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subject:"Time series analysis"
~isPartOf:"Economic modelling"
~subject:"Experiment"
~subject:"Schätztheorie"
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Time series analysis
Experiment
Schätztheorie
Theorie
1,635
Theory
1,635
Estimation
191
Schätzung
191
Geldpolitik
145
Monetary policy
145
Zeitreihenanalyse
112
Endogenes Wachstumsmodell
107
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106
General equilibrium
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Allgemeines Gleichgewicht
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Caporale, Guglielmo Maria
3
Kim, Jong-Min
3
Chaiechi, Taha
2
Chang, Tsangyao
2
Gil-Alaña, Luis A.
2
Hall, Stephen G.
2
Kiani, Khurshid M.
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Li, Yong
2
Paradiso, Antonio
2
Pittis, Nikitas
2
Ranjbar, Omid
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Seong, Byeongchan
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Su, Chi-Wei
2
Yoon, Gawon
2
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1
Ahamada, Ibrahim
1
Alamoudi, L.
1
Alanya-Beltran, Willy
1
Alemany, Nuria
1
Amirkhalkhali, Saleh
1
Anatolyev, Stanislav
1
Andrés, Antonio R.
1
Aragó, Vicent
1
Arndt, Channing
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Avdoulas, Christos
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1
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Bhaskara Rao, Buddhavarapu
1
Bhatti, Muhammad Ishaq
1
Boubaker, Heni
1
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1
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1
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Economic modelling
Economics letters
716
Journal of econometrics
650
Journal of economic behavior & organization : JEBO
450
Econometric theory
418
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
392
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
337
Discussion paper / Tinbergen Institute
334
International journal of forecasting
320
Experimental economics : a journal of the Economic Science Association
279
Games and economic behavior
266
Econometric reviews
246
Journal of forecasting
244
Journal of applied econometrics
207
Discussion paper series / IZA
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
188
CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
180
Discussion paper / Center for Economic Research, Tilburg University
177
Working paper / National Bureau of Economic Research, Inc.
175
The review of economics and statistics
165
Applied economics
160
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Journal of economic dynamics & control
151
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Working paper
144
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
143
Oxford bulletin of economics and statistics
141
Management science : journal of the Institute for Operations Research and the Management Sciences
121
Papers on strategic interaction
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Discussion paper
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NBER Working Paper
119
Journal of economic psychology : research in economic psychology and behavioral economics
117
Journal of risk and uncertainty : JRU
115
NBER working paper series
109
Working paper series
109
Applied economics letters
108
The economic journal : the journal of the Royal Economic Society
105
Economic inquiry : journal of the Western Economic Association International
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
126
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
3
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
4
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
5
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
6
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
7
Unit roots in lower-bounded series with outliers
Alanya-Beltran, Willy
- In:
Economic modelling
115
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014228683
Saved in:
8
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
9
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
10
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
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