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source:"econis"
subject:"Time series analysis"
~isPartOf:"Economic modelling"
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Time series analysis
Estimation
819
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818
Theorie
191
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116
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116
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114
World
114
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Arčabić, Vladimir
3
Bekiros, Stelios
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Huang, Zhuo
2
Kiani, Khurshid M.
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Nazlıoğlu, Şaban
2
Papell, David H.
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Paradiso, Antonio
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Salisu, Afees A.
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Tiwari, Aviral Kumar
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Economic modelling
Journal of econometrics
115
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
74
Economics letters
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CESifo working papers
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Energy economics
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Journal of forecasting
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Econometric reviews
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International review of economics & finance : IREF
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Finance research letters
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Macroeconomic dynamics
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CAMA working paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CREATES research paper
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Computational economics
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Journal of banking & finance
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Journal of macroeconomics
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International journal of finance & economics : IJFE
24
Journal of international money and finance
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The empirical economics letters : a monthly international journal of economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
21
CESifo Working Paper Series
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1
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
2
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
3
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
4
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
5
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
6
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
7
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
8
Sharing is caring : spillovers and synchronization of business cycles in the European Union
Arčabić, Vladimir
;
Škrinjarić, Tihana
- In:
Economic modelling
96
(
2021
),
pp. 25-39
Persistent link: https://www.econbiz.de/10012745323
Saved in:
9
A century of gaps : untangling business cycles from secular trends
Constantinescu, Mihnea
;
Nguyen, Anh D. M.
- In:
Economic modelling
100
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012795846
Saved in:
10
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
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