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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
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Time series analysis
Stochastic process
Theorie
568
Theory
568
Estimation theory
131
Schätztheorie
131
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131
Estimation
72
Schätzung
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McAleer, Michael
6
Spanos, Aris
6
Phillips, Peter C. B.
5
Taylor, Robert
5
Andreou, Elena
4
Asai, Manabu
4
Franses, Philip Hans
4
Kilian, Lutz
4
Psaradakis, Zacharias G.
4
Dagum, Estela Bee
3
Maasoumi, Esfandiar
3
Proietti, Tommaso
3
Yu, Jun
3
Amsler, Christine Elaine
2
Ashley, Richard A.
2
Audrino, Francesco
2
Bordignon, Silvano
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Domínguez, Manuel A.
2
Gouriéroux, Christian
2
Granger, C. W. J.
2
Harvey, David I.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kapetanios, George
2
Kočenda, Evžen
2
Leybourne, Stephen James
2
Li, Hongyi
2
Liesenfeld, Roman
2
Maddala, Gangadharrao S.
2
McElroy, Tucker
2
Osborn, Denise R.
2
Pesaran, M. Hashem
2
Politis, Dimitris N.
2
Schmidt, Peter
2
Teräsvirta, Timo
2
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Econometric reviews
European journal of operational research : EJOR
482
Journal of econometrics
392
International journal of forecasting
312
Economics letters
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
265
Journal of forecasting
230
Econometric theory
214
Discussion paper / Tinbergen Institute
210
Insurance / Mathematics & economics
171
Computers & operations research : and their applications to problems of world concern ; an international journal
153
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145
International journal of production research
142
Finance and stochastics
134
Journal of economic dynamics & control
132
International journal of theoretical and applied finance
123
Operations research
117
Applied economics
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Computational economics
106
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
104
Operations research letters
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
CREATES research paper
101
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99
Journal of applied econometrics
95
International journal of production economics
92
NBER Working Paper
91
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Working paper / National Bureau of Economic Research, Inc.
91
Risks : open access journal
87
Discussion papers of interdisciplinary research project 373
84
Energy economics
83
NBER working paper series
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Applied economics letters
81
Mathematics of operations research
80
SFB 649 discussion paper
79
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ECONIS (ZBW)
169
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1
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:
2
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
3
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
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
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
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
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
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