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subject:"Time series analysis"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Welfare analysis"
~subject:"Zeitreihenanalyse"
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Time series analysis
Welfare analysis
Zeitreihenanalyse
Theorie
420
Theory
420
Estimation theory
83
Schätztheorie
83
Estimation
59
Schätzung
59
Experiment
55
Stochastic process
54
Stochastischer Prozess
54
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Game theory
41
Regression analysis
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Regressionsanalyse
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Spieltheorie
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Deutschland
40
Germany
40
Statistical test
29
Statistischer Test
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PC software
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PC-Software
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Volatility
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Volatilität
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Börsenkurs
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Cointegration
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Kointegration
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Share price
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Auction theory
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Auktionstheorie
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Einheitswurzeltest
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Unit root test
21
USA
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United States
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XploRe
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Statistical theory
16
Statistische Methodenlehre
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Statistical distribution
15
Statistische Verteilung
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63
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English
62
German
1
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Härdle, Wolfgang
10
Gil-Alaña, Luis A.
9
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Breitung, Jörg
5
Lanne, Markku
4
Spokojnyj, Vladimir G.
4
Tschernig, Rolf
4
Candelon, Bertrand
3
Kleinow, Torsten
3
Yang, Lijian
3
Chen, Song Xi
2
Herwartz, Helmut
2
Nakano, Junji
2
Salau, M. O.
2
Tjostheim, Dag
2
Yamamoto, Yoshikazu
2
Beine, Michel
1
Bunke, Olaf
1
Caporale, Guglielmo Maria
1
Choi, In
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Fengler, Matthias
1
Franke, Jürgen
1
Föllmer, Hans
1
Grammig, Joachim
1
Grimm, Veronika
1
Gómez, Víctor
1
Güth, Werner
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Hafner, Christian M.
1
Hall, Peter
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Hjellvik, Vidar
1
Hoffmann, M.
1
Horowitz, Joel
1
Huck, Steffen
1
Karlsen, Hans Arnfinn
1
Knoth, Sven
1
Knust, Florian
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Konrad, Kai A.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics letters
362
Working paper / National Bureau of Economic Research, Inc.
350
NBER working paper series
329
Journal of econometrics
328
NBER Working Paper
324
International journal of forecasting
303
CESifo working papers
290
Discussion paper / Centre for Economic Policy Research
269
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Discussion paper / Tinbergen Institute
201
Econometric theory
190
Economic modelling
178
Working paper
142
Econometric reviews
132
Journal of economic dynamics & control
113
Applied economics
111
Discussion paper series / IZA
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
91
CESifo Working Paper Series
89
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
82
Applied economics letters
81
Journal of macroeconomics
80
Review of international economics
80
Journal of international economics
78
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Energy economics
76
Discussion paper
75
Computational economics
73
CREATES research paper
71
Cowles Foundation discussion paper
68
EUI working paper / ECO
67
Working paper series
67
International review of economics & finance : IREF
66
Journal of economics
66
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ECONIS (ZBW)
63
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1
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
On the effects of aggregating cointegrated variables over time
Müller-Kademann, Christian
-
2002
Persistent link: https://www.econbiz.de/10001656711
Saved in:
3
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Statistical process control
Knoth, Sven
-
2002
Persistent link: https://www.econbiz.de/10001684939
Saved in:
6
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
Wolters, Jürgen
-
2002
Persistent link: https://www.econbiz.de/10012878359
Saved in:
7
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001582163
Saved in:
8
Bootstrap methods for time series
Härdle, Wolfgang
;
Horowitz, Joel
;
Kreiß, Jens-Peter
-
2001
Persistent link: https://www.econbiz.de/10001606200
Saved in:
9
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
10
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
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