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Time series analysis
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Lütkepohl, Helmut
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Koop, Gary
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Perron, Pierre
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Ghysels, Eric
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Timmermann, Allan
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Dijk, Dick van
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Taylor, Robert
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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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Boston College / Department of Economics
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International journal of forecasting
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Journal of econometrics
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Economics letters
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272
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Econometric theory
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Applied economics
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Journal of applied econometrics
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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Computational economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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
Journal of economic dynamics & control
76
Energy economics
71
NBER Working Paper
67
Journal of macroeconomics
65
NBER working paper series
64
CESifo working papers
62
Journal of empirical finance
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
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Finance research letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
51
European journal of operational research : EJOR
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The econometrics journal
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Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
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ECONIS (ZBW)
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Other ZBW resources
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ArchiDok
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1
Pricing efficiency in the live cattle futures market : further interpretation and measurement
García, Philip
(
contributor
)
- In:
American journal of agricultural economics
70
(
1988
)
1
,
pp. 162-169
Persistent link: https://www.econbiz.de/10001047906
Saved in:
2
Cointegration : some results on US cattle prices
Bessler, David A.
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 461-474
Persistent link: https://www.econbiz.de/10001109427
Saved in:
3
Does futures trading destabilize cash prices? : Evidence for US live beef cattle
Weaver, Robert Delay
- In:
The journal of futures markets
10
(
1990
)
1
,
pp. 41-60
Persistent link: https://www.econbiz.de/10001128108
Saved in:
4
Cattle cycles
Rosen, Sherwin
-
1993
Persistent link: https://www.econbiz.de/10000870316
Saved in:
5
Cattle cycles
Rosen, Sherwin
- In:
Journal of political economy
102
(
1994
)
3
,
pp. 468-492
Persistent link: https://www.econbiz.de/10001169899
Saved in:
6
Forecast evaluation for multivariate time-series models : the US cattle market
Park, Timothy A.
- In:
Western journal of agricultural economics : WJAE
15
(
1990
)
1
,
pp. 133-143
Persistent link: https://www.econbiz.de/10001091643
Saved in:
7
Price forecasting with time-series methods and nonstationary data : an application to monthly US cattle prices
Zapata, Hector O.
- In:
Western journal of agricultural economics : WJAE
15
(
1990
)
1
,
pp. 123-132
Persistent link: https://www.econbiz.de/10001091644
Saved in:
8
Dynamics and price volatility in farm-retail livestock price relationships
Kesavan, T.
- In:
Journal of agricultural and resource economics : JARE ; …
17
(
1992
)
2
,
pp. 348-361
Persistent link: https://www.econbiz.de/10001136976
Saved in:
9
Nonlinear dynamics and commodity prices
Noll, Thomas A.
-
1991
Persistent link: https://www.econbiz.de/10000840673
Saved in:
10
Hedging with forecasting : a state-space approach to modeling vector-valued time series
Vukina, Tomislav
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 307-327
Persistent link: https://www.econbiz.de/10001125673
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