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~isPartOf:"The econometrics journal"
~language:"deu"
~language:"eng"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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The econometrics journal
International journal of forecasting
349
Journal of econometrics
344
Economics letters
302
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of forecasting
233
Econometric theory
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Discussion paper / Tinbergen Institute
188
Applied economics
139
Econometric reviews
138
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122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Journal of applied econometrics
105
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
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79
Journal of economic dynamics & control
75
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69
NBER Working Paper
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Oxford bulletin of economics and statistics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Journal of empirical finance
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The review of economics and statistics
61
Tinbergen Institute Discussion Paper
60
Cowles Foundation discussion paper
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Finance research letters
52
European journal of operational research : EJOR
51
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48
Technical Report
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1
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
2
Modelling phase shifts among stochastic cycles
Rünstler, Gerhard
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 232-248
Persistent link: https://www.econbiz.de/10002122079
Saved in:
3
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
4
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
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5
A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 47-75
Persistent link: https://www.econbiz.de/10001443672
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6
Stochastic specification and the international GDP series
Bhargava, Alok
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001651358
Saved in:
7
Exact formulas for the Hodrick-Prescott filter
McElroy, Tucker
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 209-217
Persistent link: https://www.econbiz.de/10003648736
Saved in:
8
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.
;
Hodgson, Douglas J.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
Saved in:
9
Stationarity of a family of GARCH processes
Liu, Ji-chun
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 436-446
Persistent link: https://www.econbiz.de/10003948829
Saved in:
10
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
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