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Time series analysis
315
Zeitreihenanalyse
315
Theorie
190
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190
Estimation theory
159
Schätztheorie
159
Einheitswurzeltest
35
Unit root test
35
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Phillips, Peter C. B.
19
Taylor, Robert
11
Saikkonen, Pentti
8
Cavaliere, Giuseppe
6
Gao, Jiti
6
Hong, Yongmiao
6
Johansen, Søren
6
Leybourne, Stephen James
6
Lütkepohl, Helmut
6
Robinson, Peter M.
6
Chambers, Marcus J.
5
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Wang, Qiying
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Li, Qi
3
Lieberman, Offer
3
Lobato, Ignacio N.
3
McCabe, Brendan Peter Martin
3
McElroy, Tucker
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Peng, Liang
3
Poskitt, Donald Stephen
3
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Granger Centre for Time Series Econometrics
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Econometric theory
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
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
217
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
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199
Working paper / Department of Econometrics and Business Statistics, Monash University
190
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177
NBER Working Paper
165
CREATES research paper
164
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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
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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
Physica A: Statistical Mechanics and its Applications
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
93
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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
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ECONIS (ZBW)
315
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91
Sums of exponentials of random walks with drift
Qu, Xi
;
Jong, Robert M. de
- In:
Econometric theory
28
(
2012
)
4
,
pp. 915-924
Persistent link: https://www.econbiz.de/10009669724
Saved in:
92
Toward a unified interval estimation of autoregressions
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
Saved in:
93
A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric theory
28
(
2012
)
3
,
pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
Saved in:
94
A new panel data treatment for heterogeneity in time trends
Kneip, Alois
;
Sickles, Robin C.
;
Song, Wonho
- In:
Econometric theory
28
(
2012
)
3
,
pp. 590-628
Persistent link: https://www.econbiz.de/10009545823
Saved in:
95
Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik
;
Krämer, Walter
;
Dehling, Herold
- In:
Econometric theory
28
(
2012
)
3
,
pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
Saved in:
96
Asymptotic properties of self-normalized linear processs with long memory
Peligrad, Magda
;
Sang, Hailin
- In:
Econometric theory
28
(
2012
)
3
,
pp. 548-569
Persistent link: https://www.econbiz.de/10009545832
Saved in:
97
Unit roots in white noise
Onatski, Alexei
;
Uhlig, Harald
- In:
Econometric theory
28
(
2012
)
3
,
pp. 485-508
Persistent link: https://www.econbiz.de/10009545839
Saved in:
98
Specification test for missing functional data
Bugni, Federico A.
- In:
Econometric theory
28
(
2012
)
5
,
pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
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99
A state space canonical form for unit root processes
Bauer, Dietmar
;
Wagner, Martin
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1313-1349
Persistent link: https://www.econbiz.de/10009743172
Saved in:
100
Fixed-b asymptotics for the studentized mean from time series with short, long, or negative memory
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
28
(
2012
)
2
,
pp. 471-481
Persistent link: https://www.econbiz.de/10009520933
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