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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
135
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
89
Lütkepohl, Helmut
73
Härdle, Wolfgang
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Koop, Gary
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Teräsvirta, Timo
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57
Maravall Herrero, Agustín
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Swanson, Norman R.
52
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51
Granger, C. W. J.
50
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50
Lucas, André
48
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46
Hallin, Marc
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Hassler, Uwe
46
Marcellino, Massimiliano
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Bauwens, Luc
44
Proietti, Tommaso
44
Perron, Pierre
42
Taylor, Robert
42
Ghysels, Eric
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Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Timmermann, Allan
38
Feng, Yuanhua
37
Kapetanios, George
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Haldrup, Niels
36
Johansen, Søren
36
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8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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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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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>
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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
Eric Cuvillier <Firma>
2
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Journal of econometrics
335
International journal of forecasting
316
Economics letters
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
171
Econometric reviews
132
Economic modelling
112
Applied economics
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
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
Computational economics
80
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
Working paper
74
CREATES research paper
71
Applied economics letters
70
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Energy economics
56
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Oxford bulletin of economics and statistics
53
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
Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
SFB 649 discussion paper
45
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
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Journal of macroeconomics
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ECONIS (ZBW)
12,412
EconStor
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ArchiDok
1
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1
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1
The process followed by PPP data : on the properties of linearity tests
Payá, Ivan
;
Peel, David
- In:
Applied economics
37
(
2005
)
21
,
pp. 2515-2522
Persistent link: https://www.econbiz.de/10003241048
Saved in:
2
The process followed by PPP data : on the properties of linearity tests
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10003059535
Saved in:
3
Higher order lags in continuous time price-adjusting oligopoly models
Schoonbeek, Lambert
-
1992
Persistent link: https://www.econbiz.de/10000842152
Saved in:
4
A modified logit model for time series with an application to the pricing behaviour of manufacturing firms in Australia
Alaouze, Chris M.
-
1993
Persistent link: https://www.econbiz.de/10000881829
Saved in:
5
Micro price adjustments and macro inflation dynamics
Lein-Rupprecht, Sarah M.
-
2009
Persistent link: https://www.econbiz.de/10003872587
Saved in:
6
Price dynamics and asymmetric business cycles under mixed state and time dependent pricing rules
Sen, Tinni
;
Conlon, John R.
- In:
The B.E. journal of macroeconomics
10
(
2010
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009577395
Saved in:
7
Optimal algorithms for online time series search and one-way trading with interrelated prices
Zhang, Wenming
;
Xu, Yinfeng
;
Zheng, Feifeng
;
Dong, Yucheng
- In:
Journal of combinatorial optimization
23
(
2012
)
2
,
pp. 159-166
Persistent link: https://www.econbiz.de/10009507966
Saved in:
8
Does rigidity of prices hide collusion?
Jiménez, Juan Luis
;
Perdiguero, Jordi
- In:
Review of industrial organization : RIO
41
(
2012
)
3
,
pp. 223-248
Persistent link: https://www.econbiz.de/10009688209
Saved in:
9
Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen
;
Blanco, Ana Solanilla
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 1-24)
.
2014
Persistent link: https://www.econbiz.de/10010359912
Saved in:
10
Using time series analysis to understand price setting
Pereira, Edgard Antonio
-
2013
Persistent link: https://www.econbiz.de/10010339380
Saved in:
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