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~subject:"Time series analysis"
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Time series analysis
Theorie
629,343
Theory
614,442
USA
41,817
United States
40,681
Schätzung
30,705
Estimation
29,960
Welt
25,489
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24,877
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24,105
Monetary policy
23,337
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22,907
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21,492
Portfolio-Management
19,103
Portfolio selection
18,901
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17,833
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17,627
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17,108
Mathematical programming
17,003
Zinsstruktur
14,804
Yield curve
14,586
Prognoseverfahren
14,489
Forecasting model
14,215
Wirtschaftswachstum
13,473
Zeitreihenanalyse
12,994
Economic growth
12,866
Spieltheorie
12,672
Game theory
11,949
Börsenkurs
11,334
Experiment
11,252
Share price
11,126
Volatilität
10,808
Asymmetrische Information
10,652
Volatility
10,538
Asymmetric information
10,369
Wettbewerb
10,314
EU-Staaten
10,242
Wohlfahrtsanalyse
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Welfare analysis
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Franses, Philip Hans
135
Phillips, Peter C. B.
126
Koopman, Siem Jan
122
Gil-Alaña, Luis A.
115
Caporale, Guglielmo Maria
94
Lütkepohl, Helmut
73
Härdle, Wolfgang
69
Koop, Gary
69
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Sibbertsen, Philipp
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Swanson, Norman R.
52
Kunst, Robert M.
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Engle, Robert F.
49
Lucas, André
49
Dijk, Herman K. van
47
Hassler, Uwe
47
Marcellino, Massimiliano
47
Hallin, Marc
46
Bauwens, Luc
44
Proietti, Tommaso
44
Perron, Pierre
42
Taylor, Robert
42
Ghysels, Eric
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Timmermann, Allan
38
Dijk, Dick van
37
Feng, Yuanhua
37
Kapetanios, George
37
Ravazzolo, Francesco
37
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National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
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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
5
University of Strathclyde / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
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
Eric Cuvillier <Firma>
2
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Journal of econometrics
337
International journal of forecasting
319
Economics letters
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
173
Econometric reviews
133
Economic modelling
115
Applied economics
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
90
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Working paper
75
Applied economics letters
73
CREATES research paper
73
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Journal of empirical finance
57
NBER Working Paper
57
Energy economics
56
Working paper / National Bureau of Economic Research, Inc.
56
Cowles Foundation discussion paper
55
NBER working paper series
54
Oxford bulletin of economics and statistics
53
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
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
45
Discussion paper / Center for Economic Research, Tilburg University
42
Econometrics : open access journal
42
Journal of macroeconomics
41
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ECONIS (ZBW)
12,613
EconStor
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1
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1
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
2
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
3
Quantitative corporate finance
Guerard, John Baynard
;
Saxena, Anureet
;
Gültekin, …
-
2021
-
Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets:
Theory
of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303
Saved in:
4
Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt
Brannolte, Cord
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001714163
Saved in:
5
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
6
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
7
Business cycles and interest rate spread in the US, Europe and Japan : a stochastic approach
Fayolle, Jacky
;
Mathis, Alexandre
-
1994
Persistent link: https://www.econbiz.de/10000894343
Saved in:
8
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David
;
Zin, Stanley E.
-
1993
Persistent link: https://www.econbiz.de/10000857487
Saved in:
9
Factor analysis of predictive curves, with applications to the term structure of interest rates
Bowden, Roger J.
;
Lim, Guay C.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000881564
Saved in:
10
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
-
1974
Persistent link: https://www.econbiz.de/10000646437
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