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Time series analysis
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Franses, Philip Hans
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Phillips, Peter C. B.
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Koopman, Siem Jan
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
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Härdle, Wolfgang
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Koop, Gary
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Teräsvirta, Timo
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Marcellino, Massimiliano
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Bauwens, Luc
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Proietti, Tommaso
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Perron, Pierre
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Taylor, Robert
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Gao, Jiti
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Ghysels, Eric
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Mills, Terence C.
40
Hendry, David F.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Timmermann, Allan
38
Feng, Yuanhua
37
Kapetanios, George
37
Haldrup, Niels
36
Johansen, Søren
36
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National Bureau of Economic Research
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European University Institute / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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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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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>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
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Journal of econometrics
335
International journal of forecasting
320
Economics letters
281
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
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Applied economics
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
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
81
Computational economics
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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
75
CREATES research paper
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Applied economics letters
70
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
57
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
NBER working paper series
53
Oxford bulletin of economics and statistics
53
Journal of empirical finance
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
EUI working paper / ECO
45
SFB 649 discussion paper
45
Econometrics : open access journal
42
The review of economics and statistics
42
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
The time-varying effectiveness of customer engagement in social media
Annamalai, Balamurugan
;
Varshney, Sanjeev
- In:
International journal of internet marketing and …
13
(
2019
)
4
,
pp. 338-358
Persistent link: https://www.econbiz.de/10012155309
Saved in:
2
Estimating asymmetric information equilibrium labor market models from aggregate time series data
Lin, Kenneth Shang-kai
-
1987
Persistent link: https://www.econbiz.de/10000726440
Saved in:
3
Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks
Snell, Andy
;
Tonks, Ian
-
1996
Persistent link: https://www.econbiz.de/10000621793
Saved in:
4
The endogenous Kalman Filter
Baxter, Brad
(
contributor
);
Graham, Liam
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003576397
Saved in:
5
Autoregressive conditional duration models in finance : a survey of the theoretical and empirical literature
Pacurar, Maria
- In:
Journal of economic surveys
22
(
2008
)
4
,
pp. 711-751
Persistent link: https://www.econbiz.de/10003748679
Saved in:
6
Incomplete and asymmetric information in asset pricing
theory
Back, Kerry E.
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 1-25)
.
2004
Persistent link: https://www.econbiz.de/10002526402
Saved in:
7
Time series of commodity futures prices
Black, Jane M.
;
Tonks, Ian
-
1999
Persistent link: https://www.econbiz.de/10001435084
Saved in:
8
The information content of dividends : an application of the Kalman filter
Marseguerra, Giovanni
- In:
Rivista internazionale di scienze economiche e …
44
(
1997
)
4
,
pp. 725-751
Persistent link: https://www.econbiz.de/10001234101
Saved in:
9
Learning and asymmetric business cycles
Chalkley, Martin
- In:
Review of economic dynamics
1
(
1998
)
3
,
pp. 623-645
Persistent link: https://www.econbiz.de/10001245250
Saved in:
10
Stock price adjustment under short-selling restriction : evidence from nonlinear time series tests
Jokivuolle, Esa
;
Lanne, Markku
-
1995
Persistent link: https://www.econbiz.de/10000926351
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