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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~subject:"Börsenkurs"
~subject:"Kointegration"
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Zeitreihenanalyse
Börsenkurs
Kointegration
Theorie
568
Theory
568
Estimation theory
131
Schätztheorie
131
Time series analysis
131
Estimation
72
Schätzung
72
Statistical test
70
Statistischer Test
70
Stochastic process
57
Stochastischer Prozess
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Statistical theory
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Spanos, Aris
6
Taylor, Robert
6
Maasoumi, Esfandiar
5
Phillips, Peter C. B.
5
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Dagum, Estela Bee
3
Harvey, David I.
3
Johansen, Søren
3
Leybourne, Stephen James
3
Maddala, Gangadharrao S.
3
McAleer, Michael
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Ashley, Richard A.
2
Audrino, Francesco
2
Baltagi, Badi H.
2
Cavaliere, Giuseppe
2
Granger, C. W. J.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Kapetanios, George
2
Kočenda, Evžen
2
Kurozumi, Eiji
2
Li, Hongyi
2
McElroy, Tucker
2
Moon, Hyungsik Roger
2
Osborn, Denise R.
2
Palm, Franz C.
2
Park, Joon Y.
2
Pesaran, M. Hashem
2
Politis, Dimitris N.
2
Saikkonen, Pentti
2
Shin, Yongcheol
2
Teräsvirta, Timo
2
Urbain, Jean-Pierre
2
Xiao, Zhijie
2
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Econometric reviews
Journal of econometrics
405
Economics letters
375
International journal of forecasting
327
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of forecasting
261
NBER working paper series
259
Working paper / National Bureau of Economic Research, Inc.
253
NBER Working Paper
221
Econometric theory
219
Discussion paper / Tinbergen Institute
204
Economic modelling
191
Applied economics
188
The journal of finance : the journal of the American Finance Association
150
Journal of economic dynamics & control
137
The review of financial studies
137
Journal of banking & finance
136
Discussion paper / Centre for Economic Policy Research
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
Applied economics letters
133
Journal of financial economics
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of empirical finance
117
Finance research letters
116
Journal of applied econometrics
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
116
Working paper
109
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
108
Computational economics
103
International review of financial analysis
99
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
93
CESifo working papers
91
Working paper / Department of Econometrics and Business Statistics, Monash University
89
CREATES research paper
87
International review of economics & finance : IREF
87
EUI working paper / ECO
84
SFB 649 discussion paper
78
Cowles Foundation discussion paper
76
The North American journal of economics and finance : a journal of financial economics studies
75
Energy economics
74
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ECONIS (ZBW)
174
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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
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
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
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:
8
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:
9
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
Saved in:
10
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
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