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Time series analysis
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Gil-Alaña, Luis A.
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Koopman, Siem Jan
215
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McAleer, Michael
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91
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86
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82
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80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
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63
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Organisation for Economic Co-operation and Development
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Journal of econometrics
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International journal of forecasting
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Economics letters
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395
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics letters
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Energy economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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NBER Working Paper
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CREATES research paper
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Computational economics
135
Discussion paper / Centre for Economic Policy Research
110
Journal of economic dynamics & control
110
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
Finance research letters
98
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
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Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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RePEc
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EconStor
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BASE
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ArchiDok
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1
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
2
High dimensional stochastic regression with latent factors,
endogeneity
and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
3
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
4
Expected a posteriori estimation in financial applications
Mazzoni, Thomas
-
2008
Persistent link: https://www.econbiz.de/10003699961
Saved in:
5
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan
;
Mazurencu Marinescu, Miruna
;
Vârsan, …
- In:
Advanced mathematical methods for finance
,
(pp. 397-415)
.
2011
Persistent link: https://www.econbiz.de/10008991280
Saved in:
6
Fractional smoothness and applications in finance
Geiss, Stefan
;
Gobet, Emmanuel
- In:
Advanced mathematical methods for finance
,
(pp. 313-331)
.
2011
Persistent link: https://www.econbiz.de/10008991284
Saved in:
7
A test for second order stationarity of a multivariate time series
Jentsch, Carsten
;
Subba Rao, Suhasini
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
Saved in:
8
Summability of stochastic processes : a generalization of integration and co-integration valid for non-linear processes
Berenguer Rico, Vanessa
;
Gonzalo, Jesús
-
2011
Persistent link: https://www.econbiz.de/10009704722
Saved in:
9
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
10
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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