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subject:"Time series analysis"
subject:"United States"
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Time series analysis
United States
Estimation theory
172
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43
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43
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Applied economics
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
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Economics letters
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101
Econometric reviews
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
3
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
4
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
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5
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
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6
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
7
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
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8
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
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9
A contribution on the nature and treatment of missing data in large market surveys
Madden, Gary
;
Vicente, María Rosalia
;
Rappoport, Paul N.
; …
- In:
Applied economics
49
(
2017
)
22
,
pp. 2179-2187
Persistent link: https://www.econbiz.de/10011817259
Saved in:
10
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
11
Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
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12
Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
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13
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
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14
On smoothing macroeconomic time series using the modified HP filter
Choudhary, M. Ali
;
Hanif, M. Nadim
;
Iqbal, Javed
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2205-2214
Persistent link: https://www.econbiz.de/10010417302
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15
Median-unbiased estimation of structural change models : an application to real exchange rate persistence
Balli, Hatice Ozer
;
Murray, Christian J.
;
Papell, David H.
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3300-3311
Persistent link: https://www.econbiz.de/10010418033
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16
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
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17
Voter turnout in US presidential elections : does Carville's law explain the time series?
Caporale, Tony
;
Poitras, Marc
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3630-3638
Persistent link: https://www.econbiz.de/10010420005
Saved in:
18
Inflation persistence in central and eastern European countries
Darvas, Zsolt M.
;
Varga, Balázs
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1437-1448
Persistent link: https://www.econbiz.de/10010412516
Saved in:
19
Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Chun, Sungju
;
Perron, Pierre
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3412-3528
Persistent link: https://www.econbiz.de/10010345346
Saved in:
20
Time-varying parameters in the almost ideal demand system and the Rotterdam model : will the best specification please stand up?
Barnett, William A.
;
Kanyama, Isaac Kalonda
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4169-4183
Persistent link: https://www.econbiz.de/10010345747
Saved in:
21
Trend and cyclical decoupling : new estimates based on spectral causality tests and wavelet correlations
Nachane, Dilip M.
;
Dubey, Amlendu Kumar
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4419-4428
Persistent link: https://www.econbiz.de/10010223399
Saved in:
22
MCMC-based estimation of Markov Switching ARMA-GARCH models
Henneke, Jan S.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10009011159
Saved in:
23
Empirical confidence intervals for USDA commodity price forecasts
Isengildina-Massa, Olga
;
Irwin, Scott H.
;
Good, Darrel L.
; …
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3789-3803
Persistent link: https://www.econbiz.de/10009380633
Saved in:
24
Inflation and real short-term interest rates - a Kalman filter analysis of the term structure
Chen, Li-Hsueh
- In:
Applied economics
33
(
2001
)
7
,
pp. 855-861
Persistent link: https://www.econbiz.de/10001583564
Saved in:
25
Spurious regressions with stationary series
Granger, C. W. J.
;
Hyung, Namwon
;
Jeon, Yongil
- In:
Applied economics
33
(
2001
)
7
,
pp. 899-904
Persistent link: https://www.econbiz.de/10001583730
Saved in:
26
Measuring efficiency in the public sector using nonparametric frontier estimators : a study of transit agencies in the USA
Nolan, J. F.
;
Ritchie, P. C.
;
Rowcroft, J. E.
- In:
Applied economics
33
(
2001
)
7
,
pp. 913-922
Persistent link: https://www.econbiz.de/10001583816
Saved in:
27
Unit root and cointegration tests : time-series versus panel estimates for international health expenditure models
Okunade, Albert A.
;
Karakus, Mustafa C.
- In:
Applied economics
33
(
2001
)
9
,
pp. 1131-1137
Persistent link: https://www.econbiz.de/10001595340
Saved in:
28
Asymptotics of rend stationary fractionally integrated ARMA models
Chung, Sang-Kuck
- In:
Applied economics
32
(
2000
)
12
,
pp. 1509-1514
Persistent link: https://www.econbiz.de/10001524416
Saved in:
29
Temporal causality and the dynamic interactions between terms of trade and current account deficits in co-integrated VAR processes : further evidence from Ivorian time series
Kouassi, Eugene
(
contributor
)
- In:
Applied economics
31
(
1999
)
1
,
pp. 89-96
Persistent link: https://www.econbiz.de/10001364253
Saved in:
30
Segmented trend modelling of the US GNP series
Bianchi, Marco
- In:
Applied economics
28
(
1996
)
5
,
pp. 531-536
Persistent link: https://www.econbiz.de/10001201628
Saved in:
31
Intervention analysis with cointegrated time series : the case of the Hawaii hotel room tax
Bonham, Carl Stanley
- In:
Applied economics
28
(
1996
)
10
,
pp. 1281-1293
Persistent link: https://www.econbiz.de/10001207646
Saved in:
32
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
- In:
Applied economics
28
(
1996
)
10
,
pp. 1245-1255
Persistent link: https://www.econbiz.de/10001207650
Saved in:
33
Real exchange rates and structural breaks
Dropsy, Vincent
- In:
Applied economics
28
(
1996
)
2
,
pp. 209-219
Persistent link: https://www.econbiz.de/10001195580
Saved in:
34
The seasonal unit root structure in New Zealand macroeconomic variables
McDougall, R. Stuart
- In:
Applied economics
27
(
1995
)
9
,
pp. 817-827
Persistent link: https://www.econbiz.de/10001185540
Saved in:
35
A model of attrition and income for dynamic longitudinal surveys
Tin, Jan S.
- In:
Applied economics
27
(
1995
)
8
,
pp. 705-717
Persistent link: https://www.econbiz.de/10001186632
Saved in:
36
Cointegration results of farm incomes and production costs in US agriculture
Devadoss, Stephen
- In:
Applied economics
27
(
1995
)
12
,
pp. 1145-1151
Persistent link: https://www.econbiz.de/10001193032
Saved in:
37
Single-equation maximum likelihood estimates of the cointegrating vector in a dollar-lira exchange rate model
Cushman, David O.
- In:
Applied economics
25
(
1993
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10001136306
Saved in:
38
Estimating labour supply disequilibrium with fixed-effects random-coefficients regression
Conway, Karen Smith
- In:
Applied economics
24
(
1992
)
7
,
pp. 781-789
Persistent link: https://www.econbiz.de/10001133004
Saved in:
39
Unit root tests of the current account balance : implications for international capital mobility
Gundlach, Erich
;
Sinn, Stefan
- In:
Applied economics
24
(
1992
)
6
,
pp. 617-625
Persistent link: https://www.econbiz.de/10001133027
Saved in:
40
Estimating VAR models under non-stationarity and cointegration : alternative approaches for forecasting cattle prices
Fanchon, Phillip
- In:
Applied economics
24
(
1992
)
2
,
pp. 207-217
Persistent link: https://www.econbiz.de/10001133091
Saved in:
41
Econometric testing for risk averse behaviour in agriculture
Myers, Robert J.
- In:
Applied economics
21
(
1989
)
4
,
pp. 541-552
Persistent link: https://www.econbiz.de/10001070459
Saved in:
42
Regional welfare loss measures of the 1973 oil embargo : a numer. methods approach
Hayes, Kathy Jean
- In:
Applied economics
19
(
1987
)
10
,
pp. 1317-1327
Persistent link: https://www.econbiz.de/10001047345
Saved in:
43
The effect of data revisions and additional observations on time-series estimates
Stekler, H. O.
- In:
Applied economics
19
(
1987
)
3
,
pp. 347-353
Persistent link: https://www.econbiz.de/10003686108
Saved in:
44
The link between monetary uncertainty and GNP : some direct estimates
Belongia, Michael T.
- In:
Applied economics
19
(
1987
)
8
,
pp. 1059-1064
Persistent link: https://www.econbiz.de/10003487963
Saved in:
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