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~subject:"Time series analysis"
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Calibration as estimation
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Time series analysis
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Phillips, Peter C. B.
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Gil-Alaña, Luis A.
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Lütkepohl, Helmut
106
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Koop, Gary
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McAleer, Michael
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67
Lucas, André
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Taylor, Robert
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Kapetanios, George
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Swanson, Norman R.
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Proietti, Tommaso
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Granger, C. W. J.
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Hassler, Uwe
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Maravall Herrero, Agustín
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Stock, James H.
55
Marcellino, Massimiliano
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Dijk, Herman K. van
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Robinson, Peter M.
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Bauwens, Luc
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Hallin, Marc
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Hendry, David F.
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Linton, Oliver
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Watson, Mark W.
52
Ghysels, Eric
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Saikkonen, Pentti
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Umeå universitet
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Centre for Quantitative Economics & Computing
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Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Law
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Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
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Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
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Københavns Universitet / Økonomisk Institut
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Norges Bank / Utredningsavdelingen
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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 New England / Department of Econometrics
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University of Otago / Commerce Division
3
University of Southampton / Department of Economics
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Journal of econometrics
588
International journal of forecasting
375
Economics letters
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
327
Econometric theory
293
Journal of forecasting
253
Discussion paper / Tinbergen Institute
252
Econometric reviews
203
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
145
Economic modelling
143
Working paper / Department of Econometrics and Business Statistics, Monash University
142
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
133
Applied economics
130
Applied economics letters
119
CREATES research paper
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
Computational economics
108
Journal of applied econometrics
97
NBER Working Paper
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Working paper
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Cowles Foundation discussion paper
91
Econometrics : open access journal
90
The econometrics journal
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
NBER working paper series
79
Journal of economic dynamics & control
75
Journal of empirical finance
70
Working paper / National Bureau of Economic Research, Inc.
70
Journal of time series econometrics
67
Energy economics
64
Journal of the American Statistical Association : JASA
64
Oxford bulletin of economics and statistics
64
SFB 649 discussion paper
64
CESifo working papers
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Discussion papers of interdisciplinary research project 373
59
EUI working paper / ECO
56
Série des documents de travail / Centre de Recherche en Économie et Statistique
55
European journal of operational research : EJOR
54
Finance research letters
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ECONIS (ZBW)
16,744
EconStor
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ArchiDok
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RePEc
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1
Simulation
and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
2
Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000883935
Saved in:
3
Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.
;
Kohn, Robert
-
1994
Persistent link: https://www.econbiz.de/10000887142
Saved in:
4
Inferring long-run relationships in macroeconomic data
MacNamara, Ronald R.
-
1994
Persistent link: https://www.econbiz.de/10000895165
Saved in:
5
Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang
;
Jin, Song
-
1994
Persistent link: https://www.econbiz.de/10000897047
Saved in:
6
Three essays in dynamic macroeconomics
Levy, Daniel C.
-
1990
Persistent link: https://www.econbiz.de/10000863257
Saved in:
7
Bewertung und Vergleich explorativer Regressions- und Zeitreihenmethoden : eine Simulationsstudie
Schief, Gunnar
-
1993
Persistent link: https://www.econbiz.de/10000868222
Saved in:
8
An essay on multivariate macroeconometrics
Willson, Douglas Harold
-
1990
Persistent link: https://www.econbiz.de/10000873028
Saved in:
9
Invertibility of non-linear time series models
Gooijer, Jan G. de
;
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000880510
Saved in:
10
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
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