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~subject:"Time series analysis"
~type_genre:"Systematic review"
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ECONIS (ZBW)
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1
Modelling common linear dynamics : a critical review
Breusch, Trevor S.
-
1994
Persistent link: https://www.econbiz.de/10000895692
Saved in:
2
Asymptotic distribution
theory
for econometric estimation with integrated processes : a guide
Dolado, Juan J.
-
1991
Persistent link: https://www.econbiz.de/10000839214
Saved in:
3
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
4
Approximate solution methods for real business cycle models
Thomson, James D. C.
-
1997
Persistent link: https://www.econbiz.de/10000956346
Saved in:
5
Frontiers of real-time data analysis
Croushore, Dean Darrell
-
2008
Persistent link: https://www.econbiz.de/10003710189
Saved in:
6
High frequency financial econometrics : recent developments ; with 64 tables
Bauwens, Luc
(
ed.
);
Pohlmeier, Winfried
(
contributor
); …
-
2008
-
1. ed.
Persistent link: https://www.econbiz.de/10003498251
Saved in:
7
Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos
;
Pittis, Nikitas
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
Saved in:
8
Temporal disaggregation of time series : a review
Pavía, Jose M.
-
2012
Persistent link: https://www.econbiz.de/10009579898
Saved in:
9
Frontiers of real-time data analysis
Croushore, Dean Darrell
- In:
Journal of economic literature
49
(
2011
)
1
,
pp. 72-100
Persistent link: https://www.econbiz.de/10009161022
Saved in:
10
Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps
Duong, Diep
;
Swanson, Norman R.
-
2011
Persistent link: https://www.econbiz.de/10009698154
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