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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
621,084
Theory
605,999
USA
40,614
United States
39,557
Schätzung
29,158
Estimation
28,438
Welt
24,500
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16,636
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16,531
Prognoseverfahren
13,828
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13,566
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12,513
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11,932
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Schätztheorie
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Börsenkurs
10,925
Share price
10,729
Estimation theory
10,583
Asymmetrische Information
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Asymmetric information
10,208
Volatilität
10,194
Wettbewerb
10,170
Wohlfahrtsanalyse
10,110
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Franses, Philip Hans
139
Koopman, Siem Jan
134
Phillips, Peter C. B.
127
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
97
Koop, Gary
73
Lütkepohl, Helmut
73
Sibbertsen, Philipp
72
Härdle, Wolfgang
68
Kunst, Robert M.
65
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
McAleer, Michael
64
Harvey, Andrew C.
60
Swanson, Norman R.
60
Maravall Herrero, Agustín
55
Dijk, Herman K. van
54
Hassler, Uwe
53
Lucas, André
51
Feng, Yuanhua
50
Granger, C. W. J.
50
Hyndman, Rob J.
50
Marcellino, Massimiliano
48
Kapetanios, George
47
Lux, Thomas
47
Perron, Pierre
47
Engle, Robert F.
46
Hallin, Marc
46
Bauwens, Luc
45
Proietti, Tommaso
44
Gao, Jiti
43
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Saikkonen, Pentti
41
Timmermann, Allan
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
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National Bureau of Economic Research
65
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Analytical Finance <Århus>
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Exeter / Department of Economics
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University of Strathclyde / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
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University of Cambridge / Department of Applied Economics
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Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
340
International journal of forecasting
320
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
227
Econometric theory
194
Discussion paper / Tinbergen Institute
176
Econometric reviews
137
Economic modelling
114
Applied economics
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Journal of applied econometrics
92
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Computational economics
81
Working paper
77
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
72
Applied economics letters
69
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
59
Cowles Foundation discussion paper
57
Energy economics
57
NBER Working Paper
57
Oxford bulletin of economics and statistics
56
Working paper / National Bureau of Economic Research, Inc.
56
Journal of empirical finance
52
NBER working paper series
52
Tinbergen Institute Discussion Paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
The econometrics journal
49
CESifo working papers
48
European journal of operational research : EJOR
47
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Econometrics : open access journal
43
Discussion paper / Center for Economic Research, Tilburg University
42
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ECONIS (ZBW)
12,568
EconStor
317
USB Cologne (EcoSocSci)
3
ArchiDok
1
RePEc
1
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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
Saved in:
2
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
3
Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S.
- In:
Computational economics
59
(
2022
)
1
,
pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
Saved in:
4
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve
;
Stamatogiannis, Michalis P.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
Saved in:
5
Fractional integration and cointegration in financial time series
Stakėnas, Paulius
-
2013
Persistent link: https://www.econbiz.de/10009713163
Saved in:
6
Testing for neglected nonlineary using twofold unidentified models unter the null and hexic expansions
Cho, Jin Seo
;
Ishida, Isao
;
White, Halbert
- In:
Essays in nonlinear time series econometrics
,
(pp. 3-27)
.
2014
Persistent link: https://www.econbiz.de/10010385316
Saved in:
7
Global total least squares : a method for the construction of open approximate models from vector time series
Roorda, Berend
-
1995
Persistent link: https://www.econbiz.de/10000534105
Saved in:
8
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
9
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010416823
Saved in:
10
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
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