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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Schätztheorie
35,792
Estimation theory
35,167
Theorie
18,544
Theory
17,913
Cointegration
17,396
Kointegration
15,775
Schätzung
14,005
Estimation
13,682
Kaufkraftparität
11,230
Purchasing power parity
11,146
Time series analysis
8,447
Statistischer Test
6,689
Statistical test
6,376
Regressionsanalyse
4,634
Regression analysis
4,614
Wechselkurs
4,372
Exchange rate
4,290
USA
4,253
United States
4,090
Nichtparametrisches Verfahren
3,986
Panel
3,917
Nonparametric statistics
3,869
Panel study
3,799
Economic growth
3,601
Wirtschaftswachstum
3,519
Kausalanalyse
3,320
Causality analysis
3,283
cointegration
3,156
Bootstrap-Verfahren
3,144
Prognoseverfahren
3,142
Forecasting model
3,075
Volatilität
3,065
Bootstrap approach
3,053
Volatility
3,024
Welt
2,927
World
2,851
VAR-Modell
2,376
VAR model
2,353
Börsenkurs
2,350
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Free
3,096
Undetermined
1,636
Type of publication
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Book / Working Paper
4,364
Article
4,244
Journal
1
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Article in journal
3,956
Aufsatz in Zeitschrift
3,956
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2,220
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2,095
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2,074
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2,074
Aufsatz im Buch
236
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236
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218
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175
Collection of articles of several authors
71
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63
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63
Bibliografie enthalten
43
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43
Aufsatzsammlung
34
Amtsdruckschrift
32
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32
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31
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28
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27
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22
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22
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20
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20
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20
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17
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13
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8
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7
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4
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4
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3
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2
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English
8,391
German
143
French
37
Spanish
25
Italian
7
Portuguese
3
Undetermined
2
Czech
1
Finnish
1
Japanese
1
Dutch
1
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1
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1
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1
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Phillips, Peter C. B.
117
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
93
Gao, Jiti
85
Lütkepohl, Helmut
68
Kapetanios, George
62
Sibbertsen, Philipp
59
Koopman, Siem Jan
58
Johansen, Søren
56
Taylor, Robert
52
Franses, Philip Hans
50
Nielsen, Morten Ørregaard
50
Swanson, Norman R.
46
Teräsvirta, Timo
45
Hassler, Uwe
44
Pesaran, M. Hashem
44
Cavaliere, Giuseppe
41
Harvey, Andrew C.
37
Robinson, Peter M.
36
Engle, Robert F.
35
Haldrup, Niels
33
Kunst, Robert M.
33
Perron, Pierre
33
Rahbek, Anders
33
Hendry, David F.
31
Koop, Gary
31
Linton, Oliver
31
McAleer, Michael
31
Leybourne, Stephen James
30
Jusélius, Katarina
29
Lucas, André
29
Watson, Mark W.
29
Härdle, Wolfgang
27
Nielsen, Bent
27
Nelson, Daniel B.
26
Sun, Yixiao
26
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Stock, James H.
25
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National Bureau of Economic Research
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Ekonomiska forskningsinstitutet <Stockholm>
21
European University Institute / Department of Economics
14
Umeå universitet
12
Centre for Quantitative Economics & Computing
9
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Birkbeck College / Department of Economics
4
Econometrisch Instituut <Rotterdam>
4
London School of Economics and Political Science
4
Queen Mary College / Department of Economics
4
State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
4
Center for Economic Research <Tilburg>
3
Instituto Valenciano de Investigaciones Económicas
3
Københavns Universitet / Økonomisk Institut
3
University of New England / Department of Econometrics
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Konjunkturforschungsstelle <Zürich>
2
Konjunkturinstitutet <Stockholm>
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Rutgers University / Department of Economics
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Universitetet i Oslo / Økonomisk institutt
2
University of Canterbury / Dept. of Economics and Finance
2
University of Chicago / Graduate School of Business
2
University of Southampton / Department of Economics
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Virginia Polytechnic Institute and State University / Department of Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
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Published in...
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Journal of econometrics
383
Econometric theory
197
Economics letters
177
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Econometric reviews
118
Discussion paper / Tinbergen Institute
109
International journal of forecasting
98
Applied economics letters
84
Applied economics
82
CREATES research paper
79
Economic modelling
76
Working paper / Department of Econometrics and Business Statistics, Monash University
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of forecasting
65
Econometrics : open access journal
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
The econometrics journal
48
Working paper
48
Cowles Foundation discussion paper
47
Journal of applied econometrics
47
NBER Working Paper
47
Computational economics
44
Journal of time series econometrics
44
Oxford bulletin of economics and statistics
43
CESifo working papers
39
SFB 649 discussion paper
39
Journal of the American Statistical Association : JASA
38
Energy economics
35
NBER working paper series
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Discussion papers of interdisciplinary research project 373
33
International Journal of Energy Economics and Policy : IJEEP
33
The empirical economics letters : a monthly international journal of economics
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Discussion papers / Department of Economics, University of Copenhagen
30
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
30
EUI working paper / ECO
30
Journal of empirical finance
30
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Source
All
ECONIS (ZBW)
8,468
EconStor
127
USB Cologne (EcoSocSci)
11
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
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1
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
Saved in:
3
Bootstrap
Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386989
Saved in:
4
Testing
cointegration
relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
5
Tests for serial independence and linearity based on correlation integrals
Diks, Cees G. H.
;
Manzan, Sebastiano
-
2001
determined with a permutation procedure and a parametric
bootstrap
in the testsfor serial independence and linearity …
Persistent link: https://www.econbiz.de/10011317443
Saved in:
6
A model specification test for GARCH(1,1) processes
Leucht, Anne
;
Neumann, Michael H.
;
Kreiß, Jens-Peter
-
2013
manner, we propose a model-based (semiparametric)
bootstrap
method to approximate critical values of the test and verify its …
Persistent link: https://www.econbiz.de/10011490275
Saved in:
7
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
8
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
9
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
10
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
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