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Time series analysis
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Franses, Philip Hans
135
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102
Lütkepohl, Helmut
73
Härdle, Wolfgang
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58
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57
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Swanson, Norman R.
52
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43
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Ghysels, Eric
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40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
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Stock, James H.
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37
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
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Journal of econometrics
336
International journal of forecasting
317
Economics letters
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
172
Econometric reviews
132
Economic modelling
114
Applied economics
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
91
Applied economics letters
80
Computational economics
80
Working paper / Department of Econometrics and Business Statistics, Monash University
79
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
76
CREATES research paper
73
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Energy economics
57
NBER Working Paper
57
Cowles Foundation discussion paper
56
Oxford bulletin of economics and statistics
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of empirical finance
52
NBER working paper series
52
CESifo working papers
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
Finance research letters
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
EUI working paper / ECO
46
SFB 649 discussion paper
45
Journal of macroeconomics
44
Econometrics : open access journal
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ECONIS (ZBW)
12,646
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1
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1
Persistence in real exchange rate convergence
Stengos, Thanasēs
;
Yazgan, Mustafa Ege
-
2012
Persistent link: https://www.econbiz.de/10009571570
Saved in:
2
Disentangling the source of non-stationarity in a panel of seasonal data
Hsu, Shih-hsun
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437839
Saved in:
3
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
4
The fourier quantile unit root test with an application to the PPP hypothesis in the OECD
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics quarterly
63
(
2017
)
3
,
pp. 295-317
Persistent link: https://www.econbiz.de/10011890423
Saved in:
5
Das Theorem der Kaufkraftparität : eine empirische Betrachtung unter dem Aspekt neuerer Verfahren der Zeitreihenanalyse
Holzer, Stefan
-
1994
Persistent link: https://www.econbiz.de/10000890796
Saved in:
6
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
;
Vogelsang, Timothy J.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000831369
Saved in:
7
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1997
Persistent link: https://www.econbiz.de/10000629002
Saved in:
8
Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.
;
Johansen, Søren
;
Jusélius, Katarina
- In:
The American economic review
98
(
2008
)
2
,
pp. 251-255
Persistent link: https://www.econbiz.de/10003730164
Saved in:
9
Simulation-based approaches in financial econometrics
Sjölander, Pär
-
2007
Persistent link: https://www.econbiz.de/10003738168
Saved in:
10
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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