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subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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95
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67
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Gil-Alaña, Luis A.
5
Cook, Steven
4
Caporale, Guglielmo Maria
3
Bukenya, James
2
Carcel, Hector
2
Fukuda, Kosei
2
Giles, David E. A.
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Balcombe, Kelvin G.
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Baldé, Thierno A.
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Belaire-Franch, Jorge
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Brooks, Robert
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Burns, Kelly
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Caetano, Sidney Martins
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Cai, Yifei
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Callot, Laurent
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1
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Applied economics letters
Journal of econometrics
326
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275
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235
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221
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190
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168
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
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102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
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94
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89
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
Saved in:
5
Robust coherence analysis for long-memory processes
Lim, Yaeji
;
Oh, Hee-Seok
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 335-342
Persistent link: https://www.econbiz.de/10012484990
Saved in:
6
Use of panel time-series data with cross-section dependence in evaluating farmland valuation : a cautionary note
Tayebi, Zahra
;
Onel, Gulcan
;
Moss, Charles B.
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 487-492
Persistent link: https://www.econbiz.de/10012485055
Saved in:
7
Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian
- In:
Applied economics letters
26
(
2019
)
4
,
pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
Saved in:
8
Unemployment persistence in EU countries : new evidence using bounded unit root tests
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 807-810
Persistent link: https://www.econbiz.de/10012129867
Saved in:
9
Nonlinear trend stationarity in global and hemispheric temperatures
Lai, Kon-sun
;
Yoon, Mann J.
- In:
Applied economics letters
25
(
2018
)
1
,
pp. 15-18
Persistent link: https://www.econbiz.de/10011853576
Saved in:
10
Asymmetric effects of shocks on TFP
Arbex, Marcelo
;
Caetano, Sidney Martins
;
Souza, Michel …
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 206-210
Persistent link: https://www.econbiz.de/10011853843
Saved in:
11
A new unit root test based on F-statistic in ESTAR framework
Wang, Shaoping
;
Yu, Jiyu
- In:
Applied economics letters
24
(
2017
)
19
,
pp. 1412-1416
Persistent link: https://www.econbiz.de/10011852649
Saved in:
12
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
13
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
Saved in:
14
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 486-493
Persistent link: https://www.econbiz.de/10011627706
Saved in:
15
Sustainability of current accounts : evidence from the quantile unit-root test
Kuo, Chen-Yin
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 747-755
Persistent link: https://www.econbiz.de/10011628492
Saved in:
16
Does the unemployment invariance hypothesis hold for Romania?
Oţoiu, Adrian
;
Ţiţan, Emilia
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 884-887
Persistent link: https://www.econbiz.de/10011629185
Saved in:
17
A simple IID test for autoregressive conditional duration models
Yang, Wei
;
Chen, Fei
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1026-1028
Persistent link: https://www.econbiz.de/10011629494
Saved in:
18
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
19
Revisiting unit roots in divorce rates
Korhonen, Marko
;
Puhakka, Mikko
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 628-631
Persistent link: https://www.econbiz.de/10010529429
Saved in:
20
World energy intensity revisited : a cluster analysis
Yu, Yihua
;
Zhang, Yonghui
;
Song, Feng
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1158-1169
Persistent link: https://www.econbiz.de/10011312151
Saved in:
21
Forecasting gold-price fluctuations : a real-time boosting approach
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 46-50
Persistent link: https://www.econbiz.de/10010482090
Saved in:
22
Long-memories and mean breaks in realized volatilities
Song, Hyejin
;
Shin, Dong-wan
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
Saved in:
23
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
24
The typical spectral shape of an economic variable : a visual guide
Medel, Carlos A.
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 1017-1024
Persistent link: https://www.econbiz.de/10010418259
Saved in:
25
Smooth transitions, asymmetric adjustment and unit roots
Cuestas, Juan Carlos
;
Ordóñez, Javier
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 969-972
Persistent link: https://www.econbiz.de/10010418290
Saved in:
26
Testing for random walk behaviour in CIVETS exchange rates
Almudhaf, Fahad
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 60-63
Persistent link: https://www.econbiz.de/10010238285
Saved in:
27
The monetary model of exchange rates is better than the random walk in out-of-sample forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1293-1297
Persistent link: https://www.econbiz.de/10010198467
Saved in:
28
Detection of anticipated structural changes in a rational expectations environment
Uzeda, Luis
;
Jones, Callum
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1322-1327
Persistent link: https://www.econbiz.de/10010202917
Saved in:
29
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 316-319
Persistent link: https://www.econbiz.de/10009706792
Saved in:
30
Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A.
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 480-484
Persistent link: https://www.econbiz.de/10009709365
Saved in:
31
Estimating import demand in the presence of seasonal trade and unobserved prices
Muhammad, Andrew
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 446-451
Persistent link: https://www.econbiz.de/10009709380
Saved in:
32
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Saved in:
33
Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.
;
Godwin, Ryan T.
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
Saved in:
34
A Monte Carlo study to compare two recent modifications of the KPSS test for near integration
Ayuda Bosque, María Isabel
;
Aznar Grasa, Antonio
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1759-1764
Persistent link: https://www.econbiz.de/10009383296
Saved in:
35
Residual-based block bootstrap for cointegration testing
Amador, Rosa Badillo
;
Belaire-Franch, Jorge
;
Reverte, …
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 999-1003
Persistent link: https://www.econbiz.de/10008698432
Saved in:
36
Serial correlation, drift and range unit root testing
Cook, Steven
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 939-944
Persistent link: https://www.econbiz.de/10008698548
Saved in:
37
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
38
Unit root tests with smooth breaks : an application to the Nelson-Plosser data set
Pascalau, Razvan
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 565-570
Persistent link: https://www.econbiz.de/10003980242
Saved in:
39
Hotel tax receipts and the "Midnight in the garden of good and evil" : a time series intervention seasonal ARIMA model with time-varying variance
Toma, Michael
;
Mc Grath, Richard D.
;
Payne, James E.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 653-656
Persistent link: https://www.econbiz.de/10003854737
Saved in:
40
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : a further note
Lim, Kian-Ping
;
Brooks, Robert
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 649-652
Persistent link: https://www.econbiz.de/10003842992
Saved in:
41
The Reichsbank: a nonparametric modelling of historical time series
Chikhi, Mohamed
;
Diebolt, Claude
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1409-1414
Persistent link: https://www.econbiz.de/10003894269
Saved in:
42
On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S.
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
Saved in:
43
Further evidence on purchasing power parity over two centuries with multiple changes in persistence
Yoon, Gawon
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1093-1096
Persistent link: https://www.econbiz.de/10003801236
Saved in:
44
Power comparison of invariant unit root tests
Vougas, Dimitrios V.
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 509-512
Persistent link: https://www.econbiz.de/10003741289
Saved in:
45
Kuznets inverted-U hypothesis revisited : a time-series approach using US data
Bahmani-Oskooee, Mohsen
;
Gelan, A.
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 677-681
Persistent link: https://www.econbiz.de/10003741618
Saved in:
46
The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
Saved in:
47
Further results on the detection of changes in persistence in linear time series
Cook, Steven
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 145-150
Persistent link: https://www.econbiz.de/10003448445
Saved in:
48
Modelling swine supply response using a structural time series approach
Adhukari, Murali
;
Paudel, Krishna P.
;
Paudel, Laxmi
; …
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 467-472
Persistent link: https://www.econbiz.de/10003512137
Saved in:
49
Evaluating forecasting accuracy of the temporally aggregated space-time autoregressive model
Percoco, Marco
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 637-641
Persistent link: https://www.econbiz.de/10003512292
Saved in:
50
A test for the export-led growth hypothesis in possible integrated vector autoregressions
Huang, Tai-hsin
;
Wang, Mei-hui
- In:
Applied economics letters
14
(
2007
)
13/15
,
pp. 999-1003
Persistent link: https://www.econbiz.de/10003606724
Saved in:
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