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~subject:"Time series analysis"
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Time series analysis
Theorie
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Börsenkurs
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Share price
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Asymmetrische Information
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
87
Lütkepohl, Helmut
72
Härdle, Wolfgang
68
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
59
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
52
Granger, C. W. J.
50
Kunst, Robert M.
50
Hyndman, Rob J.
49
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Hassler, Uwe
46
Hallin, Marc
45
Marcellino, Massimiliano
45
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
Feng, Yuanhua
37
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
Lux, Thomas
36
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National Bureau of Economic Research
65
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Ekonomiska forskningsinstitutet <Stockholm>
42
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31
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11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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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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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
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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>
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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
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University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
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
326
International journal of forecasting
316
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Econometric theory
191
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Economic modelling
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
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
94
Journal of applied econometrics
89
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
Computational economics
74
Working paper
73
CREATES research paper
70
Applied economics letters
69
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
54
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
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
Journal of macroeconomics
41
The review of economics and statistics
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ECONIS (ZBW)
12,347
EconStor
1
ArchiDok
1
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1
Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 265-281
Persistent link: https://www.econbiz.de/10001244201
Saved in:
2
Does an aging population influence stock markets? : evidence from New Zealand
Hettihewa, Samanthala
;
Saha, Shrabani
;
Zhang, Hanxiong
- In:
Economic modelling
75
(
2018
),
pp. 142-158
Persistent link: https://www.econbiz.de/10012101460
Saved in:
3
Periodic integration and cointegration : with applications to the New Zealand aggregate consumption functions
Harrison, Robin
;
Smith, Aaron
-
1994
Persistent link: https://www.econbiz.de/10000898327
Saved in:
4
Seasonal cointegration : an application to the velocity of circulation in New Zealand
McDougall, R. Stuart
-
1994
Persistent link: https://www.econbiz.de/10000898594
Saved in:
5
An empirical survey of the unit root characteristics of disaggregated data
McDougall, R. Stuart
-
1994
Persistent link: https://www.econbiz.de/10000898595
Saved in:
6
The seasonal unit root structure in New Zealand macroeconomic variables
McDougall, R. Stuart
-
1993
Persistent link: https://www.econbiz.de/10000874913
Saved in:
7
Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output
Fisher, Lance A.
;
Fackler, Paul L.
;
Orden, David R.
-
1992
Persistent link: https://www.econbiz.de/10000847670
Saved in:
8
Interpreting a monetary conditions index in economic policy
Ericsson, Neil R.
(
contributor
)
- In:
Topics in monetary policy modelling
,
(pp. 237-254)
.
1998
Persistent link: https://www.econbiz.de/10001325182
Saved in:
9
Exogeneity in the New Zealand money-income relationship
McDermott, C. John
- In:
New Zealand economic papers
24
(
1990
),
pp. 24-41
Persistent link: https://www.econbiz.de/10001104820
Saved in:
10
Dating New Zealand business cycles
Kim, Kun-hong
- In:
New Zealand economic papers
29
(
1995
)
2
,
pp. 143-171
Persistent link: https://www.econbiz.de/10001201347
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