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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
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89
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41
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Hendry, David F.
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Kapetanios, George
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Mills, Terence C.
39
Robinson, Peter M.
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Australien / Bureau of Statistics
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
2
Econometric Society
2
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Journal of econometrics
330
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320
Economics letters
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241
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224
Econometric theory
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Econometric reviews
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Economic modelling
118
Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
Journal of applied econometrics
92
Computational economics
79
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Working paper / Department of Econometrics and Business Statistics, Monash University
79
Journal of economic dynamics & control
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
74
CREATES research paper
71
NBER Working Paper
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
58
Energy economics
57
NBER working paper series
57
Cowles Foundation discussion paper
56
Oxford bulletin of economics and statistics
56
Journal of empirical finance
53
CESifo working papers
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Journal of macroeconomics
49
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
SFB 649 discussion paper
46
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45
EUI working paper / ECO
44
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ECONIS (ZBW)
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The business cycle : periodic pandemic or rollercoaster ride?
Morley, James C.
- In:
International journal of economic policy studies
13
(
2019
)
2
,
pp. 425-431
Persistent link: https://www.econbiz.de/10012168003
Saved in:
2
Analyse de l'évolution de la masse monétaire au Cameroun et au Gabon : une approche par la modélisation de Box et Jenkins
Koum, François
- In:
Etudes et statistiques : bulletin mensuel
(
1999
),
pp. 99-121
Persistent link: https://www.econbiz.de/10001499640
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3
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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4
Quantifying the quality of macroeconomic variables
Öller, Lars-Erik
;
Teterukovsky, Alex
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 205-217
Persistent link: https://www.econbiz.de/10003483772
Saved in:
5
Information, data dimension and factor structure
Jacobs, Jan
;
Otter, Pieter W.
;
Reijer, Ard H. J. den
-
2007
Persistent link: https://www.econbiz.de/10003596368
Saved in:
6
Is transaction price more value relevant compared to accounting information? : an investigation of a time-series approach
Tswei, Keshin
- In:
Pacific-Basin finance journal
21
(
2013
)
1
,
pp. 1062-1078
Persistent link: https://www.econbiz.de/10009693397
Saved in:
7
The information content of dividends : an application of the Kalman filter
Marseguerra, Giovanni
- In:
Rivista internazionale di scienze economiche e …
44
(
1997
)
4
,
pp. 725-751
Persistent link: https://www.econbiz.de/10001234101
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8
On the value of information sharing in the presence of information errors
Lu, Jizhou
;
Feng, Gengzhong
;
Shum, Stephen
;
Lai, Kin Keung
- In:
European journal of operational research : EJOR
294
(
2021
)
3
,
pp. 1139-1152
Persistent link: https://www.econbiz.de/10012591594
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9
Information theoretic causality detection between financial and sentiment data
Scaramozzino, Roberta
;
Cerchiello, Paola
;
Aste, Tomaso
-
2021
Persistent link: https://www.econbiz.de/10012887631
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10
Four essays in econometrics and macroeconomics
Born, Benjamin
-
2011
Persistent link: https://www.econbiz.de/10009422848
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