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~subject:"Time series analysis"
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Time series analysis
Theorie
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40,868
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29,304
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Franses, Philip Hans
135
Phillips, Peter C. B.
133
Koopman, Siem Jan
117
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
Harvey, Andrew C.
62
Teräsvirta, Timo
61
McAleer, Michael
60
Sibbertsen, Philipp
57
Maravall Herrero, Agustín
56
Dijk, Herman K. van
53
Swanson, Norman R.
53
Hyndman, Rob J.
52
Lucas, André
51
Granger, C. W. J.
50
Kunst, Robert M.
50
Gao, Jiti
48
Hallin, Marc
47
Engle, Robert F.
46
Hassler, Uwe
46
Marcellino, Massimiliano
46
Perron, Pierre
45
Proietti, Tommaso
44
Bauwens, Luc
43
Ravazzolo, Francesco
42
Saikkonen, Pentti
42
Taylor, Robert
42
Ghysels, Eric
41
Hendry, David F.
39
Kapetanios, George
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Timmermann, Allan
38
Dijk, Dick van
37
Feng, Yuanhua
37
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National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
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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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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Strathclyde / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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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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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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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>
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 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
355
International journal of forecasting
320
Economics letters
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Journal of forecasting
229
Econometric theory
198
Discussion paper / Tinbergen Institute
180
Econometric reviews
135
Economic modelling
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Applied economics
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Journal of applied econometrics
92
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Computational economics
78
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
74
Applied economics letters
72
CREATES research paper
71
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Cowles Foundation discussion paper
58
Energy economics
57
NBER Working Paper
57
Journal of empirical finance
55
Oxford bulletin of economics and statistics
55
Working paper / National Bureau of Economic Research, Inc.
55
NBER working paper series
54
The econometrics journal
52
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
SFB 649 discussion paper
47
Econometrics : open access journal
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
44
Discussion paper / Center for Economic Research, Tilburg University
43
Finance research letters
42
Journal of macroeconomics
41
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ECONIS (ZBW)
12,637
EconStor
1
ArchiDok
1
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1
Do credit rating agencies reward fiscal prudence?
Jalles, João Tovar
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 2-22
Persistent link: https://www.econbiz.de/10013183814
Saved in:
2
Causality in structural vector autoregressions : science or sorcery?
Ghanem, Dalia
;
Smith, Aaron D.
- In:
American journal of agricultural economics
104
(
2022
)
3
,
pp. 881-904
Persistent link: https://www.econbiz.de/10013193363
Saved in:
3
Global total least squares : a method for the construction of open approximate models from vector time series
Roorda, Berend
-
1995
Persistent link: https://www.econbiz.de/10000534105
Saved in:
4
GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003732589
Saved in:
5
Properties of recursive trend-adjusted unit root tests
Rodriguez, Paulo M. M.
- In:
Economics letters
91
(
2006
)
3
,
pp. 413-419
Persistent link: https://www.econbiz.de/10003333696
Saved in:
6
Estimation of nonlinear error correction models
Seo, Myung Hwan
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428320
Saved in:
7
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
8
Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi
-
2006
Persistent link: https://www.econbiz.de/10003380112
Saved in:
9
Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
;
Girdėnas, Šarūnas
;
Liu, Keqing
- In:
Economics letters
130
(
2015
),
pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
Saved in:
10
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
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