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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Kapitaleinkommen
39,242
Capital income
39,142
Panel
18,785
Panel study
17,829
Schätzung
15,361
Estimation
15,124
Theorie
14,408
Theory
14,190
Börsenkurs
14,076
Share price
14,041
Aktienmarkt
8,363
Stock market
8,318
Volatilität
7,859
Volatility
7,823
Portfolio-Management
7,114
Portfolio selection
7,095
USA
6,520
United States
6,414
Monte Carlo simulation
6,277
Prognoseverfahren
5,917
Forecasting model
5,869
Monte-Carlo-Simulation
5,659
CAPM
5,258
Welt
5,166
World
5,088
Anlageverhalten
4,144
Behavioural finance
4,131
Schätztheorie
4,087
Estimation theory
4,022
Time series analysis
3,680
Risk
3,241
Risiko
3,177
Nonlinear regression
3,173
Nichtlineare Regression
3,165
Risikoprämie
3,114
Risk premium
3,102
Deutschland
3,030
Germany
2,768
Investmentfonds
2,668
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Free
1,378
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1,075
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Article
2,142
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1,576
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2
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2,034
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893
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893
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884
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855
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110
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108
Thesis
78
Collection of articles written by one author
32
Sammlung
32
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29
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29
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18
Bibliografie enthalten
8
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8
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7
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6
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4
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English
3,685
German
28
French
4
Spanish
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Gil-Alaña, Luis A.
59
Caporale, Guglielmo Maria
51
Koopman, Siem Jan
50
Teräsvirta, Timo
41
Kapetanios, George
36
McAleer, Michael
32
Pesaran, M. Hashem
32
Gupta, Rangan
31
Gao, Jiti
30
Sibbertsen, Philipp
29
Lucas, André
23
Lux, Thomas
23
Bollerslev, Tim
22
Phillips, Peter C. B.
22
Dijk, Dick van
21
Medeiros, Marcelo C.
21
Timmermann, Allan
20
Dijk, Herman K. van
19
Franses, Philip Hans
19
Ravazzolo, Francesco
19
Westerlund, Joakim
19
Casarin, Roberto
16
Grassi, Stefano
15
Kunst, Robert M.
15
Potter, Simon M.
15
Tauchen, George Eugene
15
Tiwari, Aviral Kumar
14
Andersen, Torben
13
Palm, Franz C.
13
Saikkonen, Pentti
13
Asai, Manabu
12
Bailey, Natalia
12
Baltagi, Badi H.
12
Chang, Chia-Lin
12
Chang, Tsangyao
12
Clements, Michael P.
12
Hallin, Marc
12
McMillan, David G.
12
Kim, Hyeongwoo
11
Moon, Hyungsik Roger
11
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National Bureau of Economic Research
17
Ekonomiska forskningsinstitutet <Stockholm>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Christian-Albrechts-Universität zu Kiel
4
Econometrisch Instituut <Rotterdam>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Quantitative Economics & Computing
3
Federal Reserve Bank of St. Louis
3
Nationalekonomiska Institutionen <Lund>
2
School of Economics and Finance <Brisbane>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Amsterdams Instituut voor ArbeidsStudies
1
Birkbeck College / Department of Economics
1
Chambre de commerce et d'industrie de Paris
1
Deutsches Institut für Wirtschaftsforschung (DIW Berlin)
1
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
1
Econometric Society
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Institut für Wirtschaftswissenschaften <Wien>
1
International Center for Financial Asset Management and Engineering
1
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Queen Mary College / Department of Economics
1
Rheinische Friedrich-Wilhelms-Universität Bonn
1
Rodney L. White Center for Financial Research
1
Rutgers University / Department of Economics
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
The Wharton Financial Institutions Center
1
Umeå universitet
1
University of Chicago / Center for Research in Security Prices
1
University of Exeter / Department of Economics
1
University of Toronto / Department of Economics
1
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Published in...
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Journal of econometrics
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
International journal of forecasting
70
Discussion paper / Tinbergen Institute
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Economic modelling
55
Applied economics letters
51
Econometric reviews
51
Applied economics
48
Economics letters
47
Journal of empirical finance
42
Journal of forecasting
42
Finance research letters
37
Computational economics
33
Energy economics
32
International review of economics & finance : IREF
32
CREATES research paper
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
CESifo working papers
26
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
26
Working paper
26
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
20
Econometrics : open access journal
20
Journal of banking & finance
20
Journal of risk and financial management : JRFM
19
Research in international business and finance
19
Journal of applied econometrics
18
Quantitative finance
18
Journal of financial econometrics
17
Journal of financial economics
17
Journal of international financial markets, institutions & money
17
NBER working paper series
17
Applied financial economics
16
The econometrics journal
16
The journal of finance : the journal of the American Finance Association
16
Working paper / National Bureau of Economic Research, Inc.
16
Cambridge working papers in economics
15
The review of financial studies
15
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Source
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ECONIS (ZBW)
3,689
EconStor
30
USB Cologne (EcoSocSci)
1
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1
Cross-sectional averages versus principal components
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Saved in:
2
Essays on nonlinear
panel
time series models
Mesters, Geert
-
2015
Persistent link: https://www.econbiz.de/10010461080
Saved in:
3
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:
4
Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin
;
Pan, Sheng-Chieh
;
Tai, Xue-Ling
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Saved in:
5
Nonstationary
panel
models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
6
Another look at what to do with time-series cross-section data
Chen, Xiujian
(
contributor
);
Lin, Shu
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003743408
Saved in:
7
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander
;
Pesaran, M. Hashem
;
Tosetti, Elisa
-
2009
an application to the estimation of
panel
data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10003854425
Saved in:
8
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander
;
Pesaran, M. Hashem
;
Tosetti, Elisa
-
2009
an application to the estimation of
panel
data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10003963781
Saved in:
9
Panel
data models : some recent developments
Arellano, Manuel
-
2001
Persistent link: https://www.econbiz.de/10001631143
Saved in:
10
International comparison of total factor productivity : a review
Islam, Nazrul
- In:
The review of income and wealth : journal of the …
45
(
1999
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10001441413
Saved in:
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