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~subject:"Time series analysis"
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Time series analysis
Correlation
6,955
Korrelation
6,814
Structural break
3,713
Strukturbruch
3,696
Theorie
3,649
Theory
3,530
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2,460
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2,387
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1,842
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1,553
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1,549
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1,353
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1,335
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1,241
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1,221
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1,198
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1,192
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1,180
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1,158
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1,153
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1,127
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1,112
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1,109
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1,069
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1,045
correlation
1,045
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1,017
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1,006
Cointegration
906
Kointegration
871
Welt
790
Prognoseverfahren
779
World
769
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758
Unit root test
654
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653
CAPM
521
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498
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Gil-Alaña, Luis A.
49
Caporale, Guglielmo Maria
41
Pesaran, M. Hashem
38
Sibbertsen, Philipp
25
Kapetanios, George
23
Perron, Pierre
23
Timmermann, Allan
22
Hendry, David F.
21
Bauwens, Luc
19
Leybourne, Stephen James
19
Harvey, David I.
18
Koopman, Siem Jan
18
Chang, Tsangyao
17
Teräsvirta, Timo
17
Taylor, Robert
16
Bailey, Natalia
13
Dijk, Dick van
13
Kruse, Robinson
13
Lucas, André
13
Castle, Jennifer
12
Gil-Alana, Luis A.
12
Hassler, Uwe
11
Omay, Tolga
11
Patton, Andrew J.
10
Pick, Andreas
10
Tiwari, Aviral Kumar
10
Gupta, Rangan
9
Kejriwal, Mohitosh
9
Kočenda, Evžen
9
Narayan, Paresh Kumar
9
Newbold, Paul
9
Ranjbar, Omid
9
Urga, Giovanni
9
Chan, Joshua
8
Kleiber, Christian
8
Koop, Gary
8
Lee, Chien-chiang
8
Mills, Terence C.
8
Nielsen, Bent
8
Silvennoinen, Annastiina
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National Bureau of Economic Research
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Econometrisch Instituut <Rotterdam>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
University of Cambridge / Department of Applied Economics
3
Loughborough University / Department of Economics
2
Center for Economic Research <Tilburg>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
Forschungsinstitut zur Zukunft der Arbeit
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Nationalekonomiska Institutionen <Lund>
1
Trinity College
1
Universitetet i Oslo / Økonomisk institutt
1
University of Cambridge / Faculty of Economics
1
University of Chicago / Center for Research in Security Prices
1
University of Southampton / Department of Economics
1
University of Strathclyde / Department of Economics
1
University of Warwick / Department of Economics
1
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Journal of econometrics
57
Applied economics
50
Economics letters
48
Economic modelling
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Discussion paper / Tinbergen Institute
31
Applied economics letters
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Energy economics
22
CESifo working papers
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
CREATES research paper
18
International review of economics & finance : IREF
18
Econometric reviews
16
International journal of forecasting
16
Journal of forecasting
16
Working paper
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Econometrics : open access journal
13
Journal of empirical finance
13
Econometric theory
12
Journal of applied econometrics
12
Finance research letters
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Cambridge working papers in economics
10
Journal of time series econometrics
10
CAMA working paper series
9
Department of Economics discussion paper series / University of Oxford
9
The econometrics journal
9
Economics and finance working paper series
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of economic dynamics & control
8
Journal of economics and finance
8
Journal of financial econometrics
8
Oxford bulletin of economics and statistics
8
International review of financial analysis
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
NBER working paper series
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ECONIS (ZBW)
1,795
EconStor
1
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1
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
2
The euro introduction and non-euro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
-
2006
the framework of dynamic conditional
correlation
(DCC) models, we find that such breaks occurred both at the time the …
Persistent link: https://www.econbiz.de/10011343243
Saved in:
3
Investigating dynamic conditional
correlation
between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks
Block, Alexander Souza
;
Righi, Marcelo Brutti
; …
- In:
Energy economics
49
(
2015
),
pp. 23-32
Persistent link: https://www.econbiz.de/10011536627
Saved in:
4
Modelling non-linear comovements between time series
Kyrtsou, Catherine
;
Vorlow, Costas
- In:
Journal of macroeconomics
31
(
2009
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10003840508
Saved in:
5
Modelling non-linear comovements between time series: comment
Mizrach, Bruce Marshall
- In:
Journal of macroeconomics
31
(
2009
)
1
,
pp. 212-215
Persistent link: https://www.econbiz.de/10003840510
Saved in:
6
Simple, robust and powerful tests of the breaking trend hypothesis
Harvey, David I.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003389563
Saved in:
7
The nominal facts and the October 1979 policy change
Gavin, William T.
;
Kydland, Finn E.
- In:
Review / Federal Reserve Bank of St. Louis
82
(
2000
)
6
,
pp. 39-61
Persistent link: https://www.econbiz.de/10001538412
Saved in:
8
Nominal facts and the October 1979 policy change
Gavin, William T.
;
Kydland, Finn E.
-
2000
Persistent link: https://www.econbiz.de/10001591336
Saved in:
9
Breaks, trends and correlations in commodity prices in the very long-run
Awaworyi Churchill, Sefa
;
Inekwe, John Nkwoma
; …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203009
Saved in:
10
A self-normalization test for
correlation
change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
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