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~subject:"Time series analysis"
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Time series analysis
Theorie
626,061
Theory
611,158
USA
44,713
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43,503
Volatility
40,945
Volatilität
40,677
Schätzung
36,653
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29,180
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14,635
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Capital income
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Spieltheorie
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Game theory
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Stochastischer Prozess
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11,658
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Franses, Philip Hans
139
Gil-Alaña, Luis A.
138
Koopman, Siem Jan
135
Phillips, Peter C. B.
129
Caporale, Guglielmo Maria
128
McAleer, Michael
88
Härdle, Wolfgang
79
Teräsvirta, Timo
75
Koop, Gary
73
Lütkepohl, Helmut
72
Pesaran, M. Hashem
68
Sibbertsen, Philipp
64
Harvey, Andrew C.
58
Lucas, André
56
Maravall Herrero, Agustín
56
Swanson, Norman R.
54
Engle, Robert F.
51
Taylor, Robert
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Hallin, Marc
48
Marcellino, Massimiliano
48
Stock, James H.
48
Dijk, Herman K. van
47
Hassler, Uwe
47
Gupta, Rangan
46
Lux, Thomas
45
Bauwens, Luc
44
Dijk, Dick van
43
Gao, Jiti
43
Ghysels, Eric
43
Proietti, Tommaso
43
Perron, Pierre
42
Watson, Mark W.
41
Feng, Yuanhua
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
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National Bureau of Economic Research
71
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Strathclyde / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
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London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Growth and Business Cycle Research <Manchester>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
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 Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
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
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Journal of econometrics
389
International journal of forecasting
333
Economics letters
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
266
Journal of forecasting
235
Discussion paper / Tinbergen Institute
206
Econometric theory
197
Econometric reviews
149
Economic modelling
144
Applied economics
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
115
Energy economics
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Journal of applied econometrics
94
CREATES research paper
88
Working paper
88
Working paper / Department of Econometrics and Business Statistics, Monash University
84
Applied economics letters
83
Computational economics
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Journal of empirical finance
76
Journal of economic dynamics & control
75
Finance research letters
68
NBER Working Paper
61
Working paper / National Bureau of Economic Research, Inc.
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
CESifo working papers
59
NBER working paper series
58
Cowles Foundation discussion paper
57
Oxford bulletin of economics and statistics
55
The econometrics journal
55
Econometrics : open access journal
52
SFB 649 discussion paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Discussion papers of interdisciplinary research project 373
48
European journal of operational research : EJOR
48
International review of economics & finance : IREF
47
The North American journal of economics and finance : a journal of financial economics studies
46
International review of financial analysis
45
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ECONIS (ZBW)
14,226
RePEc
2
EconStor
1
ArchiDok
1
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1
Fractional integration and asymmetric
volatility
in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
2
Sign- and
volatility
-switching ARCH models :
theory
and applications to international stock markets
Fornari, Fabio
-
1995
Persistent link: https://www.econbiz.de/10013452468
Saved in:
3
Hysteresis und Cointegration : empirische Evidenz der Hysteresis-Hypothese anhand von ML-Schätzungen eines Partialsystems
Hauschulz, Wolfgang
-
1991
Persistent link: https://www.econbiz.de/10000809085
Saved in:
4
Die Persistenz der Arbeitslosigkeit : eine theoretische und empirische Analyse
Hansen, Gerd
- In:
Neuere Entwicklungen in der angewandten Ökonometrie : …
,
(pp. 126-154)
.
1990
Persistent link: https://www.econbiz.de/10001310002
Saved in:
5
Testing the persistence and structuralist theories of uemployment
Coakley, Jerry
;
Fuertes, Ana María
;
Gylfi Zoega
-
1999
Persistent link: https://www.econbiz.de/10001451908
Saved in:
6
Die Hysteresis-Hypothese und der Arbeitsmarkt der Bundesrepublik Deutschland : eine Analyse anhand des Cointegrationsansatzes
Hauschulz, Wolfgang
-
1991
Persistent link: https://www.econbiz.de/10013381475
Saved in:
7
Essays in applied econometrics
Hassett, Kevin A.
-
1989
Persistent link: https://www.econbiz.de/10000832497
Saved in:
8
A theoretical and empirical analysis of labor market structures : time-series evidence from OECD countries
Knetsch, Thomas A.
-
2002
Persistent link: https://www.econbiz.de/10001659868
Saved in:
9
The cyclical and secular behaviour of the labour input : comparing efficiency units and hours worked
Hansen, Gary D.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001139580
Saved in:
10
Dynamische Modelle für die Paneldatenanalyse
Breitung, Jörg
-
1992
Persistent link: https://www.econbiz.de/10000852414
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