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subject:"Statistical theory"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type:"article"
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Statistical theory
Zeitreihenanalyse
Theorie
186
Theory
186
Estimation
64
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64
Time series analysis
57
Forecasting model
46
Prognoseverfahren
46
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Li, Wai Keung
3
Marcellino, Massimiliano
3
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2
Horváth, Lajos
2
McElroy, Tucker
2
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
174
Journal of econometrics
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Economics letters
73
Economic modelling
61
Computational economics
58
Applied economics
43
Energy economics
42
Econometric reviews
41
Journal of forecasting
41
European journal of operational research : EJOR
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Finance research letters
33
Journal of empirical finance
30
Journal of economic dynamics & control
27
Journal of time series econometrics
27
Econometric theory
24
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Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
18
Insurance / Mathematics & economics
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International review of economics & finance : IREF
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Applied economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
International journal of production research
14
Journal of banking & finance
13
International review of financial analysis
11
International journal of production economics
10
Jahrbücher für Nationalökonomie und Statistik
10
Journal of quantitative economics
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Journal of the Operational Research Society
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Research in international business and finance
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9
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of financial engineering
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Journal of macroeconomics
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
57
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1
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
2
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
3
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
Saved in:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
6
Bootstrap tests for high-dimensional white-noise
Wang, Lengyang
;
Kong, Efang
;
Xia, Yingcun
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 241-254
Persistent link: https://www.econbiz.de/10013540816
Saved in:
7
A new approach to dating the reference cycle
Camacho, Maximo
;
Gadea, María Dolores
;
Gómez-Loscos, Ana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 66-81
Persistent link: https://www.econbiz.de/10012804088
Saved in:
8
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
9
Prediction in locally stationary time series
Dette, Holger
;
Wu, Weichi
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 370-381
Persistent link: https://www.econbiz.de/10012804122
Saved in:
10
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10013534032
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