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~subject:"Time series analysis"
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Time series analysis
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Gil-Alaña, Luis A.
165
Franses, Philip Hans
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Caporale, Guglielmo Maria
131
Koopman, Siem Jan
131
Phillips, Peter C. B.
129
Lütkepohl, Helmut
73
Koop, Gary
71
Härdle, Wolfgang
70
Pesaran, M. Hashem
68
McAleer, Michael
65
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64
Harvey, Andrew C.
61
Stock, James H.
59
Dijk, Herman K. van
58
Sibbertsen, Philipp
57
Kunst, Robert M.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
54
Granger, C. W. J.
53
Lucas, André
53
Marcellino, Massimiliano
52
Gupta, Rangan
51
Watson, Mark W.
51
Engle, Robert F.
50
Hassler, Uwe
49
Hyndman, Rob J.
49
Hallin, Marc
45
Kapetanios, George
44
Proietti, Tommaso
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Bauwens, Luc
43
Gao, Jiti
43
Ghysels, Eric
43
Perron, Pierre
43
Dijk, Dick van
42
Taylor, Robert
42
Timmermann, Allan
42
Hendry, David F.
40
Ravazzolo, Francesco
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National Bureau of Economic Research
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of St. Louis
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Centre for Analytical Finance <Århus>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Universität Basel / Institut für Statistik und Ökonometrie
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Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
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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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Centre for Growth and Business Cycle Research <Manchester>
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Federal Reserve Bank of New York
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Institut für Weltwirtschaft
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Organisation for Economic Co-operation and Development
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School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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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 Otago / Commerce Division
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University of Southampton / Department of Economics
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Australien / Bureau of Statistics
2
Boston College / Department of Economics
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International journal of forecasting
348
Journal of econometrics
335
Economics letters
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
268
Journal of forecasting
233
Econometric theory
190
Discussion paper / Tinbergen Institute
185
Applied economics
137
Econometric reviews
137
Economic modelling
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
105
Working paper
93
Working paper / National Bureau of Economic Research, Inc.
89
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Applied economics letters
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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
80
CREATES research paper
78
Computational economics
77
Journal of economic dynamics & control
74
Energy economics
67
NBER Working Paper
66
Journal of macroeconomics
63
NBER working paper series
63
CESifo working papers
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
EUI working paper / ECO
61
Journal of empirical finance
61
Oxford bulletin of economics and statistics
61
The review of economics and statistics
61
Cowles Foundation discussion paper
57
Discussion paper / Centre for Economic Policy Research
56
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
European journal of operational research : EJOR
50
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
46
Macroeconomic dynamics
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ECONIS (ZBW)
13,991
ArchiDok
2
EconStor
1
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51
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51
On the filtering of stochastically non-linear economic time series : an application to stock prices
Han, Sangwan
-
1991
Persistent link: https://www.econbiz.de/10000851253
Saved in:
52
The economics of structural change
Chu, Chia-shang James
-
1990
Persistent link: https://www.econbiz.de/10000857758
Saved in:
53
Nonlinear integrated series, cointegration and an application
Hallman, Jeffrey John
-
1990
Persistent link: https://www.econbiz.de/10000857812
Saved in:
54
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
55
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
56
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
57
Deposit insurance, bank capital structures and the demand for liquidity
Ramos, Alberto M.
-
1996
Persistent link: https://www.econbiz.de/10000982429
Saved in:
58
Decomposition of feedback between time series in a bivariate error-correction model
Koo, Jahyeong
;
Johnson, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000982767
Saved in:
59
Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz
-
1998
Persistent link: https://www.econbiz.de/10000982775
Saved in:
60
Interest rates linkages between the French, German and
USA
interest rates : econometric evidence for the "German and US dominance" hypothesis
Fisher, Lance A.
;
Joyeux, Roselyne
;
Worner, William E.
-
1997
Persistent link: https://www.econbiz.de/10000982788
Saved in:
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