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subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Theorie
35
Theory
35
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13
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11
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11
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11
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11
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Engle, Robert F.
Gil-Alaña, Luis A.
61
Koopman, Siem Jan
59
Franses, Philip Hans
53
Caporale, Guglielmo Maria
51
Phillips, Peter C. B.
50
Härdle, Wolfgang
41
Sibbertsen, Philipp
40
Maravall Herrero, Agustín
39
Pesaran, M. Hashem
37
Kunst, Robert M.
36
Lütkepohl, Helmut
34
Dijk, Herman K. van
33
Teräsvirta, Timo
33
Koop, Gary
32
Feng, Yuanhua
31
McAleer, Michael
31
Lucas, André
30
Beran, Jan
28
Hyndman, Rob J.
28
Marcellino, Massimiliano
27
Swanson, Norman R.
27
Bauwens, Luc
26
Lux, Thomas
25
Robinson, Peter M.
21
Harvey, Andrew C.
20
Schmid, Wolfgang
20
Timmermann, Allan
20
Hallin, Marc
19
Hassler, Uwe
19
Johansen, Søren
19
Saikkonen, Pentti
19
Fried, Roland
18
Weihs, Claus
17
Breitung, Jörg
16
Dijk, Dick van
16
Proietti, Tommaso
16
Gao, Jiti
15
Grassi, Stefano
15
Ravazzolo, Francesco
15
Athanasopoulos, George
14
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Working paper / National Bureau of Economic Research, Inc.
3
Advanced texts in econometrics
2
Discussion paper / Department of Economics, University of California San Diego
1
Journal of econometrics
1
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ECONIS (ZBW)
7
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1
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
2
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
3
ARCH : selected readings
Engle, Robert F.
(
ed.
)
-
1995
Persistent link: https://www.econbiz.de/10013480116
Saved in:
4
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
5
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
6
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
7
Long-run economic relationships : readings in cointegration
Engle, Roger F.
(
contributor
);
Engle, Robert F.
(
ed.
)
-
1991
Persistent link: https://www.econbiz.de/10000330850
Saved in:
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