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Time series analysis
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Franses, Philip Hans
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
94
McAleer, Michael
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Pesaran, M. Hashem
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Teräsvirta, Timo
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Marcellino, Massimiliano
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Swanson, Norman R.
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Gao, Jiti
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53
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Granger, C. W. J.
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Hallin, Marc
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Stock, James H.
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Timmermann, Allan
48
Engle, Robert F.
47
Ghysels, Eric
46
Hassler, Uwe
46
Lux, Thomas
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Taylor, Robert
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Dijk, Dick van
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Perron, Pierre
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Saikkonen, Pentti
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Christian-Albrechts-Universität zu Kiel
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Institut für Weltwirtschaft
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University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
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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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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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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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Boston College / Department of Economics
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Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
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International journal of forecasting
497
Journal of econometrics
392
Journal of forecasting
303
Economics letters
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
276
Discussion paper / Tinbergen Institute
209
Econometric theory
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Econometric reviews
149
Economic modelling
148
Applied economics
135
Working paper / Department of Econometrics and Business Statistics, Monash University
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
121
Working paper
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
111
Energy economics
103
Journal of applied econometrics
100
Computational economics
91
CREATES research paper
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Applied economics letters
87
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Journal of economic dynamics & control
72
Journal of empirical finance
70
NBER Working Paper
64
NBER working paper series
64
CESifo working papers
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Finance research letters
61
Cowles Foundation discussion paper
60
Working paper / National Bureau of Economic Research, Inc.
60
Oxford bulletin of economics and statistics
59
European journal of operational research : EJOR
58
The econometrics journal
57
Econometrics : open access journal
55
CAMA working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
SFB 649 discussion paper
50
Discussion papers of interdisciplinary research project 373
48
Discussion paper / Centre for Economic Policy Research
47
Journal of macroeconomics
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ECONIS (ZBW)
15,583
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1
On the forecasting of economic time series : structural versus data-based approaches
Wang, Mu-Chun
-
2009
-
1. ed.
Persistent link: https://www.econbiz.de/10003868101
Saved in:
2
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
3
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
4
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
5
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
6
Forecasting Peruvian macroeconomic variables with Bayesian Vector autorregressions with time-varying in the mean
Pérez Forero, Fernando
-
2021
Persistent link: https://www.econbiz.de/10012543349
Saved in:
7
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
8
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
Saved in:
9
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
10
Robust control charts for time series data
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2010
Persistent link: https://www.econbiz.de/10008664194
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