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~subject:"Time series analysis"
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Time series analysis
Theorie
628,990
Theory
614,088
USA
330,361
United States
291,770
Schätzung
50,305
Estimation
48,700
Deutschland
35,272
Welt
34,565
World
33,702
Germany
31,733
Geldpolitik
29,948
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28,907
Wirtschaftswachstum
21,895
Portfolio-Management
21,276
Economic growth
21,145
Portfolio selection
21,024
Risiko
20,029
EU-Staaten
19,992
Risk
19,773
EU countries
19,254
Panel
19,021
Börsenkurs
18,204
Panel study
18,062
Share price
17,891
Cointegration
17,451
Mathematische Optimierung
17,432
Mathematical programming
17,326
Großbritannien
17,277
Prognoseverfahren
17,039
Zeitreihenanalyse
16,764
Forecasting model
16,690
Kointegration
15,824
United Kingdom
14,945
Volatilität
14,393
Volatility
14,052
Wirkungsanalyse
14,005
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13,858
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13,651
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Gil-Alaña, Luis A.
215
Phillips, Peter C. B.
182
Caporale, Guglielmo Maria
170
Franses, Philip Hans
152
Koopman, Siem Jan
138
Lütkepohl, Helmut
81
Pesaran, M. Hashem
73
Gao, Jiti
72
Härdle, Wolfgang
72
McAleer, Michael
72
Koop, Gary
71
Sibbertsen, Philipp
69
Teräsvirta, Timo
67
Taylor, Robert
66
Harvey, Andrew C.
64
Kunst, Robert M.
64
Stock, James H.
64
Watson, Mark W.
64
Gupta, Rangan
63
Dijk, Herman K. van
59
Lucas, André
58
Johansen, Søren
57
Maravall Herrero, Agustín
57
Swanson, Norman R.
56
Engle, Robert F.
53
Granger, C. W. J.
53
Marcellino, Massimiliano
53
Perron, Pierre
52
Kapetanios, George
51
Hallin, Marc
50
Hyndman, Rob J.
50
Hassler, Uwe
49
Ghysels, Eric
46
Hendry, David F.
46
Timmermann, Allan
46
Bauwens, Luc
45
Proietti, Tommaso
45
Dijk, Dick van
44
Leybourne, Stephen James
44
Saikkonen, Pentti
44
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National Bureau of Economic Research
86
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
52
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
11
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Centre for Quantitative Economics & Computing
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
University of Cambridge / Department of Applied Economics
6
University of Strathclyde / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Birkbeck College / Department of Economics
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Norges Bank / Utredningsavdelingen
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Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Australian National University / Faculty of Economics and Commerce
3
Center for Economic Research <Tilburg>
3
Centre for Growth and Business Cycle Research <Manchester>
3
Econometric Society
3
Federal Reserve Bank of New York
3
Federal Reserve System / Board of Governors
3
Institut für Weltwirtschaft
3
Københavns Universitet / Økonomisk Institut
3
Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
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Journal of econometrics
433
International journal of forecasting
361
Economics letters
324
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
288
Journal of forecasting
237
Econometric theory
215
Discussion paper / Tinbergen Institute
201
Applied economics
181
Econometric reviews
163
Economic modelling
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
Applied economics letters
130
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
111
Working paper
111
Journal of applied econometrics
109
Working paper / Department of Econometrics and Business Statistics, Monash University
104
Energy economics
96
Working paper / National Bureau of Economic Research, Inc.
93
Computational economics
92
CREATES research paper
91
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
CESifo working papers
80
Cowles Foundation discussion paper
78
Journal of economic dynamics & control
77
NBER Working Paper
73
Journal of macroeconomics
71
NBER working paper series
71
Oxford bulletin of economics and statistics
68
Journal of empirical finance
65
Econometrics : open access journal
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
The review of economics and statistics
61
The econometrics journal
59
Finance research letters
58
Discussion paper / Centre for Economic Policy Research
57
Discussion papers of interdisciplinary research project 373
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
European journal of operational research : EJOR
50
Applied financial economics
48
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Source
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ECONIS (ZBW)
16,289
RePEc
8
Other ZBW resources
7
ArchiDok
2
EconStor
1
Showing
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16,307
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date (oldest first)
1
Are US real house prices stationary? : new evidence from univariate and
panel
data
Zhang, Jing
;
Jong, Robert M. de
;
Haurin, Donald R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Saved in:
2
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
Saved in:
3
Unit roots and
cointegration
in
panel
data models
Madsen, Edith
-
2004
Persistent link: https://www.econbiz.de/10002018675
Saved in:
4
Nonstationary panels,
cointegration
in panels and dynamic panels : a survey
Baltagi, Badi H.
;
Kao, Chihwa
- In:
Nonstationary panels, panel cointegration, and dynamic …
,
(pp. 7-51)
.
2000
Persistent link: https://www.econbiz.de/10001583110
Saved in:
5
Hysteresis and stochastic convergence in Eurozone unemployment rates : evidence from
panel
unit roots with smooth breaks and asymmetric dynamics
Corakci, Aysegul
;
Omay, Tolga
;
Hasanov, Mübariz
- In:
Oeconomia Copernicana
13
(
2022
)
1
,
pp. 11-55
Persistent link: https://www.econbiz.de/10013255717
Saved in:
6
Estimation of a level shift in
panel
data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
7
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
8
Numerical distribution functions of fractional unit root and
cointegration
tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
9
Long memory and regime switching properties of current account deficits in the US
Chen, Shyh-wei
- In:
Economic modelling
35
(
2013
),
pp. 78-87
Persistent link: https://www.econbiz.de/10010258949
Saved in:
10
Numerical distribution functions of fractional unit root and
cointegration
tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
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