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subject:"Zeitreihenanalyse"
~isPartOf:"Economic inquiry : journal of the Western Economic Association International"
~isPartOf:"Economics letters"
~subject:"United States"
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Zeitreihenanalyse
United States
Theorie
5,979
Theory
5,979
Estimation theory
388
Schätztheorie
388
USA
319
Time series analysis
277
Game theory
247
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247
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244
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215
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Franses, Philip Hans
9
Hecq, Alain W. J.
6
Hassler, Uwe
5
Schmidt, Peter
5
Evans, Paul D.
4
Lee, Junsoo
4
Peel, David
4
Sibbertsen, Philipp
4
Ōgaki, Masao
4
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Lee, Hahn-shik
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Newbold, Paul
3
Shin, Yongcheol
3
Wright, Jonathan H.
3
Wu, Yangru
3
Yang, Minxian
3
Abeysinghe, Tilak
2
Allgood, Sam Anthony
2
Amsler, Christine Elaine
2
Baldwin, Marjorie L.
2
Baum, Christopher F.
2
Bewley, Ronald A.
2
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2
Caglayan, Mustafa
2
Camacho, Maximo
2
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2
Crato, Nuno
2
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2
Dezhbakhsh, Hashem
2
Diebold, Francis X.
2
Duca, John V.
2
Eroğlu, Burak Alparslan
2
Fleissig, Adrian R.
2
Gençay, Ramazan
2
Giles, David E. A.
2
Grant, Darren
2
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Economic inquiry : journal of the Western Economic Association International
Economics letters
Working paper / National Bureau of Economic Research, Inc.
1,402
Journal of econometrics
408
Discussion paper / Centre for Economic Policy Research
388
European journal of operational research : EJOR
382
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
International journal of forecasting
328
The American economic review
311
Working paper
281
Applied economics
258
Journal of forecasting
255
The review of economics and statistics
255
American journal of agricultural economics
250
The review of financial studies
229
Discussion paper / Tinbergen Institute
226
Computers & operations research : and their applications to problems of world concern ; an international journal
217
The journal of finance : the journal of the American Finance Association
217
Journal of monetary economics
202
Econometric theory
200
Journal of political economy
184
Discussion paper series / IZA
183
CESifo working papers
182
Southern economic journal
172
Finance and economics discussion series
165
Journal of economic dynamics & control
165
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
164
International journal of production research
164
Journal of money, credit and banking : JMCB
164
Journal of applied econometrics
163
Journal of banking & finance
162
Economic modelling
161
Econometric reviews
160
Applied economics letters
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Journal of financial economics
141
Journal of macroeconomics
139
The economic journal : the journal of the Royal Economic Society
138
International economic review
135
NBER working paper series
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
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ECONIS (ZBW)
577
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1
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
2
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
3
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
4
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
5
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
6
The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
- In:
Economics letters
222
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014231909
Saved in:
7
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
8
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
- In:
Economics letters
213
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013442120
Saved in:
9
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu
;
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Saved in:
10
Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun
;
Law, Keith K. F.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
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