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Time series analysis
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Franses, Philip Hans
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88
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72
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58
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57
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52
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47
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Mills, Terence C.
39
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39
Saikkonen, Pentti
39
Stock, James H.
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Timmermann, Allan
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37
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37
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36
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
2
Econometric Society
2
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Journal of econometrics
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International journal of forecasting
316
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
223
Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Computational economics
80
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
74
CREATES research paper
71
Applied economics letters
70
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Energy economics
56
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
NBER working paper series
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
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European journal of operational research : EJOR
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The econometrics journal
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Finance research letters
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Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
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EUI working paper / ECO
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Econometrics : open access journal
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ECONIS (ZBW)
12,377
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1
Multivariate time series analysis of traffic
congestion
measures in urban areas as they relate to socioeconomic indicators
Dadashova, Bahar
;
Li, Xiao
;
Turner, Shawn
;
Koeneman, Pete
- In:
Socio-economic planning sciences : the international …
75
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012533662
Saved in:
2
Big data in transportation : an economics perspective
Selod, Harris
;
Soumahoro, Souleymane
-
2020
-at-home orders during the Covid-19 pandemic on traffic
congestion
in Bogota, New Dehli, New York, and Paris. In light of the advances …
Persistent link: https://www.econbiz.de/10012257276
Saved in:
3
The value of collective reputation for environmentally friendly production methods : the case of Val di Gresta
Scarpa, Riccardo
(
contributor
);
Thiene, Mara
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003572566
Saved in:
4
The value of collective reputation for environmentally-friendly production methods : the case of Val di Gresta
Scarpa, Riccardo
;
Thiene, Mara
;
Marangon, Francesco
- In:
Journal of agricultural & food industrial organization
5
(
2007
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009509971
Saved in:
5
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio
-
2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
Saved in:
6
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000882121
Saved in:
7
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
8
A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf
-
1993
Persistent link: https://www.econbiz.de/10000883045
Saved in:
9
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
10
Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000883935
Saved in:
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