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Time series analysis
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Gil-Alaña, Luis A.
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Koopman, Siem Jan
141
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140
McAleer, Michael
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Koop, Gary
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81
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68
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61
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60
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58
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57
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54
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Engle, Robert F.
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Granger, C. W. J.
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Dijk, Herman K. van
49
Hendry, David F.
48
Mills, Terence C.
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Hallin, Marc
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Ghysels, Eric
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Bauwens, Luc
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Proietti, Tommaso
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Stock, James H.
44
Watson, Mark W.
44
Perron, Pierre
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Lux, Thomas
41
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41
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Umeå universitet
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Centre for Analytical Finance <Århus>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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Institut für Weltwirtschaft
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Australien / Bureau of Statistics
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Federal Reserve Bank of St. Louis
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University of Chicago / Center for Research in Security Prices
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Journal of econometrics
397
International journal of forecasting
350
Economics letters
315
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
285
Journal of forecasting
243
Discussion paper / Tinbergen Institute
211
Econometric theory
206
Applied economics
180
Economic modelling
179
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
Econometric reviews
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Applied economics letters
134
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
127
Working paper
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Working paper / Department of Econometrics and Business Statistics, Monash University
105
Energy economics
102
Journal of applied econometrics
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CESifo working papers
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Computational economics
90
CREATES research paper
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Journal of economic dynamics & control
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
NBER Working Paper
74
Journal of empirical finance
73
Working paper / National Bureau of Economic Research, Inc.
67
NBER working paper series
66
Oxford bulletin of economics and statistics
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Finance research letters
62
Cowles Foundation discussion paper
60
Journal of macroeconomics
60
Econometrics : open access journal
56
The econometrics journal
55
SFB 649 discussion paper
54
Discussion paper / Centre for Economic Policy Research
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
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International review of economics & finance : IREF
52
Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
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ECONIS (ZBW)
16,424
RePEc
4
Other ZBW resources
3
EconStor
1
ArchiDok
1
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1
An assessment of time series methods in metal price forecasting
Dooley, Gillian
;
Lenihan, Helena
- In:
Resources policy
30
(
2005
)
3
,
pp. 208-217
Persistent link: https://www.econbiz.de/10003228368
Saved in:
2
Spot and forward metals prices : efficiency and time series behavior
Fraser, Patricia
- In:
Review of futures markets
11
(
1993
)
1
,
pp. 24-34
Persistent link: https://www.econbiz.de/10001168681
Saved in:
3
Futures market efficiency : evidence from cointegration tests
Chowdhury, Abdur R.
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10001110893
Saved in:
4
The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis
Beckmann, Joscha
;
Czudaj, Robert
- In:
International review of applied economics
27
(
2013
)
4
,
pp. 472-490
Persistent link: https://www.econbiz.de/10009781087
Saved in:
5
Time regularities in the Nordic power market : potentials for profitable investments and trading strategies?
Gjølberg, Ole
- In:
Energy, natural resources and environmental economics
,
(pp. 155-166)
.
2010
Persistent link: https://www.econbiz.de/10008651622
Saved in:
6
Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria
;
Pittis, Nikitis
-
1997
Persistent link: https://www.econbiz.de/10000619744
Saved in:
7
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011348418
Saved in:
8
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
9
The predictive performance of commodity futures risk factors
Ahmed, Shamim
;
Tsvetanov, Daniel
- In:
Journal of banking & finance
71
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011635309
Saved in:
10
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
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