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Time series analysis
Theorie
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Franses, Philip Hans
135
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Gil-Alaña, Luis A.
124
Koopman, Siem Jan
118
Caporale, Guglielmo Maria
100
Lütkepohl, Helmut
73
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69
Koop, Gary
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61
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60
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58
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57
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52
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51
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50
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46
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44
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44
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42
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Gao, Jiti
40
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40
Hendry, David F.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Timmermann, Allan
38
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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Australien / Bureau of Statistics
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2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
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Journal of econometrics
336
International journal of forecasting
317
Economics letters
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
224
Econometric theory
190
Discussion paper / Tinbergen Institute
172
Econometric reviews
134
Economic modelling
114
Applied economics
107
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
89
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
79
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
76
Applied economics letters
71
CREATES research paper
71
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
57
Energy economics
56
Cowles Foundation discussion paper
55
NBER working paper series
54
CESifo working papers
53
Journal of empirical finance
53
Oxford bulletin of economics and statistics
53
Finance research letters
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
EUI working paper / ECO
45
SFB 649 discussion paper
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Econometrics : open access journal
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ECONIS (ZBW)
12,651
EconStor
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State-space of the Vasicek model for long-term bonds with Kalman filter
Mawonike, Romeo
;
Ikpe, Dennis
;
Gyamerah, Samuel Asante
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014304258
Saved in:
2
Present value for a stochastic interest rate
Gay, Roger
-
1994
Persistent link: https://www.econbiz.de/10000894835
Saved in:
3
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:
4
Microcomputer forecasting and stabilisation of multiple time series in the state space
Vishwakarma, Keshav P.
-
1985
Persistent link: https://www.econbiz.de/10000702898
Saved in:
5
Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Enders, Walter
;
Granger, C. W. J.
-
1996
Persistent link: https://www.econbiz.de/10000955311
Saved in:
6
Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier
-
1996
Persistent link: https://www.econbiz.de/10000955737
Saved in:
7
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
8
Application of penalized splines method in the credit market
Yao, Zhilin
-
2008
Persistent link: https://www.econbiz.de/10003738379
Saved in:
9
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
Saved in:
10
Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G.
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
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