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Time series analysis
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Franses, Philip Hans
135
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111
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88
Lütkepohl, Helmut
72
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64
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58
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56
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52
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47
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42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
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37
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36
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Shakai-Keizai-Kenkyūsho <Osaka>
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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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2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
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2
Econometric Society
2
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Journal of econometrics
331
International journal of forecasting
316
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
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Econometric theory
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Discussion paper / Tinbergen Institute
168
Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
73
CREATES research paper
70
Applied economics letters
69
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
NBER working paper series
52
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
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Discussion paper / Center for Economic Research, Tilburg University
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Finance research letters
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The review of economics and statistics
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ECONIS (ZBW)
12,316
EconStor
1
ArchiDok
1
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1
Efficiency
of insurance firms with endogenous risk management and financial intermediation activities
Cummins, John David
;
Dionne, Georges
;
Gagné, Robert
; …
- In:
Journal of productivity analysis
32
(
2009
)
2
,
pp. 144-159
Persistent link: https://www.econbiz.de/10003903690
Saved in:
2
Measurement of filters' efficiencies and application of NNSFDI method
Bildirici, Melike E.
;
Alp, Selçuk
- In:
Economic research
25
(
2012
)
4
,
pp. 937-957
Persistent link: https://www.econbiz.de/10009706525
Saved in:
3
Efficiency
of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities
Dionne, Georges
-
2014
test how risk management and financial intermediation activities create value for insurers by enhancing economic
efficiency
…. Insurer cost
efficiency
is measured relative to an econometric cost frontier. Since the prices of risk management and … cost
efficiency
. The econometric results show that both activities significantly increase the
efficiency
of the property …
Persistent link: https://www.econbiz.de/10012709777
Saved in:
4
What can we learn from the analysis of the fine wines market
efficiency
?
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Le Fur, Eric
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 703-718
Persistent link: https://www.econbiz.de/10014469050
Saved in:
5
Impacts on electricity consumption of household appliances in Austria : a comparison of time series and cross-section analyses
Haas, Reinhard
(
contributor
)
- In:
Energy policy
26
(
1998
)
13
,
pp. 1031-1040
Persistent link: https://www.econbiz.de/10001254880
Saved in:
6
Are environmental taxes effective in curbing air pollution? Evidence from the United Kingdom
Roy, Sharanya Basu
;
Ghosh Dastidar, Sayantan
- In:
Economic issues
26
(
2021
)
2
,
pp. 73-101
Persistent link: https://www.econbiz.de/10012800281
Saved in:
7
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
8
Stock market
efficiency
analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Finance research letters
28
(
2019
),
pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Saved in:
9
Time series prognostication models applied to the US dollar and the Japanes yen
Arize, Augustine Chuck
;
Berendt, Charles J.
; …
- In:
The international journal of finance
27
(
2015
)
4
,
pp. 501-516
Persistent link: https://www.econbiz.de/10011718643
Saved in:
10
Pitfalls in long memory research
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-14
played an instrumental role in elevating the level of scholarly discourse on market
efficiency
, the authors believe that the …
Persistent link: https://www.econbiz.de/10012219328
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