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Zeitreihenanalyse
84
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83
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59
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29
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29
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11
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Maravall Herrero, Agustín
15
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8
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8
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
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5
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5
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4
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4
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4
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3
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673
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552
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447
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395
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328
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155
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138
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133
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84
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84
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82
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82
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80
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ECONIS (ZBW)
84
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1
Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
-
2012
Persistent link: https://www.econbiz.de/10009764678
Saved in:
2
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
3
Mafia and public spending : evidence on the fiscal multiplier from a quasi-experiment
Acconcia, Antonio
;
Corsetti, Giancarlo
;
Simonelli, Saverio
-
2011
Persistent link: https://www.econbiz.de/10009405340
Saved in:
4
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
Saved in:
5
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238617
Saved in:
6
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238619
Saved in:
7
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut
-
2010
Persistent link: https://www.econbiz.de/10003960209
Saved in:
8
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
9
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867318
Saved in:
10
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
11
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003787656
Saved in:
12
Dynamic factors in the presence of block structure
Hallin, Marc
(
contributor
);
Liška, Roman
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724330
Saved in:
13
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
Saved in:
14
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003652053
Saved in:
15
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
16
The detection of hidden periodicities : a comparison of alternative methods
Artis, Michael J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001967335
Saved in:
17
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Saved in:
18
Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530520
Saved in:
19
Seasonal specific structural time series models
Proietti, Tommaso
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725591
Saved in:
20
Functional weak limit theory for rare outlying events
Georgiev, Iliyan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725653
Saved in:
21
Some reflections on trend-cycle decompositions with correlated components
Proietti, Tommaso
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725655
Saved in:
22
Factor forecasts for the UK
Artis, Michael J.
;
Banerjee, Anindya
;
Marcellino, …
-
2001
Persistent link: https://www.econbiz.de/10001674102
Saved in:
23
Non-parametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
-
2000
Persistent link: https://www.econbiz.de/10001480448
Saved in:
24
Equilibrium unemployment and labour market flows in the UK
Barrell, Ray
;
Riley, Rebecca
-
1999
Persistent link: https://www.econbiz.de/10001389398
Saved in:
25
The European business cycle
Artis, Michael J.
;
Krolzig, Hans-Martin
;
Toro, Juan
-
1999
Persistent link: https://www.econbiz.de/10001437100
Saved in:
26
A new approach to the analysis of shocks and the cycle in a model of output and employment
Krolzig, Hans-Martin
;
Toro, Juan
-
1999
Persistent link: https://www.econbiz.de/10001437105
Saved in:
27
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
28
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994028
Saved in:
29
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
30
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
31
Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
32
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10013420178
Saved in:
33
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model based procedure
Marcellino, Massimiliano
-
1997
Persistent link: https://www.econbiz.de/10000984064
Saved in:
34
Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974037
Saved in:
35
Likelihood analysis of seasonal cointegration
Johansen, Søren
;
Schaumburg, Ernst
-
1997
Persistent link: https://www.econbiz.de/10000974039
Saved in:
36
Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10013420117
Saved in:
37
Likelihood analysis of seasonal cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10013420119
Saved in:
38
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E.
-
1995
Persistent link: https://www.econbiz.de/10000588991
Saved in:
39
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
40
Temporal aggregation of a VARIMAX process
Marcellino, Massimiliano
-
1995
Persistent link: https://www.econbiz.de/10000929264
Saved in:
41
Some consequences of temporal aggregation of a VARIMA process
Marcellino, Massimiliano
-
1995
Persistent link: https://www.econbiz.de/10000929901
Saved in:
42
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E.
-
1995
Persistent link: https://www.econbiz.de/10013420265
Saved in:
43
On the interactions of unit roots and exogeneity
Hendry, David F.
-
1994
Persistent link: https://www.econbiz.de/10000147940
Saved in:
44
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
;
Maravall, Agustín
-
1994
Persistent link: https://www.econbiz.de/10000147942
Saved in:
45
Polynomially cointegrated systems and their representations : a synthesis
Haldrup, Niels
;
Salmon, Mark
-
1994
Persistent link: https://www.econbiz.de/10000147943
Saved in:
46
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
47
Program SEATS : "Signal Extraction in ARIMA Time Series"; instructions for the user
Maravall, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000150746
Saved in:
48
Estimation error and the specification of unobserved component models
Maravall, Agustín
;
Planas, Christophe
-
1994
Persistent link: https://www.econbiz.de/10000151454
Saved in:
49
On the interactions of unit roots and exogeneity
Hendry, David F.
-
1994
Persistent link: https://www.econbiz.de/10013420250
Saved in:
50
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
Saved in:
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