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Time series analysis
Schätztheorie
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Phillips, Peter C. B.
107
Gao, Jiti
83
Koopman, Siem Jan
79
Franses, Philip Hans
46
Johansen, Søren
43
Lütkepohl, Helmut
43
Pesaran, M. Hashem
40
Teräsvirta, Timo
39
Kapetanios, George
38
Nielsen, Morten Ørregaard
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Harvey, Andrew C.
34
Linton, Oliver
34
Koop, Gary
32
Lucas, André
32
Swanson, Norman R.
30
Peng, Bin
29
Sibbertsen, Philipp
29
Dijk, Herman K. van
27
Perron, Pierre
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Engle, Robert F.
26
McAleer, Michael
26
Nelson, Daniel B.
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Caporale, Guglielmo Maria
25
Li, Degui
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Maravall Herrero, Agustín
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Stock, James H.
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Watson, Mark W.
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Dong, Chaohua
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Hendry, David F.
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Nielsen, Bent
23
Robinson, Peter M.
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Westerlund, Joakim
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22
Leybourne, Stephen James
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Blasques, Francisco
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Brännäs, Kurt
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Cavaliere, Giuseppe
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Giraitis, Liudas
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National Bureau of Economic Research
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London School of Economics and Political Science
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Federal Reserve System / Board of Governors
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Australian National University / Faculty of Economics and Commerce
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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Columbia University / Department of Economics
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
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Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometric Society
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Journal of econometrics
353
Econometric theory
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
148
Discussion paper / Tinbergen Institute
131
Econometric reviews
101
International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
75
CREATES research paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Journal of forecasting
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Econometrics : open access journal
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Economic modelling
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Applied economics
44
Cowles Foundation discussion paper
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Journal of time series econometrics
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Computational economics
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NBER Working Paper
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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
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Journal of applied econometrics
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Journal of the American Statistical Association : JASA
36
Oxford bulletin of economics and statistics
31
Working paper
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NBER working paper series
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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SFB 649 discussion paper
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Discussion paper / Centre for Economic Forecasting
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Working paper series
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EUI working paper / ECO
26
Journal of empirical finance
26
LSE STICERD Research Paper
23
Technical working paper / National Bureau of Economic Research
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Working paper / National Bureau of Economic Research, Inc.
22
CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
2
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
3
Median-unbiased estimation in fixed-effects dynamic panels
Cermeño, Rodolfo
- In:
Annales d'économie et de statistique
(
1999
),
pp. 351-368
Persistent link: https://www.econbiz.de/10001566529
Saved in:
4
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
5
Estimating systematic continuous-time trends in recidivism using a non-Gaussian
panel
data model
Koopman, Siem Jan
;
Lucas, André
;
Ooms, Marius
; …
-
2007
Persistent link: https://www.econbiz.de/10003482698
Saved in:
6
Stationarity properties of individual series in a
panel
Moon, Hyungsik Roger
;
Perron, Benoit
-
2009
Persistent link: https://www.econbiz.de/10003997384
Saved in:
7
Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2011
Persistent link: https://www.econbiz.de/10009381370
Saved in:
8
Estimating systematic continuous-time trends in recidivism using a non-Gaussian
panel
data model
Koopman, Siem Jan
;
Lucas, André
;
Ooms, Marius
; …
-
2007
We model
panel
data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed …
Persistent link: https://www.econbiz.de/10011372520
Saved in:
9
Bayesian clustering of categorical time series using finite mixtures of Markov chain models
Frühwirth-Schnatter, Sylvia
;
Pamminger, Christoph
-
2009
groups. An appli- cation to a
panel
of Austrian wage mobility data leads to an interesting segmentation of the Austrian labor …
Persistent link: https://www.econbiz.de/10011343931
Saved in:
10
Beyond
panel
unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a
panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
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