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~subject:"Time series analysis"
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Time series analysis
Theorie
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
91
Lütkepohl, Helmut
72
Härdle, Wolfgang
71
Koop, Gary
68
Pesaran, M. Hashem
65
Teräsvirta, Timo
61
McAleer, Michael
58
Sibbertsen, Philipp
57
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
52
Granger, C. W. J.
50
Kunst, Robert M.
50
Hyndman, Rob J.
49
Lucas, André
49
Dijk, Herman K. van
47
Engle, Robert F.
46
Hassler, Uwe
46
Marcellino, Massimiliano
46
Hallin, Marc
45
Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
40
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Timmermann, Allan
38
Feng, Yuanhua
37
Kapetanios, George
37
Johansen, Søren
36
Lux, Thomas
36
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National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Analytical Finance <Århus>
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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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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University of Strathclyde / 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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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
3
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>
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 Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
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
326
International journal of forecasting
318
Economics letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
169
Econometric reviews
132
Economic modelling
113
Applied economics
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
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
78
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
75
Working paper
73
Applied economics letters
70
CREATES research paper
70
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
60
EUI working paper / ECO
58
NBER Working Paper
58
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
NBER working paper series
54
Journal of empirical finance
53
Oxford bulletin of economics and statistics
53
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
SFB 649 discussion paper
48
The econometrics journal
48
European journal of operational research : EJOR
47
Discussion papers of interdisciplinary research project 373
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
Journal of macroeconomics
41
The review of economics and statistics
41
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Source
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ECONIS (ZBW)
12,418
EconStor
1
ArchiDok
1
RePEc
1
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1
Money demand in a flexible dynamic fourier expenditure system
Fisher, Douglas
- In:
Review / Federal Reserve Bank of St. Louis
76
(
1994
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10001332620
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
Time-series tests of a non-expected-
utility
model of asset pricing
Jorion, Philippe
- In:
European economic review : EER
37
(
1993
)
5
,
pp. 1083-1100
Persistent link: https://www.econbiz.de/10001147298
Saved in:
4
Forecasting and uncertainty : a survey
Makridakis, Spyros G.
;
Bakas, Nikolas
- In:
Risk and decision analysis
6
(
2015/2016
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011573720
Saved in:
5
Wechselkursunsicherheit und Außenhandel : eine empirische Analyse unter besonderer Berücksichtigung bilateraler und sektoral disaggregierter Handelsströme
Schwier, Rolf
-
1993
Persistent link: https://www.econbiz.de/10000347976
Saved in:
6
Constructive identification of the mixed proportional hazards model
Kortram, Ronald A.
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000912257
Saved in:
7
An uncertainty principle for stationary time series
Blankmeyer, Eric
-
1993
Persistent link: https://www.econbiz.de/10000873493
Saved in:
8
Some properties of absolute return : an alternative measure of
risk
Granger, C. W. J.
;
Ding, Zhuanxin
-
1993
Persistent link: https://www.econbiz.de/10000878163
Saved in:
9
Macroeconomic
risk
and treasury bill pricing : an application of the FACTOR-ARCH model
Sill, D. Keith
-
1993
Persistent link: https://www.econbiz.de/10000880334
Saved in:
10
Value at
risk
using the factor-ARCH model
Christiansen, Charlotte
-
1998
Persistent link: https://www.econbiz.de/10000994075
Saved in:
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