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~subject:"Time series analysis"
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Time series analysis
Theorie
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Theory
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USA
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33,928
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Börsenkurs
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Mathematische Optimierung
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Großbritannien
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Mathematical programming
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Share price
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Economic growth
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Prognoseverfahren
16,508
Forecasting model
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United Kingdom
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Zeitreihenanalyse
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Konjunktur
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Gil-Alaña, Luis A.
168
Franses, Philip Hans
146
Caporale, Guglielmo Maria
134
Koopman, Siem Jan
131
Phillips, Peter C. B.
129
Lütkepohl, Helmut
73
Härdle, Wolfgang
71
Koop, Gary
71
Pesaran, M. Hashem
68
McAleer, Michael
65
Teräsvirta, Timo
64
Harvey, Andrew C.
61
Stock, James H.
59
Dijk, Herman K. van
58
Sibbertsen, Philipp
58
Maravall Herrero, Agustín
56
Kunst, Robert M.
55
Swanson, Norman R.
54
Granger, C. W. J.
53
Lucas, André
53
Gupta, Rangan
52
Marcellino, Massimiliano
52
Watson, Mark W.
51
Engle, Robert F.
50
Hyndman, Rob J.
50
Hassler, Uwe
49
Hallin, Marc
46
Kapetanios, George
44
Proietti, Tommaso
44
Bauwens, Luc
43
Gao, Jiti
43
Ghysels, Eric
43
Perron, Pierre
43
Dijk, Dick van
42
Taylor, Robert
42
Timmermann, Allan
42
Hendry, David F.
40
Ravazzolo, Francesco
40
Saikkonen, Pentti
40
Mills, Terence C.
39
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National Bureau of Economic Research
78
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Law
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Gottfried Wilhelm Leibniz Universität Hannover
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Strathclyde / Department of Economics
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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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 Cambridge / Department of Applied Economics
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University of Exeter / 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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Norges Bank / Utredningsavdelingen
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Universität Basel / Institut für Statistik und Ökonometrie
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Université de Montréal / Département de sciences économiques
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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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Centre for Growth and Business Cycle Research <Manchester>
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Federal Reserve Bank of New York
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Institut für Weltwirtschaft
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Organisation for Economic Co-operation and Development
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School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Otago / Commerce Division
3
University of Southampton / Department of Economics
3
Australien / Bureau of Statistics
2
Boston College / Department of Economics
2
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International journal of forecasting
348
Journal of econometrics
335
Economics letters
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
270
Journal of forecasting
233
Econometric theory
190
Discussion paper / Tinbergen Institute
185
Applied economics
138
Econometric reviews
138
Economic modelling
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
105
Working paper
98
Working paper / National Bureau of Economic Research, Inc.
89
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Applied economics letters
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Computational economics
79
CREATES research paper
78
Journal of economic dynamics & control
76
Energy economics
67
NBER Working Paper
66
Journal of macroeconomics
64
NBER working paper series
64
CESifo working papers
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Journal of empirical finance
61
Oxford bulletin of economics and statistics
61
The review of economics and statistics
61
Cowles Foundation discussion paper
57
Discussion paper / Centre for Economic Policy Research
56
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
European journal of operational research : EJOR
50
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
Finance research letters
46
SFB 649 discussion paper
46
EUI working paper / ECO
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ECONIS (ZBW)
14,069
Other ZBW resources
5
ArchiDok
2
EconStor
1
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1
Permanent-transitory confusion, ARCH models and the rationality of inflation forecasts
Rich, Robert W.
-
1988
Persistent link: https://www.econbiz.de/10000775033
Saved in:
2
Company expectations and new information : an application of Kalman filtering
Mayer, Colin
;
Mors, Matthias
-
1985
Persistent link: https://www.econbiz.de/10002440883
Saved in:
3
Measuring bubble expectactions and investor confidence
Shiller, Robert J.
- In:
Journal of psychology and financial markets : a …
1
(
2000
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10001783471
Saved in:
4
GNP forecasts : how credible are they? A sequential test of consistency and rationality
Dutt, Swarna D.
- In:
Journal of economics and finance
20
(
1996
)
2
,
pp. 63-74
Persistent link: https://www.econbiz.de/10001221336
Saved in:
5
What do private agents believe about the time series properties of GNP?
Rudin, Jeremy R.
- In:
The Canadian journal of economics
25
(
1992
)
2
,
pp. 369-391
Persistent link: https://www.econbiz.de/10001130312
Saved in:
6
Measuring bubble expectations and investor confidence
Shiller, Robert J.
-
1999
Persistent link: https://www.econbiz.de/10001375817
Saved in:
7
Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W.
(
contributor
);
Tracy, Joseph S.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
Saved in:
8
Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro
- In:
International journal of economics and finance
9
(
2017
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10011642177
Saved in:
9
Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges
;
Uctum, Remzi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
Saved in:
10
Book-to-market, dividend yield, and expected market returns : a time-series analysis
Kothari, S. P.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 169-203
Persistent link: https://www.econbiz.de/10001222165
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