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~subject:"Time series analysis"
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Time series analysis
Theorie
622,115
Theory
607,029
USA
327,506
United States
290,399
Schätzung
42,831
Estimation
41,416
Deutschland
35,052
Welt
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32,902
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Portfolio selection
20,836
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19,442
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18,978
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Großbritannien
17,343
Börsenkurs
17,306
Mathematische Optimierung
17,100
Share price
17,002
Mathematical programming
16,996
Prognoseverfahren
16,465
Forecasting model
16,128
United Kingdom
14,919
Zeitreihenanalyse
14,706
Finanzpolitik
14,335
Konjunktur
14,134
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14,118
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Gil-Alaña, Luis A.
173
Franses, Philip Hans
146
Caporale, Guglielmo Maria
140
Koopman, Siem Jan
131
Phillips, Peter C. B.
129
Lütkepohl, Helmut
73
Koop, Gary
71
Härdle, Wolfgang
70
Pesaran, M. Hashem
68
McAleer, Michael
66
Teräsvirta, Timo
64
Harvey, Andrew C.
61
Sibbertsen, Philipp
60
Stock, James H.
59
Dijk, Herman K. van
58
Kunst, Robert M.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
54
Granger, C. W. J.
53
Gupta, Rangan
53
Lucas, André
53
Marcellino, Massimiliano
52
Watson, Mark W.
51
Engle, Robert F.
50
Hassler, Uwe
50
Hyndman, Rob J.
49
Hallin, Marc
45
Kapetanios, George
44
Proietti, Tommaso
44
Bauwens, Luc
43
Gao, Jiti
43
Ghysels, Eric
43
Perron, Pierre
43
Dijk, Dick van
42
Taylor, Robert
42
Timmermann, Allan
42
Hendry, David F.
40
Mills, Terence C.
40
Ravazzolo, Francesco
40
Saikkonen, Pentti
40
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National Bureau of Economic Research
79
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Ekonomiska forskningsinstitutet <Stockholm>
44
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32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Law
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Gottfried Wilhelm Leibniz Universität Hannover
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University of Strathclyde / Department of Economics
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Institut für Weltwirtschaft
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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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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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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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Universität Basel / Institut für Statistik und Ökonometrie
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Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of New York
3
Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Otago / Commerce Division
3
University of Southampton / Department of Economics
3
Australien / Bureau of Statistics
2
Boston College / Department of Economics
2
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International journal of forecasting
349
Journal of econometrics
336
Economics letters
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
268
Journal of forecasting
234
Econometric theory
190
Discussion paper / Tinbergen Institute
186
Applied economics
142
Econometric reviews
139
Economic modelling
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
105
Working paper
97
Working paper / National Bureau of Economic Research, Inc.
90
Applied economics letters
82
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
CREATES research paper
78
Computational economics
78
Journal of economic dynamics & control
75
NBER Working Paper
68
CESifo working papers
67
Energy economics
67
NBER working paper series
65
Journal of macroeconomics
64
Journal of empirical finance
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
EUI working paper / ECO
61
Oxford bulletin of economics and statistics
61
The review of economics and statistics
61
Cowles Foundation discussion paper
57
Discussion paper / Centre for Economic Policy Research
57
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
European journal of operational research : EJOR
50
Discussion papers of interdisciplinary research project 373
47
Finance research letters
47
The econometrics journal
47
SFB 649 discussion paper
46
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ECONIS (ZBW)
14,261
ArchiDok
2
EconStor
1
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1
The power of the augmented Dickey-Fuller test to detect non-stationarity when there is a mix with a stationary variable
Azar, Samih Antoine
;
Nasr, Najoie I.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 885-890
Persistent link: https://www.econbiz.de/10011459131
Saved in:
2
Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the US
Bierens, Herman J.
-
1996
Persistent link: https://www.econbiz.de/10000941283
Saved in:
3
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
4
Interest rates linkages between the French, German and
USA
interest rates : econometric evidence for the "German and US dominance" hypothesis
Fisher, Lance A.
;
Joyeux, Roselyne
;
Worner, William E.
-
1997
Persistent link: https://www.econbiz.de/10000982788
Saved in:
5
Long-term interest rates in the US and Germany
Hammersland, Roger
;
Vikøren, Birger
-
1997
Persistent link: https://www.econbiz.de/10000969560
Saved in:
6
Testing for unit roots in macroeconomic variables
Sahay, Surottam N.
;
Mehta, Rajesh
-
1996
Persistent link: https://www.econbiz.de/10000970466
Saved in:
7
International linkages and macroeconomic news effects on interest rate volatility : Australia and the US
Kim, Suk-Joong
-
1998
Persistent link: https://www.econbiz.de/10000996626
Saved in:
8
Interest rates linkages between the French, German and
USA
interest rates: econometric evidence for the "German and US Dominance" hypothesis
Fisher, Lance
;
Joyeux, Roselyne
;
Worner, William E.
-
1997
Persistent link: https://www.econbiz.de/10000658094
Saved in:
9
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
10
Testing for unit roots in macroeconomic variables
Sahay, Surottam N.
;
Mehta, Rajesh
- In:
The Indian economic journal
46
(
1998
)
1
,
pp. 76-83
Persistent link: https://www.econbiz.de/10001353576
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