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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
139
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78
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74
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Ghysels, Eric
61
Andreou, Elena
5
Granger, C. W. J.
4
Idier, Julien
4
Manganelli, Simone
4
Miller, J. Isaac
4
Vergote, Olivier
4
Babii, Andrii
3
Canova, Fabio
3
Gagliardini, Patrick
3
Hill, Jonathan B.
3
Kourtellos, Andros
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Lee, Hahn-shik
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Meng, Jinghan
3
Motegi, Kaiji
3
Siklos, Pierre L.
3
Siwasarit, Wasin
3
Striaukas, Jonas
3
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Ball, Ryan T.
2
Bell, William R.
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Colacito, Ric
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Gouriéroux, Christian
2
Marcellino, Massimiliano
2
Osborn, Denise R.
2
Rubin, Mirco
2
Bac, Catherine
1
Ball, Ryan
1
Bollerslev, Tim
1
Bossaerts, Peter L.
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Chen, Xilong
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Chevet, Jean-Michel
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Colacito, Riccardo
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Conrad, Jennifer S.
1
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Jasiak, Joann
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Kaul, Gautam
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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4
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2
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2
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1
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1
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International journal of forecasting
1
Journal of applied econometrics
1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
62
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1
Asymmetric predictability of conditional variances
Conrad, Jennifer S.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001120548
Saved in:
2
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
3
Seasonal extraction in the presence of feedback
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
2
,
pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
Saved in:
4
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
5
Some econometric recipes for high-frequency data cooking
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
Saved in:
6
L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
Saved in:
7
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Saved in:
8
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
9
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
10
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric
;
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809708
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