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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
3,117
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3,117
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2,212
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2,207
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1,811
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1,811
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992
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697
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647
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605
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Phillips, Peter C. B.
26
Taylor, Robert
18
Gil-Alaña, Luis A.
17
Leybourne, Stephen James
14
Moosa, Imad A.
14
Linton, Oliver
13
Gupta, Rangan
12
Chen, Xiaohong
10
Koop, Gary
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Harvey, David I.
9
McAleer, Michael
9
Park, Joon Y.
9
Koopman, Siem Jan
8
Perron, Pierre
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Franses, Philip Hans
7
Gao, Jiti
7
Li, Jia
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
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6
Chen, Rong
6
Francq, Christian
6
Hong, Yongmiao
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Newbold, Paul
6
Patton, Andrew J.
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
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5
Bhaskara Rao, Buddhavarapu
5
Bollerslev, Tim
5
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Applied economics
Journal of econometrics
International journal of forecasting
552
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395
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331
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321
Econometric theory
315
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
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Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
174
NBER Working Paper
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CREATES research paper
164
NBER working paper series
159
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
150
Journal of applied econometrics
147
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138
CESifo working papers
133
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126
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111
Journal of economic dynamics & control
110
Econometrics : open access journal
106
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105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
93
EUI working paper / ECO
84
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
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Tinbergen Institute Discussion Paper
79
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
993
USB Cologne (EcoSocSci)
1
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1
Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
4
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
5
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
6
40 years of economic reform : the case of Pudong New Area Open Economic Zone in Shanghai
Seiler, Volker
;
Gilroy, Bernard Michael
;
Peitz, Christian
; …
- In:
Applied economics
55
(
2023
)
16
,
pp. 1845-1858
Persistent link: https://www.econbiz.de/10013555035
Saved in:
7
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
8
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
9
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
10
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
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