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Time series analysis
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Franses, Philip Hans
135
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115
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88
Lütkepohl, Helmut
72
Härdle, Wolfgang
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Koop, Gary
68
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64
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61
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58
Maravall Herrero, Agustín
56
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52
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50
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50
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Dijk, Herman K. van
47
Lucas, André
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Hallin, Marc
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Taylor, Robert
42
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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
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37
Timmermann, Allan
37
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36
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36
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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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>
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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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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>
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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
237
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
132
Economic modelling
112
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
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
76
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
73
CREATES research paper
70
Applied economics letters
69
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
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
53
Journal of empirical finance
52
NBER working paper series
52
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
The review of economics and statistics
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Finance research letters
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ECONIS (ZBW)
12,311
EconStor
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1
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1
Bioeconomic diversity dynamics of a marine ecosystem
Valle, Ikerne del
;
Astorkiza, Kepa
- In:
Applied economics
51
(
2019
)
14
,
pp. 1495-1513
Persistent link: https://www.econbiz.de/10012196557
Saved in:
2
Modelling our Changing World
Castle, Jennifer
;
Hendry, David F.
-
2019
-
1st ed. 2019
? -- Chapter 4: Making Trends and Breaks Work for us -- Chapter 5: Indicator Saturation Methods -- Chapter 6: Combining
Theory
and …
Persistent link: https://www.econbiz.de/10012398751
Saved in:
3
Causality between environmental degradation and macro economic variables in India : a time series analysis
Illiyan, Asheref
;
Akram, Vasim
- In:
The Indian journal of economics
100
(
2019
)
396
,
pp. 107-119
Persistent link: https://www.econbiz.de/10012586614
Saved in:
4
Economic crises and emission of pollutants : a historical review of select economies amid two economic recessions
Stavytskyy, Andriy
;
Giedraitis, Vincentas
;
Sakalauskas, …
- In:
Mokslo darbai / Ekonomika
95
(
2016
)
1
,
pp. 7-21
Persistent link: https://www.econbiz.de/10011649984
Saved in:
5
Multivariate analysis of a time series EU ETS : methods and applications in carbon finance
Boutti, Rachid
;
El Amri, Adil
;
Rodhain, Florence
- In:
Financial markets, institutions and risks : FMIR
3
(
2019
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10012034018
Saved in:
6
Forecasting crime data : an econometric analysis
Fox, James Alan
-
1978
Persistent link: https://www.econbiz.de/10000001796
Saved in:
7
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio
-
2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
Saved in:
8
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000882121
Saved in:
9
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
10
A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf
-
1993
Persistent link: https://www.econbiz.de/10000883045
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