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Time series analysis
Autokorrelation
2,732
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2,727
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1,139
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964
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895
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433
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312
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312
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Phillips, Peter C. B.
30
Teräsvirta, Timo
22
Koopman, Siem Jan
14
Lanne, Markku
12
Blasques, Francisco
11
Medeiros, Marcelo C.
11
Lucas, André
10
Saikkonen, Pentti
10
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9
Lieberman, Offer
9
Sun, Yixiao
9
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8
Luoto, Jani
8
Magdalinos, Tassos
8
Rahbek, Anders
8
Talmain, Gabriel
8
Dijk, Dick van
7
Dufour, Jean-Marie
7
Gao, Jiti
7
Pesaran, M. Hashem
7
Pitarakis, Jean-Yves
7
Abadir, Karim Maher
6
Gupta, Rangan
6
He, Changli
6
Hong, Yongmiao
6
Kang, Jian
6
Krolzig, Hans-Martin
6
Leybourne, Stephen James
6
Psaradakis, Zacharias G.
6
Ravazzolo, Francesco
6
Taylor, Robert
6
Timmermann, Allan
6
Bec, Frédérique
5
Bohn Nielsen, Heino
5
Cavaliere, Giuseppe
5
Clements, Michael P.
5
Cubadda, Gianluca
5
Dijk, Herman K. van
5
Dueker, Michael
5
Giovanis, Eleftherios
5
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Ekonomiska forskningsinstitutet <Stockholm>
5
London School of Economics and Political Science
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Centre for Analytical Finance <Århus>
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Law
1
Institut für Wirtschaftswissenschaften <Wien>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Queen Mary College / Department of Economics
1
The Wharton Financial Institutions Center
1
University of Reading / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
48
Economics letters
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Econometric reviews
22
Discussion paper / Tinbergen Institute
20
International journal of forecasting
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Applied economics letters
15
Econometric theory
15
Economic modelling
15
Energy economics
15
Applied economics
13
Journal of forecasting
13
Cowles Foundation discussion paper
12
CREATES research paper
9
The econometrics journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The empirical economics letters : a monthly international journal of economics
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
CESifo working papers
7
International journal of economics and financial issues : IJEFI
7
Journal of applied econometrics
7
Cowles Foundation Discussion Paper
6
Journal of empirical finance
6
Journal of quantitative economics
6
Journal of risk and financial management : JRFM
6
SSE EFI working paper series in economics and finance
6
Working paper
6
Cambridge working papers in economics
5
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Econometrics : open access journal
5
Essays in honor of Joon Y. Park : econometric theory
5
Quantitative finance
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Discussion papers in economics
4
Econometric Institute research papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Finance research letters
4
International Journal of Energy Economics and Policy : IJEEP
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
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ECONIS (ZBW)
956
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1
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
Saved in:
2
Unit root vector
autoregression
with volatility induced stationarity
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of empirical finance
29
(
2014
),
pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
Saved in:
3
Persistency of Turkish export shocks : a quantile
autoregression
(QAR) approach
Berument, Hakan
;
Dinçer, Nazire Nergiz
;
Yasar, Pinar
- In:
Empirica : journal of european economics
43
(
2016
)
3
,
pp. 445-460
Persistent link: https://www.econbiz.de/10011532553
Saved in:
4
Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
- In:
Economic change and restructuring : empirical and …
47
(
2014
)
2
,
pp. 117-133
Persistent link: https://www.econbiz.de/10010408390
Saved in:
5
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
Saved in:
6
Bayesian estimation and unit root test for logistic smooth transition autoregressive process
Chaturvedi, Anoop
;
Jaiswal, Shivam
- In:
Journal of quantitative economics
18
(
2020
)
4
,
pp. 733-745
Persistent link: https://www.econbiz.de/10012418877
Saved in:
7
Structural changr and efficiency in the Indian stock market : an econometric analysis
Chattopadhyay, Arup Kumar
;
Rakshit, Debdas
;
Chatterjee, …
- In:
Research bulletin / The Institute of Cost Accountants …
44
(
2018
)
2
,
pp. 81-94
Persistent link: https://www.econbiz.de/10012130188
Saved in:
8
A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan
;
Chen, Zhenlong
- In:
Economics letters
146
(
2016
),
pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
Saved in:
9
Threshold effects and unit roots of real commodity prices since the mid-nineteenth century
Clavijo-Cortes, Pedro
;
Campo, Jacobo
;
Mendoza Tolosa, …
- In:
Economics and Business Letters : EBL
9
(
2020
)
4
,
pp. 342-349
Persistent link: https://www.econbiz.de/10012424195
Saved in:
10
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
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