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person:"Engle, Robert F."
subject:"Time series analysis"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
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Engle, Robert F.
Stock, James H.
4
Watson, Mark W.
4
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2
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2
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2
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ECONIS (ZBW)
6
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1
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
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2
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
3
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
4
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
5
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
6
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
-
1974
Persistent link: https://www.econbiz.de/10000646437
Saved in:
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