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~subject:"Time series analysis"
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Time series analysis
Theorie
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Phillips, Peter C. B.
143
Franses, Philip Hans
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Koopman, Siem Jan
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Gil-Alaña, Luis A.
108
Caporale, Guglielmo Maria
87
Koop, Gary
74
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
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67
Teräsvirta, Timo
63
Sibbertsen, Philipp
59
Harvey, Andrew C.
58
McAleer, Michael
58
Maravall Herrero, Agustín
55
Hyndman, Rob J.
53
Swanson, Norman R.
52
Granger, C. W. J.
51
Kunst, Robert M.
50
Gao, Jiti
49
Lucas, André
48
Dijk, Herman K. van
47
Engle, Robert F.
47
Hassler, Uwe
47
Marcellino, Massimiliano
47
Bauwens, Luc
45
Hallin, Marc
45
Kapetanios, George
45
Proietti, Tommaso
45
Taylor, Robert
45
Ghysels, Eric
42
Johansen, Søren
42
Perron, Pierre
42
Hendry, David F.
41
Robinson, Peter M.
40
Mills, Terence C.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
38
Timmermann, Allan
37
Lux, Thomas
36
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National Bureau of Economic Research
67
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Ekonomiska forskningsinstitutet <Stockholm>
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31
Umeå universitet
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Econometrisch Instituut <Rotterdam>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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European University Institute / Department of Law
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London School of Economics and Political Science
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University of Strathclyde / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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University of Southampton / Department of Economics
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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
364
International journal of forecasting
324
Economics letters
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Journal of forecasting
228
Econometric theory
198
Discussion paper / Tinbergen Institute
171
Econometric reviews
138
Economic modelling
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
Applied economics
108
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Working paper
77
Computational economics
76
CREATES research paper
74
Applied economics letters
73
Journal of economic dynamics & control
66
Cowles Foundation discussion paper
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
NBER Working Paper
58
Oxford bulletin of economics and statistics
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
NBER working paper series
54
The econometrics journal
54
Journal of empirical finance
53
CESifo working papers
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Econometrics : open access journal
49
European journal of operational research : EJOR
48
SFB 649 discussion paper
48
Discussion papers of interdisciplinary research project 373
45
Discussion paper / Center for Economic Research, Tilburg University
41
Journal of macroeconomics
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The review of economics and statistics
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ECONIS (ZBW)
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EconStor
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ArchiDok
1
RePEc
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1
A simple variable selection techniques for nonlinear models
Rech, Gianluigi
;
Teräsvirta, Timo
;
Tschernig, Rolf
-
1999
Persistent link: https://www.econbiz.de/10000168492
Saved in:
2
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
3
Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe
;
Mármol, Francesc
-
1998
Persistent link: https://www.econbiz.de/10000982033
Saved in:
4
Testing for random walk coefficients in regression and state space models : with 72 tables
Moryson, Martin
-
1998
Persistent link: https://www.econbiz.de/10000990086
Saved in:
5
Polynomial regression of nonstationary fractionally integrated processes
Hassler, Uwe
-
1997
Persistent link: https://www.econbiz.de/10000975393
Saved in:
6
When do polynomial regressions of integrated series make sense?
Hassler, Uwe
-
1998
Persistent link: https://www.econbiz.de/10000996933
Saved in:
7
Spurious regressions with stationary series
Granger, C. W. J.
;
Hyung, Namwon
;
Jeon, Yongil
-
1998
Persistent link: https://www.econbiz.de/10000997640
Saved in:
8
Simple regressions in the presence of linear time trends
Hassler, Uwe
-
1998
Persistent link: https://www.econbiz.de/10000998164
Saved in:
9
Seemingly unrelated canonical cointegrating regressions
Park, Joon Y.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000814456
Saved in:
10
Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe
;
Marmol, Francesc
-
1998
Persistent link: https://www.econbiz.de/10000658212
Saved in:
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