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Time series analysis
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
116
Gil-Alaña, Luis A.
112
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Swanson, Norman R.
52
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
47
Hassler, Uwe
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
46
Marcellino, Massimiliano
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Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
Lux, Thomas
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31
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11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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London School of Economics and Political Science
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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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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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
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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
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University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
331
International journal of forecasting
316
Economics letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
170
Econometric reviews
132
Economic modelling
112
Applied economics
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
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
79
Computational economics
76
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
74
CREATES research paper
70
Applied economics letters
69
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
NBER working paper series
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
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
The review of economics and statistics
41
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ECONIS (ZBW)
12,361
EconStor
1
ArchiDok
1
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1
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date (oldest first)
1
Portfolio analysis and vertical equity : a New York application
Mallick, Rajiv
- In:
Public finance quarterly : PFQ
22
(
1994
)
4
,
pp. 418-438
Persistent link: https://www.econbiz.de/10001170084
Saved in:
2
Efficiency
of insurance firms with endogenous risk management and financial intermediation activities
Cummins, John David
;
Dionne, Georges
;
Gagné, Robert
; …
- In:
Journal of productivity analysis
32
(
2009
)
2
,
pp. 144-159
Persistent link: https://www.econbiz.de/10003903690
Saved in:
3
Measurement of filters' efficiencies and application of NNSFDI method
Bildirici, Melike E.
;
Alp, Selçuk
- In:
Economic research
25
(
2012
)
4
,
pp. 937-957
Persistent link: https://www.econbiz.de/10009706525
Saved in:
4
Efficiency
of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities
Dionne, Georges
-
2014
test how risk management and financial intermediation activities create value for insurers by enhancing economic
efficiency
…. Insurer cost
efficiency
is measured relative to an econometric cost frontier. Since the prices of risk management and … cost
efficiency
. The econometric results show that both activities significantly increase the
efficiency
of the property …
Persistent link: https://www.econbiz.de/10012709777
Saved in:
5
What can we learn from the analysis of the fine wines market
efficiency
?
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Le Fur, Eric
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 703-718
Persistent link: https://www.econbiz.de/10014469050
Saved in:
6
A preliminary analysis on the long-run relationship between taxation and growth in Turkey
Kus̜tepeli, Yes̜im
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003753752
Saved in:
7
Stock market
efficiency
analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Finance research letters
28
(
2019
),
pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Saved in:
8
Time series prognostication models applied to the US dollar and the Japanes yen
Arize, Augustine Chuck
;
Berendt, Charles J.
; …
- In:
The international journal of finance
27
(
2015
)
4
,
pp. 501-516
Persistent link: https://www.econbiz.de/10011718643
Saved in:
9
Pitfalls in long memory research
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-14
played an instrumental role in elevating the level of scholarly discourse on market
efficiency
, the authors believe that the …
Persistent link: https://www.econbiz.de/10012219328
Saved in:
10
The forgotten regional organizations : creating capacity for economic development
Hall, Jeremy Lucas
- In:
Public administration review : PAR
68
(
2008
)
1
,
pp. 110-125
Persistent link: https://www.econbiz.de/10003677819
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