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subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Härdle, Wolfgang"
~person:"Lucas, André"
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Time series analysis
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Härdle, Wolfgang
Lucas, André
Phillips, Peter C. B.
15
Koop, Gary
8
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Xiao, Zhijie
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Journal of econometrics
Discussion paper / Tinbergen Institute
27
SFB 649 discussion paper
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
7
Universitext
7
CORE discussion paper : DP
3
International journal of forecasting
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Report / Econometric Institute, Erasmus University Rotterdam
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Report / Erasmus Center for Financial Research, Erasmus University
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied quantitative finance
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Center for Economic Research, Tilburg University
1
Econometric reviews
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Global COE Hi-Stat discussion paper series
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
Quantitative finance
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
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Spatial economic analysis : the journal of the Regional Studies Association
1
Springer eBook Collection / Mathematics and Statistics
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Springer series in statistics
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SpringerLink / Bücher
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Statistik und ihre Anwendungen
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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1
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
2
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
3
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, André
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 153-173
Persistent link: https://www.econbiz.de/10001174120
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