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source:"econis"
~isPartOf:"Econometric reviews"
~subject:"United States"
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Search: subject_exact:"Time series analysis"
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United States
Time series analysis
218
Zeitreihenanalyse
218
Theorie
131
Theory
131
Estimation theory
87
Schätztheorie
87
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41
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41
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Maasoumi, Esfandiar
3
Abaye, A.
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Carvalho, Alexandre Ywata de
1
Corsi, Fulvio
1
Dagum, Estela Bee
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Favero, Carlo A.
1
Hendry, David F.
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Hillebrand, Eric
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Hoti, Suhejla
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Khotanzad, A.
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1
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1
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1
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1
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Pirgorsch, Uta
1
Proietti, Tommaso
1
Racine, Jeffrey
1
Rusticelli, Elena
1
Skoulakis, Georgios
1
Slottje, Daniel Jonathan
1
Souza, Leonardo Rocha
1
Steel, Mark F. J.
1
Swanson, Norman R.
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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Working paper / National Bureau of Economic Research, Inc.
58
International journal of forecasting
43
Applied economics
41
Journal of macroeconomics
38
Economics letters
37
The review of economics and statistics
37
Journal of applied econometrics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of money, credit and banking : JMCB
31
Discussion paper / Centre for Economic Policy Research
30
The journal of futures markets
29
The journal of finance : the journal of the American Finance Association
27
Working paper
27
Discussion paper / Tinbergen Institute
26
Journal of monetary economics
23
Journal of econometrics
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo working papers
20
Economic modelling
20
Journal of forecasting
20
Applied financial economics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The review of financial studies
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Applied economics letters
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Oxford bulletin of economics and statistics
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CREATES research paper
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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
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Energy economics
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Macroeconomic dynamics
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American journal of agricultural economics
14
Economics and finance working paper series
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Finance and economics discussion series
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Journal of empirical finance
12
NBER working paper series
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Review / Federal Reserve Bank of St. Louis
12
Journal of economic dynamics & control
11
NBER Working Paper
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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1
On the discretization of continuous-time filters for nonstationary stock and flow time series
McElroy, Tucker
;
Trimbur, Thomas M.
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 475-513
Persistent link: https://www.econbiz.de/10009130230
Saved in:
2
Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de
;
Skoulakis, Georgios
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 642-687
Persistent link: https://www.econbiz.de/10008668106
Saved in:
3
The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
4
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
5
On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
Saved in:
6
A robust entropy-based test of asymmetry for discrete and continuous processes
Maasoumi, Esfandiar
;
Racine, Jeffrey
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 246-261
Persistent link: https://www.econbiz.de/10003800738
Saved in:
7
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
8
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
9
The volatility of realized volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
Saved in:
10
Why aggregate long memory time series?
Souza, Leonardo Rocha
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 298-316
Persistent link: https://www.econbiz.de/10003761254
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