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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The econometrics journal"
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Time series analysis
Theorie
1,222
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1,222
Estimation theory
263
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263
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232
Estimation
166
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166
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Taylor, Robert
10
Franses, Philip Hans
8
Phillips, Peter C. B.
7
Leybourne, Stephen James
6
Spanos, Aris
6
Harvey, David I.
5
Proietti, Tommaso
5
Andreou, Elena
4
Granger, C. W. J.
4
Kilian, Lutz
4
Osborn, Denise R.
4
Psaradakis, Zacharias G.
4
Cubadda, Gianluca
3
Dagum, Estela Bee
3
Hodgson, Douglas J.
3
Johansen, Søren
3
Maasoumi, Esfandiar
3
Maddala, Gangadharrao S.
3
McAleer, Michael
3
McElroy, Tucker
3
Newbold, Paul
3
Perron, Pierre
3
Urbain, Jean-Pierre
3
Asai, Manabu
2
Ashley, Richard A.
2
Audrino, Francesco
2
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2
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2
Cavaliere, Giuseppe
2
Dijk, Dick van
2
Engsted, Tom
2
Gil-Alaña, Luis A.
2
Grigoletto, Matteo
2
He, Changli
2
Hecq, Alain W. J.
2
Hendry, David F.
2
Horváth, Lajos
2
Jawadi, Fredj
2
Kapetanios, George
2
Koopman, Siem Jan
2
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Econometric reviews
Oxford bulletin of economics and statistics
The econometrics journal
Journal of econometrics
326
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
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223
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190
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168
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103
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102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
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94
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89
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78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
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60
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45
SFB 649 discussion paper
45
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41
Econometrics : open access journal
41
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41
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ECONIS (ZBW)
231
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1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
4
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
5
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
6
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
7
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
Casoli, Chiara
;
Lucchetti, Riccardo
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 494-514
Persistent link: https://www.econbiz.de/10013253846
Saved in:
8
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
9
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
10
Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
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