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~subject:"Time series analysis"
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Time series analysis
Theorie
628,279
Theory
613,377
USA
330,306
United States
291,714
Bank
65,253
Schätzung
44,113
Estimation
42,677
Deutschland
38,948
Welt
36,482
World
35,633
Germany
33,049
Geldpolitik
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21,975
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21,865
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20,512
Risk
20,244
Börsenkurs
19,670
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19,351
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18,625
Großbritannien
18,320
Economic growth
17,823
Mathematische Optimierung
17,422
Mathematical programming
17,318
Prognoseverfahren
16,968
Forecasting model
16,625
United Kingdom
15,730
Finanzkrise
15,223
Financial crisis
14,984
Wettbewerb
14,884
Zeitreihenanalyse
14,855
Volatilität
14,829
Volatility
14,480
Kapitaleinkommen
14,240
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14,180
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14,076
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Gil-Alaña, Luis A.
176
Franses, Philip Hans
146
Caporale, Guglielmo Maria
136
Koopman, Siem Jan
134
Phillips, Peter C. B.
130
Lütkepohl, Helmut
74
Härdle, Wolfgang
71
Koop, Gary
71
Pesaran, M. Hashem
70
McAleer, Michael
65
Teräsvirta, Timo
64
Harvey, Andrew C.
63
Stock, James H.
59
Dijk, Herman K. van
58
Sibbertsen, Philipp
58
Maravall Herrero, Agustín
57
Kunst, Robert M.
56
Granger, C. W. J.
55
Lucas, André
54
Swanson, Norman R.
54
Gupta, Rangan
53
Marcellino, Massimiliano
53
Engle, Robert F.
51
Watson, Mark W.
51
Hassler, Uwe
50
Hyndman, Rob J.
50
Hallin, Marc
46
Proietti, Tommaso
45
Bauwens, Luc
44
Kapetanios, George
44
Perron, Pierre
44
Gao, Jiti
43
Ghysels, Eric
43
Timmermann, Allan
43
Dijk, Dick van
42
Taylor, Robert
42
Hendry, David F.
40
Ravazzolo, Francesco
40
Saikkonen, Pentti
40
Mills, Terence C.
39
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National Bureau of Economic Research
82
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
45
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Strathclyde / Department of Economics
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Norges Bank / Utredningsavdelingen
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of New York
3
Institut für Weltwirtschaft
3
Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Otago / Commerce Division
3
University of Southampton / Department of Economics
3
Australien / Bureau of Statistics
2
Boston College / Department of Economics
2
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International journal of forecasting
348
Journal of econometrics
345
Economics letters
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of forecasting
234
Econometric theory
190
Discussion paper / Tinbergen Institute
188
Applied economics
145
Econometric reviews
138
Economic modelling
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Journal of applied econometrics
105
Working paper
99
Working paper / National Bureau of Economic Research, Inc.
92
Applied economics letters
84
Computational economics
83
Working paper / Department of Econometrics and Business Statistics, Monash University
82
CREATES research paper
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Journal of economic dynamics & control
75
Energy economics
73
NBER Working Paper
69
NBER working paper series
68
Journal of macroeconomics
65
CESifo working papers
62
Journal of empirical finance
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Oxford bulletin of economics and statistics
61
The review of economics and statistics
61
Cowles Foundation discussion paper
57
Discussion paper / Centre for Economic Policy Research
56
Finance research letters
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
European journal of operational research : EJOR
50
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
EUI working paper / ECO
46
SFB 649 discussion paper
46
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ECONIS (ZBW)
14,406
Other ZBW resources
5
ArchiDok
2
EconStor
1
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1
Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
Brenner, Robin James
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10001218112
Saved in:
2
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
Saved in:
3
A reconciliation of cointegration testing of foreign exchange market efficiency
Layton, Allan P.
-
1991
Persistent link: https://www.econbiz.de/10000129803
Saved in:
4
Filtration enlargement-based time series forecast in view of insider trading
Bennett, Luke M.
;
Hu, Wei
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 112-140
Persistent link: https://www.econbiz.de/10014287808
Saved in:
5
Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako
;
Jefferis, Keith R.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
2
,
pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
Saved in:
6
A simultaneous model of the US dollar- Deutschmark spot and futures markets
Goss, Barry A.
;
Avsar, S. Gulay
- In:
Models of futures markets
,
(pp. 61-85)
.
2000
Persistent link: https://www.econbiz.de/10001552910
Saved in:
7
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.
-
1994
Persistent link: https://www.econbiz.de/10000920922
Saved in:
8
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
9
Unit root and cointegration tests on the efficiency and biasedness of forward exchange rates
Pyun, Chong-soo
- In:
Journal of economics and finance
17
(
1993
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10001155298
Saved in:
10
A genetic programming approach to model international short-term capital flow
Yu, Tina
;
Chen, Shu-Heng
;
Kuo, Tzu-wen
- In:
Applications of artificial intelligence in finance and …
,
(pp. 45-70)
.
2004
Persistent link: https://www.econbiz.de/10002797187
Saved in:
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