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subject:"Time series analysis"
~person:"Franses, Philip Hans"
~person:"Harvey, Andrew C."
~subject:"United States"
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Time series analysis
United States
Theorie
352
Theory
352
Zeitreihenanalyse
190
Forecasting model
96
Prognoseverfahren
96
Saisonale Schwankungen
68
Seasonal variations
68
Estimation theory
56
Schätztheorie
56
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23
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22
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21
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21
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20
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19
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195
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Franses, Philip Hans
Harvey, Andrew C.
Phillips, Peter C. B.
131
Koopman, Siem Jan
121
Gil-Alaña, Luis A.
117
Caporale, Guglielmo Maria
103
Härdle, Wolfgang
79
Lütkepohl, Helmut
79
Koop, Gary
78
Heckman, James J.
76
Pesaran, M. Hashem
76
Engle, Robert F.
66
Diebold, Francis X.
65
McAleer, Michael
64
Granger, C. W. J.
62
Teräsvirta, Timo
61
Christiano, Lawrence J.
60
Swanson, Norman R.
60
Stock, James H.
59
Mankiw, Nicholas Gregory
55
Maravall Herrero, Agustín
55
Marcellino, Massimiliano
55
Sibbertsen, Philipp
55
Acemoglu, Daron
54
Timmermann, Allan
54
Kunst, Robert M.
51
Dijk, Herman K. van
50
Fabozzi, Frank J.
50
Lucas, André
50
Watson, Mark W.
48
Hassler, Uwe
47
Hyndman, Rob J.
47
Hendry, David F.
46
Mills, Terence C.
46
Bauwens, Luc
45
Ghysels, Eric
45
Hall, Robert Ernest
45
Hallin, Marc
45
Glaeser, Edward L.
44
Proietti, Tommaso
43
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Econometrisch Instituut <Rotterdam>
5
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2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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Report / Econometric Institute, Erasmus University Rotterdam
21
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Econometric Institute research papers
13
Cambridge working papers in economics
10
Discussion paper / Tinbergen Institute
10
Economics letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
6
Journal of forecasting
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
International journal of forecasting
5
Advanced texts in econometrics
4
Econometric reviews
4
Journal of applied econometrics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
An Elgar reference collection
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
ERIM report series research in management
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
Oxford bulletin of economics and statistics
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The economic journal : the journal of the Royal Economic Society
3
The international library of critical writings in econometrics
3
The review of economics and statistics
3
Applied economics
2
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
IHS economics series : working paper
2
Macroeconomic dynamics
2
Reihe Ökonomie
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SSE EFI working paper series in economics and finance
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The econometrics journal
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A companion to economic forecasting
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Advanced Texts in Econometrics Ser
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Advances in econometrics
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ECONIS (ZBW)
196
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196
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
3
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
4
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
5
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:
6
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
7
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
Saved in:
8
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
10
Model-based forecast adjustment : with an illustration to inflation
Franses, Philip Hans
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10011823289
Saved in:
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