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Energy economics
207
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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167
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CREATES research paper
164
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
156
Journal of applied econometrics
148
Working paper / National Bureau of Economic Research, Inc.
141
CESifo working papers
138
Computational economics
136
Discussion paper / Centre for Economic Policy Research
112
Econometrics : open access journal
110
Journal of economic dynamics & control
110
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Oxford bulletin of economics and statistics
105
Finance research letters
100
Journal of macroeconomics
100
International Journal of Energy Economics and Policy : IJEEP
87
IMF Staff Country Reports
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
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ECONIS (ZBW)
95
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1
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
2
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
3
Testing for parameter change epochs in GARCH
time
series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
4
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
5
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
6
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
7
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
8
Permanent-Transitory decomposition of cointegrated
time
series
via dynamic factor models, with an application to commodity prices
Casoli, Chiara
;
Lucchetti, Riccardo
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 494-514
Persistent link: https://www.econbiz.de/10013253846
Saved in:
9
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
10
Forecasting using cross-section average-augmented
time
series
regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
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