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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
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Zeitreihenanalyse
Theorie
4,717
Theory
4,717
Estimation theory
693
Schätztheorie
693
Time series analysis
582
Estimation
310
Schätzung
310
Monetary policy
285
Geldpolitik
284
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220
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220
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132
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Article
575
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7
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578
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578
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9
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7
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582
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Phillips, Peter C. B.
26
Hong, Yongmiao
10
Lütkepohl, Helmut
10
Koop, Gary
8
Linton, Oliver
8
Saikkonen, Pentti
8
Xiao, Zhijie
8
Yu, Jun
8
Park, Joon Y.
7
Robinson, Peter M.
7
Swanson, Norman R.
7
Taylor, Robert
7
Chambers, Marcus J.
6
Chan, Joshua
6
Chen, Xiaohong
6
Hallin, Marc
6
Johansen, Søren
6
Jong, Robert M. de
6
Mariano, Roberto S.
6
Perron, Pierre
6
Velasco, Carlos
6
Bierens, Herman J.
5
Breitung, Jörg
5
Chen, Bin
5
Choi, In
5
Lieberman, Offer
5
Moon, Hyungsik Roger
5
Teräsvirta, Timo
5
Vogelsang, Timothy J.
5
Zakoïan, Jean-Michel
5
Abadir, Karim Maher
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Corradi, Valentina
4
Diebold, Francis X.
4
Fan, Yanqin
4
Francq, Christian
4
Franses, Philip Hans
4
Gao, Jiti
4
Gonzalo, Jesús
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Econometric theory
Journal of econometrics
Journal of economic dynamics & control
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Working paper
71
CREATES research paper
70
Applied economics letters
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
59
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
52
NBER working paper series
51
Tinbergen Institute Discussion Paper
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
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ECONIS (ZBW)
582
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1
Consistent model specification tests for time series econometric models
Li, Qi
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
Saved in:
2
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
Saved in:
3
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
Saved in:
4
Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
Saved in:
5
Panel estimates of the gender earnings gap : individual-specific intercept and individual-specific slope models
Polachek, Solomon W.
- In:
Journal of econometrics
61
(
1994
),
pp. 23-42
Persistent link: https://www.econbiz.de/10001331774
Saved in:
6
An econometric analysis of nonsynchronous trading
Lo, Andrew W.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
Saved in:
7
Analysis of time series subject to changes in regime
Hamilton, James D.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 39-70
Persistent link: https://www.econbiz.de/10001332080
Saved in:
8
Technical progress and aggregate fluctuations
Hansen, Gary D.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1005-1023
Persistent link: https://www.econbiz.de/10001335985
Saved in:
9
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
10
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 193-221
Persistent link: https://www.econbiz.de/10001336797
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