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Time series analysis
Theorie
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Börsenkurs
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Share price
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Wettbewerb
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Franses, Philip Hans
135
Phillips, Peter C. B.
126
Koopman, Siem Jan
118
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
89
Lütkepohl, Helmut
73
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Sibbertsen, Philipp
56
Swanson, Norman R.
52
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51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Lucas, André
48
Dijk, Herman K. van
47
Engle, Robert F.
46
Hallin, Marc
46
Hassler, Uwe
46
Marcellino, Massimiliano
46
Bauwens, Luc
44
Proietti, Tommaso
44
Perron, Pierre
42
Taylor, Robert
42
Ghysels, Eric
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Timmermann, Allan
38
Feng, Yuanhua
37
Kapetanios, George
37
Haldrup, Niels
36
Johansen, Søren
36
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National Bureau of Economic Research
65
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45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
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
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
335
International journal of forecasting
316
Economics letters
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
171
Econometric reviews
132
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Applied economics
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Computational economics
80
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
74
CREATES research paper
71
Applied economics letters
70
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Energy economics
56
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
NBER working paper series
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
SFB 649 discussion paper
45
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
Journal of macroeconomics
41
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ECONIS (ZBW)
12,400
EconStor
1
ArchiDok
1
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1
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date (oldest first)
1
Day ahead forecast of complex seasonal natural gas data to enhance procurement efficiency
Naim, Iram
;
Mahara, Tripti
;
Khan, Sharfuddin Ahmed
- In:
International journal of procurement management
13
(
2020
)
6
,
pp. 831-852
Persistent link: https://www.econbiz.de/10012515821
Saved in:
2
Estimating asymmetric information equilibrium labor market models from aggregate time series data
Lin, Kenneth Shang-kai
-
1987
Persistent link: https://www.econbiz.de/10000726440
Saved in:
3
Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks
Snell, Andy
;
Tonks, Ian
-
1996
Persistent link: https://www.econbiz.de/10000621793
Saved in:
4
The endogenous Kalman Filter
Baxter, Brad
(
contributor
);
Graham, Liam
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003576397
Saved in:
5
Autoregressive conditional duration models in finance : a survey of the theoretical and empirical literature
Pacurar, Maria
- In:
Journal of economic surveys
22
(
2008
)
4
,
pp. 711-751
Persistent link: https://www.econbiz.de/10003748679
Saved in:
6
Incomplete and asymmetric information in asset pricing
theory
Back, Kerry E.
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 1-25)
.
2004
Persistent link: https://www.econbiz.de/10002526402
Saved in:
7
Time series of commodity futures prices
Black, Jane M.
;
Tonks, Ian
-
1999
Persistent link: https://www.econbiz.de/10001435084
Saved in:
8
The information content of dividends : an application of the Kalman filter
Marseguerra, Giovanni
- In:
Rivista internazionale di scienze economiche e …
44
(
1997
)
4
,
pp. 725-751
Persistent link: https://www.econbiz.de/10001234101
Saved in:
9
Learning and asymmetric business cycles
Chalkley, Martin
- In:
Review of economic dynamics
1
(
1998
)
3
,
pp. 623-645
Persistent link: https://www.econbiz.de/10001245250
Saved in:
10
Stock price adjustment under short-selling restriction : evidence from nonlinear time series tests
Jokivuolle, Esa
;
Lanne, Markku
-
1995
Persistent link: https://www.econbiz.de/10000926351
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