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~subject:"Time series analysis"
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Time series analysis
Schätzung
129,723
Estimation
123,568
Theorie
49,237
Theory
48,071
Österreich
42,491
Prognoseverfahren
40,411
Forecasting model
39,424
Zeitreihenanalyse
29,405
Deutschland
23,044
USA
22,522
Austria
22,341
United States
21,395
Germany
19,474
Welt
15,942
World
15,229
Volatilität
12,356
Volatility
12,100
Wirtschaftsprognose
11,555
Börsenkurs
11,513
Kapitaleinkommen
11,368
Capital income
11,329
Schätztheorie
11,316
Share price
11,270
Estimation theory
11,158
Wirtschaftswachstum
10,767
Economic forecast
10,394
Economic growth
10,257
EU-Staaten
9,836
EU countries
9,318
Wirkungsanalyse
8,038
Impact assessment
7,780
Konjunktur
7,750
Business cycle
7,293
Prognose
7,245
Großbritannien
7,231
Kointegration
7,130
Cointegration
7,016
Geldpolitik
7,015
Panel
6,695
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Free
9,600
Undetermined
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Article
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16
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Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
258
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
126
Lütkepohl, Helmut
117
Gupta, Rangan
112
Pesaran, M. Hashem
109
Kapetanios, George
104
Sibbertsen, Philipp
101
Koop, Gary
99
Harvey, Andrew C.
96
Watson, Mark W.
89
Hyndman, Rob J.
88
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
84
Johansen, Søren
82
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
79
Marcellino, Massimiliano
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
60
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National Bureau of Economic Research
195
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Centre for Analytical Finance <Århus>
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
4
Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
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All
Journal of econometrics
672
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
198
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
175
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
110
Journal of economic dynamics & control
110
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
EUI working paper / ECO
83
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
28,123
RePEc
175
EconStor
11
BASE
7
ArchiDok
5
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1
Where is
Austria
's economy heading?
Rostan, Pierre
;
Rostan, Alexandra
- In:
Economic and business review : EBR
22
(
2020
)
1
,
pp. 105-130
Persistent link: https://www.econbiz.de/10012268685
Saved in:
2
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
3
Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
Saved in:
4
Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus
-
2019
Persistent link: https://www.econbiz.de/10012134188
Saved in:
5
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
6
Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa
;
Zhuo, Xingxuan
;
Jiang, Cuixia
;
Liu, Xi
;
Liu, …
- In:
Economic modelling
75
(
2018
),
pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
Saved in:
7
Nowcasting GDP with a large factor model space
Eraslan, Sercan
;
Schröder, Maximilian
-
2019
-time data flow as well as parameter uncertainty and time-varying volatility. In addition, we develop a fast
estimation
algorithm …
Persistent link: https://www.econbiz.de/10012119825
Saved in:
8
A novel spatial mixed frequency forecasting model with application to Chinese regional GDP
Wang, Xianning
;
Dong, Jingrong
;
Xiao, Zhi
;
He, Guanjie
- In:
Romanian journal of economic forecasting
22
(
2019
)
2
,
pp. 54-77
Persistent link: https://www.econbiz.de/10012129010
Saved in:
9
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
10
Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
Saved in:
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