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Time series analysis
Schätztheorie
35,717
Estimation theory
35,092
Theorie
14,267
Theory
13,800
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7,290
Estimation
7,160
Correlation
6,889
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6,760
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2,257
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Börsenkurs
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Phillips, Peter C. B.
98
Koopman, Siem Jan
84
Gao, Jiti
76
Johansen, Søren
48
Teräsvirta, Timo
44
Franses, Philip Hans
43
Lütkepohl, Helmut
42
Kapetanios, George
38
Lucas, André
38
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
38
Harvey, Andrew C.
35
Koop, Gary
32
Linton, Oliver
31
Swanson, Norman R.
31
McAleer, Michael
30
Perron, Pierre
30
Taylor, Robert
30
Robinson, Peter M.
29
Sibbertsen, Philipp
29
Nielsen, Bent
27
Blasques, Francisco
26
Dijk, Herman K. van
26
Engle, Robert F.
26
Leybourne, Stephen James
26
Li, Degui
26
Nelson, Daniel B.
26
Hassler, Uwe
25
Peng, Bin
25
Stock, James H.
25
Watson, Mark W.
25
Caporale, Guglielmo Maria
24
Maravall Herrero, Agustín
24
Chambers, Marcus J.
23
Gouriéroux, Christian
23
Haldrup, Niels
23
Hendry, David F.
23
Brännäs, Kurt
22
Proietti, Tommaso
22
Bauwens, Luc
21
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National Bureau of Economic Research
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15
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12
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
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4
State University of New York at Albany / Department of Economics
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University of Exeter / Department of Economics
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European University Institute / Department of Law
3
London School of Economics and Political Science
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University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Københavns Universitet / Økonomisk Institut
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Universitetet i Oslo / Økonomisk institutt
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University of Chicago / Graduate School of Business
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University of Warwick / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
1
Amsterdams Instituut voor ArbeidsStudies
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Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Columbia University / Department of Economics
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
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Journal of econometrics
340
Econometric theory
163
Economics letters
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Discussion paper / Tinbergen Institute
137
Econometric reviews
100
International journal of forecasting
78
Working paper / Department of Econometrics and Business Statistics, Monash University
72
CREATES research paper
68
Journal of forecasting
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Applied economics letters
56
Econometrics : open access journal
52
Economic modelling
49
Applied economics
45
Computational economics
43
Cowles Foundation discussion paper
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of time series econometrics
42
The econometrics journal
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
NBER Working Paper
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of applied econometrics
38
Journal of the American Statistical Association : JASA
38
Working paper
34
Journal of empirical finance
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
EUI working paper / ECO
30
SFB 649 discussion paper
29
NBER working paper series
27
Oxford bulletin of economics and statistics
27
Working paper series
26
Discussion paper / Centre for Economic Forecasting
24
LSE STICERD Research Paper
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Umeå economic studies
23
Discussion paper / Center for Economic Research, Tilburg University
22
Journal of risk and financial management : JRFM
22
Technical working paper / National Bureau of Economic Research
22
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ECONIS (ZBW)
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EconStor
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The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
Saved in:
2
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
3
Forecasting commodity prices returns : the role of partial least squares approach
Wen, Chufu
;
Zhu, Haoyang
;
Dai, Zhifeng
- In:
Energy economics
125
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014478814
Saved in:
4
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
5
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
6
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
7
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious
correlation
Agiakloglou, Christos N.
;
Bera, Anil K.
;
Deligiannakis, …
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 535-552
Persistent link: https://www.econbiz.de/10013442210
Saved in:
8
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
Saved in:
9
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve
;
Stamatogiannis, Michalis P.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
Saved in:
10
Fractional integration and cointegration in financial time series
Stakėnas, Paulius
-
2013
Persistent link: https://www.econbiz.de/10009713163
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