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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
84
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Phillips, Peter C. B.
13
Engle, Robert F.
4
Tauchen, George Eugene
4
White, Halbert
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3
Hong, Yongmiao
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
673
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
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331
Discussion paper / Tinbergen Institute
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320
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
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138
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Oxford bulletin of economics and statistics
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International Journal of Energy Economics and Policy : IJEEP
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1
Nonparametric estimation of triangular simultaneous equations models
Newey, Whitney K.
;
Powell, James L.
;
Vella, Francis
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 565-603
Persistent link: https://www.econbiz.de/10001378231
Saved in:
2
Conventional confidence intervals for points on spectrum have confidence level zero
Faust, Jon
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 629-637
Persistent link: https://www.econbiz.de/10001378261
Saved in:
3
Explaining investment dynamics in US manufacturing : a generalized (S,s) approach
Caballero, Ricardo J.
;
Engel, Eduardo
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
4
,
pp. 783-826
Persistent link: https://www.econbiz.de/10001390140
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4
The influence of VAR dimensions on estimator biases
Abadir, Karim Maher
;
Hadri, Kaddour
;
Tzavalis, Elias
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001256083
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5
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
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6
Exactly median-unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 139-165
Persistent link: https://www.econbiz.de/10001139699
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7
Understanding unit rooters : a helicopter tour
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937
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8
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
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9
The relative importance of permanent and transitory components : identification and some theoretical bounds
Quah, Danny
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 107-118
Persistent link: https://www.econbiz.de/10001121807
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10
Integration versus trend stationarity in time series
DeJong, David Neil
(
contributor
)
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 423-433
Persistent link: https://www.econbiz.de/10001124363
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