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~isPartOf:"The review of economics and statistics"
~language:"bul"
~language:"eng"
~language:"und"
~source:"econis"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
USA
1,413
United States
1,413
Theorie
610
Theory
610
Estimation
289
Schätzung
289
Welt
154
World
154
Estimation theory
146
Schätztheorie
146
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101
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101
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84
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84
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76
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Bulgarian
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Forni, Mario
2
Franses, Philip Hans
2
Hamilton, James D.
2
Harvey, Andrew C.
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Owyang, Michael T.
2
Pagan, Adrian R.
2
Piger, Jeremy Max
2
Reichlin, Lucrezia
2
Starica, Catalin
2
Balke, Nathan S.
1
Barnichon, Regis
1
Batchelor, Roy A.
1
Baxter, Marianne
1
Berkowitz, Jeremy
1
Bernstein, Jared
1
Bewley, Ronald A.
1
Bonham, Carl Stanley
1
Boswijk, Herman Peter
1
Bowden, Roger J.
1
Brunner, Allan D.
1
Brännäs, Kurt
1
Calvet, Laurent E.
1
Canjels, Eugene
1
Carlino, Gerald A.
1
Chen, Chung
1
Cornea-Madeira, Adriana
1
Croux, Christophe
1
Dacy, Douglas C.
1
Dawkins, Peter J.
1
Di Fonzo, Tommaso
1
Diebold, Francis X.
1
Dijk, Dick van
1
Doz, Catherine
1
Dua, Pami
1
Ermini, Luigi
1
Evans, Paul D.
1
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1
Fisher, Adlai
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The review of economics and statistics
Journal of econometrics
665
International journal of forecasting
572
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
320
Econometric theory
314
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
220
Econometric reviews
212
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
197
Journal of applied econometrics
147
Computational economics
132
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
106
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
Finance research letters
96
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
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
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of international money and finance
70
International review of financial analysis
69
Journal of banking & finance
69
Journal of the American Statistical Association : JASA
67
The empirical economics letters : a monthly international journal of economics
66
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
55
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
Showing
1
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10
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67
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1
Are the effects of financial market disruptions big or small?
Barnichon, Regis
;
Matthes, Christian
;
Ziegenbein, Alexander
- In:
The review of economics and statistics
104
(
2022
)
3
,
pp. 557-570
Persistent link: https://www.econbiz.de/10013282522
Saved in:
2
Why you should never use the Hodrick-Prescott filter
Hamilton, James D.
- In:
The review of economics and statistics
100
(
2018
)
5
,
pp. 831-843
Persistent link: https://www.econbiz.de/10011959934
Saved in:
3
The explicit formula for the Hodrick-Prescott filter in a finite sample
Cornea-Madeira, Adriana
- In:
The review of economics and statistics
99
(
2017
)
2
,
pp. 314-318
Persistent link: https://www.econbiz.de/10011781053
Saved in:
4
The econometrics of the Hodrick-Prescott filter
Jong, Robert M. de
;
Sakarya, Neslihan
- In:
The review of economics and statistics
98
(
2016
)
2
,
pp. 310-317
Persistent link: https://www.econbiz.de/10011477245
Saved in:
5
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
6
Dynamic hierarchical factor models
Mönch, Emanuel
;
Ng, Serena
;
Potter, Simon M.
- In:
The review of economics and statistics
95
(
2013
)
5
,
pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
Saved in:
7
The asymmetric business cycle
Morley, James C.
;
Piger, Jeremy Max
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 208-221
Persistent link: https://www.econbiz.de/10009565361
Saved in:
8
The propagation of regional recessions
Hamilton, James D.
;
Owyang, Michael T.
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 935-947
Persistent link: https://www.econbiz.de/10009668459
Saved in:
9
A quasi-maximum likelihood approach for large, approximate dynamic factor models
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 1014-1024
Persistent link: https://www.econbiz.de/10009668442
Saved in:
10
Simultaneous confidence regions for impulse responses
Jordà, Òscar
- In:
The review of economics and statistics
91
(
2009
)
3
,
pp. 629-647
Persistent link: https://www.econbiz.de/10003880349
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