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~subject:"Time series analysis"
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Time series analysis
Theorie
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Prognoseverfahren
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Volatilität
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
143
Koopman, Siem Jan
132
Phillips, Peter C. B.
129
Lütkepohl, Helmut
73
Koop, Gary
71
Härdle, Wolfgang
70
Pesaran, M. Hashem
68
McAleer, Michael
65
Teräsvirta, Timo
64
Harvey, Andrew C.
61
Stock, James H.
59
Dijk, Herman K. van
58
Sibbertsen, Philipp
58
Kunst, Robert M.
57
Maravall Herrero, Agustín
55
Lucas, André
54
Swanson, Norman R.
54
Granger, C. W. J.
53
Marcellino, Massimiliano
53
Gupta, Rangan
51
Watson, Mark W.
51
Engle, Robert F.
50
Hyndman, Rob J.
50
Hassler, Uwe
49
Dijk, Dick van
46
Hallin, Marc
45
Kapetanios, George
45
Proietti, Tommaso
44
Bauwens, Luc
43
Gao, Jiti
43
Ghysels, Eric
43
Perron, Pierre
43
Taylor, Robert
43
Timmermann, Allan
42
Ravazzolo, Francesco
41
Hendry, David F.
40
Saikkonen, Pentti
40
Mills, Terence C.
39
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Federal Reserve Bank of St. Louis
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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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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Centre for Growth and Business Cycle Research <Manchester>
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Federal Reserve Bank of New York
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Institut für Weltwirtschaft
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Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
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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 Otago / Commerce Division
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University of Southampton / Department of Economics
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University of Toronto / Department of Economics
3
Australien / Bureau of Statistics
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International journal of forecasting
352
Journal of econometrics
336
Economics letters
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of forecasting
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Econometric theory
190
Discussion paper / Tinbergen Institute
189
Applied economics
151
Econometric reviews
138
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
129
Economic modelling
128
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
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.
91
Applied economics letters
88
Working paper / Department of Econometrics and Business Statistics, Monash University
82
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
79
Computational economics
77
Journal of economic dynamics & control
76
Energy economics
72
NBER Working Paper
68
Journal of macroeconomics
67
NBER working paper series
66
CESifo working papers
64
Journal of empirical finance
63
EUI working paper / ECO
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
51
Applied financial economics
50
European journal of operational research : EJOR
50
Discussion papers of interdisciplinary research project 373
47
Finance research letters
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The econometrics journal
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ECONIS (ZBW)
14,609
ArchiDok
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EconStor
1
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1
Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.
;
Nowman, K. B.
- In:
Economic notes : economic review of Banca Monte dei …
28
(
1999
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
Saved in:
2
A utility-based comparison of some models of exchange rate volatility
West, Kenneth D.
- In:
Journal of international economics
35
(
1993
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10001147269
Saved in:
3
Monetary models of the Canadian- US exchange rate : a reexamination of empirical evidence, 1971 - 1986
Florentis, G.
- In:
Quarterly journal of business and economics : QJBE
33
(
1994
)
4
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001175506
Saved in:
4
Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
5
Identification of the long-run determinants of U.S.-
Canada
softwood lumber trade
Liaqat, Zara
;
Wang, Xinya
- In:
International journal of economics and finance
10
(
2018
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011795818
Saved in:
6
Deviations of exchange rates from purchasing power parity : a story featuring two monetary unions
Bayoumi, Tamim
;
MacDonald, Ronald
- In:
IMF staff papers
46
(
1999
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10001380197
Saved in:
7
The Canadian-US dollar exchange rate over the four decades of the post-Bretton Woods float : an econometric study allowing for structural breaks
Kurita, Takamitsu
;
James, Patrick
- In:
Metroeconomica : international review of economics
73
(
2022
)
3
,
pp. 856-883
Persistent link: https://www.econbiz.de/10013279939
Saved in:
8
Detecting and modelling nonlinearity in flexible exchange rate time series
Chiarella, Carl
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 159-186
Persistent link: https://www.econbiz.de/10001174923
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9
Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
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10
Anwendungsmöglichkeiten chaostheoretischer Verfahren bei der Analyse ökonomischer Prozesse
Müller, Hansjörg
-
1996
Persistent link: https://www.econbiz.de/10000940791
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