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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
136
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Koopman, Siem Jan
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Gil-Alaña, Luis A.
115
Caporale, Guglielmo Maria
91
Lütkepohl, Helmut
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Koop, Gary
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55
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53
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Dijk, Herman K. van
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Marcellino, Massimiliano
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Taylor, Robert
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Ghysels, Eric
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Perron, Pierre
41
Gao, Jiti
40
Mills, Terence C.
40
Hendry, David F.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Kapetanios, George
38
Feng, Yuanhua
37
Timmermann, Allan
37
Johansen, Søren
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Lux, Thomas
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National Bureau of Economic Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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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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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
2
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
327
International journal of forecasting
316
Economics letters
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
Journal of forecasting
224
Econometric theory
190
Discussion paper / Tinbergen Institute
171
Econometric reviews
131
Economic modelling
115
Applied economics
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
91
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
74
Working paper
73
Applied economics letters
70
CREATES research paper
70
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
EUI working paper / ECO
58
NBER Working Paper
58
Cowles Foundation discussion paper
55
Energy economics
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of empirical finance
53
NBER working paper series
53
Oxford bulletin of economics and statistics
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
CESifo working papers
48
European journal of operational research : EJOR
48
The econometrics journal
48
Discussion papers of interdisciplinary research project 373
47
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
40
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ECONIS (ZBW)
12,480
EconStor
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1
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1
Time varying cyclical analysis for economies in transition
Hughes Hallett, Andrew
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003412011
Saved in:
2
Modelling structural change using the Kalman filter
Hall, Stephen G.
-
1992
Persistent link: https://www.econbiz.de/10000137101
Saved in:
3
Metody kwartalnych prognoz produktu krajowego brutto na podstawie statystycznych analiz szeregów czasowych : (metody ekonometryczne)
Kudrycka, Izabella
;
Radziukiewicz, Małgorzata
-
1995
Persistent link: https://www.econbiz.de/10000901826
Saved in:
4
The Dickey-Fuller and KPSS tests in practice : an application to East European time series
Charemza, Wojciech
;
Syczewska, Ewa Marta
-
1999
Persistent link: https://www.econbiz.de/10001398848
Saved in:
5
Empirical properties of the credit and equity cycle within almost periodically correlated stochastic processes : the case of
Poland
, UK and USA
Lenart, Łukasz
;
Pipień, Mateusz
- In:
Central European journal of economic modelling and …
7
(
2015
)
3
,
pp. 169-186
Persistent link: https://www.econbiz.de/10011429897
Saved in:
6
Dependence structure of volatility and illiquidity on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
7
Do market prices improve the accuracy of inflation forecasting in
Poland
? : a disaggregated approach
Lenart, Łukasz
;
Leszczyńska-Paczesna, Agnieszka
- In:
Bank i kredyt
47
(
2016
)
5
,
pp. 364-394
Persistent link: https://www.econbiz.de/10011583376
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8
Testing for the cointegrating rank in the presence of level shifts
Trenkler, Carsten
-
2002
Persistent link: https://www.econbiz.de/10001700328
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9
Cykliczne kształtowanie się inwestycji w zapasy - teoria a stylizowane fakty dotyczące Polski
Postek, Łukasz
- In:
Bank i kredyt
41
(
2010
)
3
,
pp. 83-110
Persistent link: https://www.econbiz.de/10003985250
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10
GARP violation, economic enironment distortions and shadow prices : evidence from household expenditure panel data
Diaye, Marc-Arthur
;
Gardes, Françoise
;
Starzec, Krzysztof
- In:
Annales d'économie et de statistique
90
(
2008
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003910503
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