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~language:"eng"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~person:"Lütkepohl, Helmut"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
USA
317
United States
317
Estimation
121
Schätzung
121
Forecasting model
105
Prognoseverfahren
105
Volatility
85
Volatilität
85
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66
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66
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63
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Ghysels, Eric
Gupta, Rangan
Lütkepohl, Helmut
Gil-Alaña, Luis A.
115
Caporale, Guglielmo Maria
83
Stock, James H.
34
Watson, Mark W.
32
Koopman, Siem Jan
27
Franses, Philip Hans
26
Piger, Jeremy Max
17
Cuñado Eizaguirre, Juncal
16
Lanne, Markku
16
Miller, Stephen M.
16
Dijk, Herman K. van
14
Kapetanios, George
14
Pesaran, M. Hashem
14
Dekimpe, Marnik G.
13
Diebold, Francis X.
13
Timmermann, Allan
13
Potter, Simon M.
12
Dijk, Dick van
11
Engle, Robert F.
11
Kim, Chang-jin
11
Marcellino, Massimiliano
11
Payne, James E.
11
Schorfheide, Frank
11
Swanson, Norman R.
11
Escribano, Álvaro
10
Hanssens, Dominique M.
10
Hautsch, Nikolaus
10
Kunst, Robert M.
10
Lucas, André
10
Phillips, Peter C. B.
10
Rothman, Philip
10
Wohar, Mark E.
10
Balcilar, Mehmet
9
Blazsek, Szabolcs
9
Canova, Fabio
9
Clements, Michael P.
9
Enders, Walter
9
Harvey, Andrew C.
9
McAleer, Michael
9
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Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Working papers / University of Connecticut, Department of Economics
4
Economics letters
3
Department of Economics working paper series
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Special issue on new developments in time series econometrics
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The journal of real estate finance and economics
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1
CESifo working papers
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Economics : the open-access, open-assessment e-journal
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1
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1
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1
SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
1
The review of financial studies
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ECONIS (ZBW)
51
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1
Forecasting home sales in the four census regions and the aggregate US economy using singular spectrum analysis
Hassani, Hossein
;
Ghodsi, Zara
;
Gupta, Rangan
;
Segnon, …
- In:
Computational economics
49
(
2017
)
1
,
pp. 83-97
Persistent link: https://www.econbiz.de/10011751817
Saved in:
2
On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 747-760
Persistent link: https://www.econbiz.de/10001331522
Saved in:
3
The sources of the US money demand instability
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 729-743
Persistent link: https://www.econbiz.de/10001331523
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Saved in:
6
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
7
Changes in seasonal patterns : are they cyclical?
Canova, Fabio
- In:
Journal of economic dynamics & control
18
(
1994
)
6
,
pp. 1143-1171
Persistent link: https://www.econbiz.de/10001170702
Saved in:
8
An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut
-
1981
Persistent link: https://www.econbiz.de/10000068923
Saved in:
9
Forecasting the real US house price : principal components versus Bayesian regressions
Gupta, Rangan
;
Kabundi, Alain
- In:
International business and economics research journal
9
(
2010
)
7
,
pp. 141-152
Persistent link: https://www.econbiz.de/10009306613
Saved in:
10
Regime switching model of US crude oil and stock
market
prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
-
2014
Persistent link: https://www.econbiz.de/10010415510
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