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~subject:"Time series analysis"
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Time series analysis
Theorie
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Theory
608,036
Welt
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USA
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19,981
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Volatility
18,957
Prognoseverfahren
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Entwicklungsländer
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Mathematische Optimierung
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Gil-Alaña, Luis A.
238
Caporale, Guglielmo Maria
196
Franses, Philip Hans
155
Koopman, Siem Jan
137
Phillips, Peter C. B.
129
Pesaran, M. Hashem
83
Koop, Gary
82
Lütkepohl, Helmut
80
McAleer, Michael
77
Härdle, Wolfgang
76
Teräsvirta, Timo
76
Sibbertsen, Philipp
69
Gupta, Rangan
68
Gao, Jiti
67
Kunst, Robert M.
60
Harvey, Andrew C.
58
Kapetanios, George
58
Swanson, Norman R.
57
Maravall Herrero, Agustín
56
Hyndman, Rob J.
54
Lucas, André
54
Marcellino, Massimiliano
54
Hassler, Uwe
53
Granger, C. W. J.
52
Taylor, Robert
52
Dijk, Herman K. van
49
Engle, Robert F.
48
Ghysels, Eric
46
Hallin, Marc
46
Bauwens, Luc
45
Perron, Pierre
45
Stock, James H.
44
Proietti, Tommaso
43
Lux, Thomas
42
Mills, Terence C.
42
Johansen, Søren
41
Robinson, Peter M.
41
Feng, Yuanhua
40
Hendry, David F.
40
Saikkonen, Pentti
40
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National Bureau of Economic Research
79
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Umeå universitet
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Gottfried Wilhelm Leibniz Universität Hannover
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Strathclyde / Department of Economics
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Centre for Analytical Finance <Århus>
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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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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Institut für Weltwirtschaft
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London School of Economics and Political Science
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University of Cambridge / Department of Applied Economics
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Europäische Kommission / Statistisches Amt
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Institut für Höhere Studien
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Organisation for Economic Co-operation and Development
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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
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Australian National University / Faculty of Economics and Commerce
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Australien / Bureau of Statistics
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
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Norges Bank / Utredningsavdelingen
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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 New England / Department of Econometrics
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
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Journal of econometrics
391
International journal of forecasting
349
Economics letters
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Journal of forecasting
245
Discussion paper / Tinbergen Institute
201
Econometric theory
198
Economic modelling
179
Applied economics
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
157
Econometric reviews
149
Applied economics letters
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Energy economics
117
Working paper
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Working paper / Department of Econometrics and Business Statistics, Monash University
105
Journal of applied econometrics
101
CESifo working papers
97
Computational economics
89
CREATES research paper
83
Journal of economic dynamics & control
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Journal of empirical finance
69
NBER Working Paper
69
NBER working paper series
65
Working paper / National Bureau of Economic Research, Inc.
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Oxford bulletin of economics and statistics
61
Econometrics : open access journal
60
Journal of macroeconomics
60
Finance research letters
59
Cowles Foundation discussion paper
56
International review of economics & finance : IREF
55
SFB 649 discussion paper
55
Discussion paper / Centre for Economic Policy Research
54
Journal of international money and finance
52
The North American journal of economics and finance : a journal of financial economics studies
52
The econometrics journal
52
Discussion papers of interdisciplinary research project 373
51
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ECONIS (ZBW)
16,169
RePEc
2
EconStor
1
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
16,174
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
2
Das Theorem der Kaufkraftparität : eine empirische Betrachtung unter dem Aspekt neuerer Verfahren der Zeitreihenanalyse
Holzer, Stefan
-
1994
Persistent link: https://www.econbiz.de/10000890796
Saved in:
3
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.
;
Watson, Mark W.
-
1993
Persistent link: https://www.econbiz.de/10000892028
Saved in:
4
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892226
Saved in:
5
Financial markets and the
theory
of chaos
Gilmore, Claire Gilbert
-
1992
Persistent link: https://www.econbiz.de/10000896128
Saved in:
6
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
7
Econometrics in
theory
and practice : Festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert
(
ed.
);
Schneeweiß, Hans
(
honouree
); …
-
1998
research on decision
theory
which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published …
Persistent link: https://www.econbiz.de/10000655961
Saved in:
8
Computing quarterly GDP data : a question of economics?
Bruggeman, Annick
-
1996
Persistent link: https://www.econbiz.de/10000954309
Saved in:
9
An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.
;
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10000961212
Saved in:
10
An empirical analysis of current account data
Aßmann, Christian
-
2009
Persistent link: https://www.econbiz.de/10003806423
Saved in:
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