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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"The review of economics and statistics"
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie"
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Deutschland
Zeitreihenanalyse
Theorie
603
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603
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229
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107
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48
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Article in journal
Bibliografie
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Diebold, Francis X.
2
Forni, Mario
2
Franses, Philip Hans
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
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1
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The review of economics and statistics
Journal of econometrics
329
International journal of forecasting
310
Economics letters
283
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243
Journal of forecasting
229
Econometric theory
191
Econometric reviews
127
Economic modelling
126
Applied economics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of applied econometrics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Applied economics letters
74
Journal of economic dynamics & control
73
Computational economics
72
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66
Jahrbücher für Nationalökonomie und Statistik
64
Oxford bulletin of economics and statistics
61
Journal of empirical finance
56
Journal of international money and finance
55
European journal of operational research : EJOR
49
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49
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42
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41
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Finance research letters
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International review of economics & finance : IREF
33
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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Kredit und Kapital
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ECONIS (ZBW)
48
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1
Why you should never use the Hodrick-Prescott filter
Hamilton, James D.
- In:
The review of economics and statistics
100
(
2018
)
5
,
pp. 831-843
Persistent link: https://www.econbiz.de/10011959934
Saved in:
2
The explicit formula for the Hodrick-Prescott filter in a finite sample
Cornea-Madeira, Adriana
- In:
The review of economics and statistics
99
(
2017
)
2
,
pp. 314-318
Persistent link: https://www.econbiz.de/10011781053
Saved in:
3
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
4
The econometrics of the Hodrick-Prescott filter
Jong, Robert M. de
;
Sakarya, Neslihan
- In:
The review of economics and statistics
98
(
2016
)
2
,
pp. 310-317
Persistent link: https://www.econbiz.de/10011477245
Saved in:
5
Optimal use of labor market policies : the role of job search assistance
Wunsch, Conny
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 1030-1045
Persistent link: https://www.econbiz.de/10010126863
Saved in:
6
Dynamic hierarchical factor models
Mönch, Emanuel
;
Ng, Serena
;
Potter, Simon M.
- In:
The review of economics and statistics
95
(
2013
)
5
,
pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
Saved in:
7
International evidence on sticky consumption growth
Carroll, Chris
;
Slacalek, Jirka
;
Sommer, Martin
- In:
The review of economics and statistics
93
(
2011
)
4
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10009379821
Saved in:
8
Simultaneous confidence regions for impulse responses
Jordà, Òscar
- In:
The review of economics and statistics
91
(
2009
)
3
,
pp. 629-647
Persistent link: https://www.econbiz.de/10003880349
Saved in:
9
Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 840
Persistent link: https://www.econbiz.de/10002223498
Saved in:
10
Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
Mikosch, Thomas
;
Starica, Catalin
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 378-390
Persistent link: https://www.econbiz.de/10002018201
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