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~subject:"Time series analysis"
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Time series analysis
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40,925
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Asymmetrische Information
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Franses, Philip Hans
135
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125
Koopman, Siem Jan
117
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
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64
Teräsvirta, Timo
61
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58
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Swanson, Norman R.
52
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
46
Hassler, Uwe
46
Marcellino, Massimiliano
45
Bauwens, Luc
44
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
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
Feng, Yuanhua
37
Kapetanios, George
37
Johansen, Søren
36
Lux, Thomas
36
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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31
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11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Law
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London School of Economics and Political Science
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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University of Southampton / Department of Economics
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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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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
326
International journal of forecasting
316
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
171
Econometric reviews
132
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
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
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
77
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
70
Applied economics letters
69
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
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
48
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
The review of economics and statistics
41
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ECONIS (ZBW)
12,361
EconStor
1
ArchiDok
1
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1
Type of management and subsidy-induced allocative distortions in urban transit firms : a time series approach
Obeng, Kofi
- In:
Journal of transport economics and policy
31
(
1997
)
2
,
pp. 193-209
Persistent link: https://www.econbiz.de/10001219682
Saved in:
2
Predictive power of ARIMA models in forecasting
equity
returns : a sliding window method
Dong, Huijian
;
Guo, Xiaomin
;
Reichgelt, Han
;
Hu, Ruizhi
- In:
The journal of asset management
21
(
2020
)
6
,
pp. 549-566
Persistent link: https://www.econbiz.de/10012298733
Saved in:
3
What determines bilateral aid allocations? : evidence from time series data
Feeny, Simon
;
McGillivray, Mark
- In:
Review of development economics
12
(
2008
)
3
,
pp. 515-529
Persistent link: https://www.econbiz.de/10003753181
Saved in:
4
Factor endowments and production in European Regions
Redding, Stephen
;
Vera-Martin, Mercedes
- In:
Review of world economics
142
(
2006
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003319475
Saved in:
5
Resource misallocation in Australia's mental health sector under Medicare : evidence from time-series data
Doessel, Darrel P.
;
Williams, Ruth F. G.
- In:
Economic papers : a journal of applied economics and policy
30
(
2011
)
2
,
pp. 253-264
Persistent link: https://www.econbiz.de/10009157926
Saved in:
6
Factor endowments and production in European regions
Redding, Stephen
;
Vera-Martin, Mercedes
-
2001
Persistent link: https://www.econbiz.de/10001594599
Saved in:
7
Factor endowments and production in European regions
Redding, Stephen
;
Vera-Martin, Mercedes
-
2003
Persistent link: https://www.econbiz.de/10001739945
Saved in:
8
The effectiveness of International Financial Reporting Standards adoption on cost of
equity
capital : a Vector Error Correction Model
Al-Shiab, Mohammad Salam
- In:
International journal of business
13
(
2008
)
3
,
pp. 271-298
Persistent link: https://www.econbiz.de/10003755625
Saved in:
9
What drives the time-series and cross-sectional variations in bank capital ratios? : evidence from Japan
Chen, Sichong
- In:
Pacific economic review
15
(
2010
)
5
,
pp. 743-755
Persistent link: https://www.econbiz.de/10008798308
Saved in:
10
Using long-term tendencies of ROE in
equity
valuation : analysis and investment strategies for the European market
Arx, Lukas von
-
2014
Persistent link: https://www.econbiz.de/10010530253
Saved in:
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