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~subject:"Time series analysis"
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Time series analysis
Schätztheorie
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Phillips, Peter C. B.
129
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88
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61
Lucas, André
55
Linton, Oliver
54
Teräsvirta, Timo
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Lütkepohl, Helmut
48
McAleer, Michael
47
Swanson, Norman R.
46
Nielsen, Morten Ørregaard
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40
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34
Peng, Bin
34
Pesaran, M. Hashem
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Harvey, Andrew C.
32
Chen, Xiaohong
31
Nelson, Daniel B.
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Li, Degui
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Dong, Chaohua
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Maravall Herrero, Agustín
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Nielsen, Bent
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Perron, Pierre
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Xiao, Zhijie
27
Blasques, Francisco
26
Brännäs, Kurt
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Stock, James H.
25
Kunst, Robert M.
24
Marcellino, Massimiliano
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Rahbek, Anders
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Sun, Yixiao
24
Taylor, Robert
24
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National Bureau of Economic Research
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Econometrisch Instituut <Rotterdam>
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European Commission / Joint Research Centre
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Federal Reserve Bank of San Francisco
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Københavns Universitet / Økonomisk Institut
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Springer International Publishing
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University of Canterbury / Dept. of Economics and Finance
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Australian National University / Faculty of Economics and Commerce
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Bank of Canada
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Microdata Methods and Practice <London>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Econometric theory
184
Economics letters
180
Discussion paper / Tinbergen Institute
142
Econometric reviews
127
International journal of forecasting
91
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Journal of forecasting
75
Econometrics : open access journal
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
CREATES research paper
69
Cowles Foundation discussion paper
62
Applied economics letters
61
Economic modelling
54
Computational economics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
The econometrics journal
50
Journal of empirical finance
49
Applied economics
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
NBER Working Paper
45
Journal of the American Statistical Association : JASA
44
SFB 649 discussion paper
40
Working paper
40
Journal of time series econometrics
39
Journal of applied econometrics
36
CEMMAP working papers / Centre for Microdata Methods and Practice
31
Discussion paper / Center for Economic Research, Tilburg University
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Working paper series
31
Oxford bulletin of economics and statistics
28
EUI working paper / ECO
27
Journal of economic dynamics & control
27
NBER working paper series
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Journal of financial econometrics
26
LSE STICERD Research Paper
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Umeå economic studies
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Essays on partial identification in econometrics and finance
Galichon, Alfred
-
2007
Persistent link: https://www.econbiz.de/10009691355
Saved in:
2
Quantile spectral processes : asymptotic analysis and inference
Kley, Tobias
;
Volgushev, Stanislav
;
Dette, Holger
; …
-
2014
Persistent link: https://www.econbiz.de/10010378433
Saved in:
3
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
4
A survey of dependency modelling: copulas, tail dependence and estimation
Kiesel, Rüdiger
;
Schmidt, Rafael
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 3-34)
.
2004
Persistent link: https://www.econbiz.de/10003283016
Saved in:
5
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
Saved in:
6
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
7
Smooth tests of copula specifications
Lin, Juan
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
Saved in:
8
Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Tang, Niansheng
;
Yan, Xiaodong
;
Zhao, Puying
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011974553
Saved in:
9
Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification
Aka, Niels Mariano
-
2021
Persistent link: https://www.econbiz.de/10013175078
Saved in:
10
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
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