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Time series models
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Stochastic process
Zeitreihenanalyse
29,846
Time series analysis
28,556
Theorie
12,748
Theory
12,426
Prognoseverfahren
5,887
Schätztheorie
5,829
Estimation theory
5,765
Forecasting model
5,742
Schätzung
5,644
Estimation
5,523
Volatilität
3,216
Volatility
3,146
USA
2,858
United States
2,764
Kointegration
2,168
Cointegration
2,125
Konjunktur
2,045
Business cycle
1,970
Börsenkurs
1,882
ARCH-Modell
1,840
Share price
1,833
ARCH model
1,806
Kapitaleinkommen
1,744
Capital income
1,738
VAR-Modell
1,570
VAR model
1,540
Stochastischer Prozess
1,434
Zustandsraummodell
1,425
State space model
1,406
Einheitswurzeltest
1,369
Unit root test
1,369
Strukturbruch
1,252
Structural break
1,228
Welt
1,082
World
1,055
Nichtparametrisches Verfahren
1,031
Bayes-Statistik
1,028
Bayesian inference
1,005
Deutschland
1,004
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550
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369
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704
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682
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648
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648
Graue Literatur
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391
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391
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30
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28
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12
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English
1,350
German
31
French
5
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1
Author
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Phillips, Peter C. B.
37
Koopman, Siem Jan
35
Gao, Jiti
26
Gil-Alaña, Luis A.
26
Chan, Joshua
22
McAleer, Michael
21
Lucas, André
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Bos, Charles S.
14
Caporale, Guglielmo Maria
14
Asai, Manabu
13
Yu, Jun
13
Blasques, Francisco
12
Marcellino, Massimiliano
11
Taylor, Robert
11
Härdle, Wolfgang
10
Zhang, Bo
10
Benth, Fred Espen
9
Clark, Todd E.
9
Hafner, Christian M.
9
Harvey, Andrew C.
9
Kilian, Lutz
9
Shephard, Neil G.
9
Carriero, Andrea
8
Cross, Jamie
8
Dong, Chaohua
8
Gonçalves, Sílvia
8
Lieberman, Offer
8
Rodriguez, Gabriel
8
Busetti, Fabio
7
Lacroix, Renaud
7
Li, Jia
7
Robinson, Peter M.
7
Schorfheide, Frank
7
Strachan, Rodney W.
7
Caporin, Massimiliano
6
Dette, Holger
6
Lux, Thomas
6
Martin, Gael M.
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
National Bureau of Economic Research
2
Université de Montréal / Département de sciences économiques
2
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Law
1
International Statistical Institute
1
London School of Economics and Political Science
1
Nuffield College
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
Thailand Econometric Society
1
University of California Davis / Department of Economics
1
University of Essex / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
72
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Econometric theory
24
Economics letters
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Computational economics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
International journal of forecasting
15
Working paper
15
CAMA working paper series
14
Quantitative finance
13
The econometrics journal
13
Cowles Foundation discussion paper
12
SFB 649 discussion paper
12
CREATES research paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
Energy economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
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Source
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ECONIS (ZBW)
1,386
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1
The correlation integral and the independence of Gaussian and related processes
Dechert, W. Davis
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000896409
Saved in:
2
Sharing stochastic trends
Pellegrini, Guido
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000861948
Saved in:
3
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
4
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
5
Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels
-
1992
Persistent link: https://www.econbiz.de/10000842147
Saved in:
6
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
Saved in:
7
Estimation of continuous-time models in finance
Melino, Angelo
-
1991
Persistent link: https://www.econbiz.de/10000815348
Saved in:
8
A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000826504
Saved in:
9
An application of the stochastic garch in mean model to risk premia in the London metal exchange
Hall, Stephen G.
-
1990
Persistent link: https://www.econbiz.de/10000130882
Saved in:
10
Linear filters : a survey
Pollock, David Stephen G.
-
1994
Persistent link: https://www.econbiz.de/10000148066
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