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~subject:"Time series analysis"
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Time series analysis
Theorie
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Zeitreihenanalyse
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Börsenkurs
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Share price
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Market entry
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Swanson, Norman R.
52
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
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
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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 Cambridge / Department of Applied Economics
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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
3
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>
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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
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Université de Montréal / Département de sciences économiques
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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>
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
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
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
Applied economics letters
70
CREATES research paper
70
Journal of economic dynamics & control
66
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
41
Finance research letters
40
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ECONIS (ZBW)
12,319
EconStor
1
ArchiDok
1
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1
Modeling market shake-ups using time series data : an application to the advertising market of the Netherlands
Kornelis, Marcel
-
2002
Persistent link: https://www.econbiz.de/10001697832
Saved in:
2
Accounting journal entries as a long-term multivariate time series : forecasting wholesale warehouse output
Zupan, Mario
- In:
Intelligent systems in accounting, finance & management
31
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014530795
Saved in:
3
Estimating asymmetric information equilibrium labor market models from aggregate time series data
Lin, Kenneth Shang-kai
-
1987
Persistent link: https://www.econbiz.de/10000726440
Saved in:
4
Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks
Snell, Andy
;
Tonks, Ian
-
1996
Persistent link: https://www.econbiz.de/10000621793
Saved in:
5
The endogenous Kalman Filter
Baxter, Brad
(
contributor
);
Graham, Liam
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003576397
Saved in:
6
Autoregressive conditional duration models in finance : a survey of the theoretical and empirical literature
Pacurar, Maria
- In:
Journal of economic surveys
22
(
2008
)
4
,
pp. 711-751
Persistent link: https://www.econbiz.de/10003748679
Saved in:
7
Incomplete and asymmetric information in asset pricing
theory
Back, Kerry E.
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 1-25)
.
2004
Persistent link: https://www.econbiz.de/10002526402
Saved in:
8
Time series of commodity futures prices
Black, Jane M.
;
Tonks, Ian
-
1999
Persistent link: https://www.econbiz.de/10001435084
Saved in:
9
The information content of dividends : an application of the Kalman filter
Marseguerra, Giovanni
- In:
Rivista internazionale di scienze economiche e …
44
(
1997
)
4
,
pp. 725-751
Persistent link: https://www.econbiz.de/10001234101
Saved in:
10
Learning and asymmetric business cycles
Chalkley, Martin
- In:
Review of economic dynamics
1
(
1998
)
3
,
pp. 623-645
Persistent link: https://www.econbiz.de/10001245250
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