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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
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88
Lütkepohl, Helmut
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Perron, Pierre
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Gao, Jiti
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Mills, Terence C.
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Robinson, Peter M.
39
Saikkonen, Pentti
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Stock, James H.
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Feng, Yuanhua
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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Erasmus Research Institute of Management
2
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Journal of econometrics
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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
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
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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
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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
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CREATES research paper
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Applied economics letters
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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
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CESifo working papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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European journal of operational research : EJOR
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The econometrics journal
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Discussion papers of interdisciplinary research project 373
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SFB 649 discussion paper
45
EUI working paper / ECO
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Econometrics : open access journal
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Discussion paper / Center for Economic Research, Tilburg University
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The review of economics and statistics
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ECONIS (ZBW)
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EconStor
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ArchiDok
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131
Initializing the Kalman filter with incompletely specified initial conditions
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000865466
Saved in:
132
Forecasting unstable and non-stationary time series
Grillenzoni, Carlo
-
1993
Persistent link: https://www.econbiz.de/10000865473
Saved in:
133
Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C.
-
1992
-
Reprinted
Persistent link: https://www.econbiz.de/10000865533
Saved in:
134
Empirical analysis of time series : illustrations with simulated data
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000865545
Saved in:
135
Multilinear models for nonlinear time series
Grillenzoni, Carlo
-
1993
Persistent link: https://www.econbiz.de/10000865547
Saved in:
136
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
;
Haldrup, Niels
-
1993
Persistent link: https://www.econbiz.de/10000865567
Saved in:
137
Use and misuse of unobserved components in economic forecasting
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000865572
Saved in:
138
Seasonal analysis of economic time series
Carlin, John B.
-
1987
Persistent link: https://www.econbiz.de/10000865627
Saved in:
139
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
140
Two Monte Carlo studies on the estimation of panel data econometrics
Chang, Young-jae
-
1991
Persistent link: https://www.econbiz.de/10000866887
Saved in:
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