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Time series analysis
Theorie
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Franses, Philip Hans
139
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
124
Koopman, Siem Jan
119
Caporale, Guglielmo Maria
99
Lütkepohl, Helmut
73
Härdle, Wolfgang
69
Koop, Gary
69
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
Sibbertsen, Philipp
59
Harvey, Andrew C.
58
McAleer, Michael
58
Maravall Herrero, Agustín
56
Kunst, Robert M.
54
Swanson, Norman R.
52
Granger, C. W. J.
50
Hassler, Uwe
50
Hyndman, Rob J.
50
Dijk, Herman K. van
47
Engle, Robert F.
47
Lucas, André
47
Marcellino, Massimiliano
47
Hallin, Marc
46
Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Kapetanios, George
38
Breitung, Jörg
37
Feng, Yuanhua
37
Johansen, Søren
37
Lux, Thomas
37
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National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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42
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Umeå universitet
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8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
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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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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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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
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
2
Econometric Society
2
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Journal of econometrics
328
International journal of forecasting
319
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
242
Journal of forecasting
226
Econometric theory
190
Discussion paper / Tinbergen Institute
172
Econometric reviews
133
Economic modelling
120
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
119
Applied economics
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
91
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
76
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
70
Journal of economic dynamics & control
67
CESifo working papers
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
NBER Working Paper
59
Energy economics
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
NBER working paper series
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
53
Discussion papers of interdisciplinary research project 373
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
The econometrics journal
48
European journal of operational research : EJOR
47
Finance research letters
46
EUI working paper / ECO
45
SFB 649 discussion paper
45
The review of economics and statistics
43
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
12,872
EconStor
1
ArchiDok
1
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1
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
2
Empirical evidence for alternative growth models : time series results
Gundlach, Erich
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
129
(
1993
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10001142172
Saved in:
3
Kointegration und Granger-Kausalität : empirische Analysen der tariflichen Einkommen in der Bundesrepublik
Deutschland
Lob, Matthias
-
1994
-
1. Aufl
Persistent link: https://www.econbiz.de/10000887949
Saved in:
4
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth
-
1994
Persistent link: https://www.econbiz.de/10000893910
Saved in:
5
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
Saved in:
6
Marktanalysen und Simulation preis- und mengenpolitischer Maßnahmen auf ausgewählten Agrarmärkten :
Theorie
und Anwendung von Fehlerkorrekturmodellen mit Kointegration ; Arbeit aus...
Fuchs, Clemens
-
1993
Persistent link: https://www.econbiz.de/10000868460
Saved in:
7
Cointegrierte Zeitreihen und Arbeitsmarktgleichgewicht
Hansen, Gerd
-
1988
Persistent link: https://www.econbiz.de/10000743662
Saved in:
8
Cointegration in macroeconomic systems : seasonality and explosive roots
Kunst, Robert M.
-
1989
Persistent link: https://www.econbiz.de/10000800304
Saved in:
9
Exchange rates and formation of expectations : are nonlinear models appropriate?
Causse, Dominique
-
1989
Persistent link: https://www.econbiz.de/10000802242
Saved in:
10
Forecasting performance of structural time series models : a case study for Austrian and German industrial production
Thury, Gerhard
-
1993
Persistent link: https://www.econbiz.de/10000877898
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