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Time series analysis
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Saikkonen, Pentti
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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2
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Journal of econometrics
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Economics letters
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Econometric theory
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Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Applied economics letters
77
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
76
CREATES research paper
70
Journal of economic dynamics & control
67
NBER Working Paper
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
59
Working paper / National Bureau of Economic Research, Inc.
59
Cowles Foundation discussion paper
56
NBER working paper series
56
Oxford bulletin of economics and statistics
54
Journal of empirical finance
52
CESifo working papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
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European journal of operational research : EJOR
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Finance research letters
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Discussion papers of interdisciplinary research project 373
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SFB 649 discussion paper
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ECONIS (ZBW)
12,696
EconStor
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1
Speculative
bubble
tendencies in time series of Bitcoin market prices
Demmler, Michael
;
Fernández Domínguez, Amilcar O.
- In:
Cuadernos de economía
41
(
2022
)
86
,
pp. 159-183
Persistent link: https://www.econbiz.de/10014541846
Saved in:
2
Detecting speculative
bubbles
under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
Saved in:
3
Modelling of speculative
bubbles
and forecasting of market crashes
Gerlach, Jan-Christian
-
2021
Persistent link: https://www.econbiz.de/10012510251
Saved in:
4
Date-stamping US housing market explosivity
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
-
2017
Generalized sup ADF (GSADF) test procedure developed by Phillips, Shi, and Yu (Testing for Multiple
Bubbles
: Historical Episodes …
Persistent link: https://www.econbiz.de/10011674010
Saved in:
5
Limit
theory
for mildly integrated process with intercept
Fei, Yijie
- In:
Economics letters
163
(
2018
),
pp. 98-101
Persistent link: https://www.econbiz.de/10011982962
Saved in:
6
Date-stamping US housing market explosivity
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
-
2018
Generalized supADF (GSADF) test procedure developed by Phillips et al. (Testing for multiple
bubbles
: Historical episodes of …
Persistent link: https://www.econbiz.de/10011812671
Saved in:
7
Asymmetric adjustment, non-linearity and housing price
bubbles
: New international evidence
Xie, Zixiong
;
Chen, Shyh-Wei
;
Wu, An-Chi
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012203800
Saved in:
8
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
9
Testing factor models when asset
bubbles
occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
10
Do TFP and the relative price of
investment
share a common I(1) component?
Benati, Luca
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
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