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Time series analysis
Arbeitsmarkt
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Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Koopman, Siem Jan
216
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
118
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116
Pesaran, M. Hashem
109
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105
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102
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100
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97
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91
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89
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88
Stock, James H.
86
Härdle, Wolfgang
85
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82
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
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63
Ravazzolo, Francesco
63
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Econometrisch Instituut <Rotterdam>
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Centre for Quantitative Economics & Computing
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Centre for Analytical Finance <Århus>
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London School of Economics and Political Science
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Australien / Bureau of Statistics
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Organisation for Economic Co-operation and Development
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Journal of econometrics
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International journal of forecasting
572
Economics letters
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics letters
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Econometric reviews
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
195
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NBER Working Paper
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CREATES research paper
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
Computational economics
135
CESifo working papers
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Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
110
Econometrics : open access journal
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Journal of empirical finance
107
Cowles Foundation discussion paper
106
Finance research letters
103
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
85
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
28,452
RePEc
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Other ZBW resources
66
EconStor
12
BASE
7
ArchiDok
5
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1
Unemployment,
employment
, and labor force, 1947-61 : original and seasonally adjusted data
United States / Bureau of Labor Statistics
-
1962
Persistent link: https://www.econbiz.de/10001786533
Saved in:
2
Blacking out
Lengwiler, Yvan
-
2020
The partial shutdown of the economy following the outbreak of the COVID-19 pandemic has highlighted the lack of measurements of economic activity that are available with a short lag and at high frequency. The consumption of electricity is a candidate for such a proxy.
Persistent link: https://www.econbiz.de/10012211223
Saved in:
3
A note on spurious seasonal patterns and other distortions in the BLS local area unemployment statistics
Phillips, Keith R.
;
Wang, Jianguo
- In:
Journal of economic and social measurement
39
(
2014
)
3
,
pp. 145-152
Persistent link: https://www.econbiz.de/10010491920
Saved in:
4
Seasonal adjustment of state and metro CES jobs data
Phillips, Keith R.
;
Wang, Jianguo
-
2015
area Current
Employment
Statistics produced by the Bureau of Labor Statistics (BLS) are composed of two different source …
Persistent link: https://www.econbiz.de/10011406250
Saved in:
5
Seasonal adjustment of hybrid time series : an application to U.S. regional jobs data
Phillips, Keith R.
;
Wang, Jianguo
- In:
Journal of economic and social measurement
41
(
2016
)
2
,
pp. 191-202
Persistent link: https://www.econbiz.de/10011670232
Saved in:
6
Long memory, seasonality and time trends in the average monthly rainfall in major cities of Nigeria
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Akomolafe, …
- In:
CBN journal of applied statistics
6
(
2015
)
2
,
pp. 39-58
Several features may be present in rainfall data, and sophisticated time series procedures are needed for the analysis. These features are that of seasonality, long range dependency of observations and time trend as observed in the climatological series. This paper therefore considered the...
Persistent link: https://www.econbiz.de/10011460473
Saved in:
7
Blacking out
Lengwiler, Yvan
- In:
Swiss journal of economics and statistics
156
(
2020
)
1/7
,
pp. 1-10
out to be a valuable proxy, if it is corrected for influences from calendar and
weather
. Indeed, this proxy suggests that …
Persistent link: https://www.econbiz.de/10012257521
Saved in:
8
Seasonal temperature variability and economic cycles
Linsenmeier, Manuel
- In:
Journal of macroeconomics
79
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014558686
Saved in:
9
Trend-cycle-seasonal interactions : identification and estimation
Hindrayanto, Irma
;
Jacobs, Jan
;
Osborn, Denise R.
; …
-
2017
Persistent link: https://www.econbiz.de/10011747030
Saved in:
10
Seasonal Adjustment
Hylleberg, Svend
-
2008
The main objective behind the production of seasonally adjusted time series is to give an easy access to a common time series data set purged of what is considered seasonal noise. Although the application of officially seasonally adjusted data may have the advantage of being cost saving it may...
Persistent link: https://www.econbiz.de/10014217284
Saved in:
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