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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economic modelling"
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Zeitreihenanalyse
Theorie
4,352
Theory
4,352
Estimation
382
Schätzung
382
Game theory
246
Spieltheorie
245
Geldpolitik
231
Monetary policy
231
Time series analysis
220
United States
178
USA
177
Economic growth
176
Wirtschaftswachstum
171
Portfolio selection
157
Portfolio-Management
157
Forecasting model
154
Prognoseverfahren
154
Endogenes Wachstumsmodell
147
Endogenous growth model
147
Risiko
141
Risk
141
Cooperative game
140
Kooperatives Spiel
140
Mathematical programming
139
Mathematische Optimierung
139
General equilibrium
138
Allgemeines Gleichgewicht
137
Volatility
136
Volatilität
135
Welt
131
World
131
Börsenkurs
119
Share price
119
Experiment
107
Simulation
107
Fiscal policy
106
Finanzpolitik
105
Estimation theory
103
Schätztheorie
103
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Undetermined
76
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8
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Article
179
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41
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179
Aufsatz in Zeitschrift
179
Arbeitspapier
41
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41
Graue Literatur
35
Non-commercial literature
35
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1
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1
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English
220
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Werker, Bas J. M.
9
Gil-Alaña, Luis A.
7
Drost, Feike C.
6
Caporale, Guglielmo Maria
5
Akker, Ramon van den
4
Cook, Steven
4
Nijman, Theodore E.
4
Steel, Mark F. J.
4
Chang, Tsangyao
3
Franses, Philip Hans
3
Hallin, Marc
3
Kim, Jong-Min
3
Koopman, Siem Jan
3
Yoon, Gawon
3
Bahmani-Oskooee, Mohsen
2
Bierens, Herman J.
2
Bukenya, James
2
Burns, Kelly
2
Carcel, Hector
2
Chaiechi, Taha
2
Croux, Christophe
2
Durbin, James
2
Einmahl, John H. J.
2
Fukuda, Kosei
2
Giles, David E. A.
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Klaassen, Franc
2
Kuo, Chen-Yin
2
Li, Yong
2
Mahieu, Koen
2
Matsuki, Takashi
2
Moosa, Imad A.
2
Paradiso, Antonio
2
Paudel, Krishna P.
2
Payne, James E.
2
Pittis, Nikitas
2
Ranjbar, Omid
2
Seong, Byeongchan
2
Shin, Dong-wan
2
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Center for Economic Research <Tilburg>
2
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Applied economics letters
Discussion paper / Center for Economic Research, Tilburg University
Economic modelling
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
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Working paper
71
CREATES research paper
70
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
52
NBER working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
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ECONIS (ZBW)
220
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1
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220
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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
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
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
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
5
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:
6
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:
7
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:
8
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:
9
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
10
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:
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