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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Prognoseverfahren"
~subject:"Theory"
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Search: subject_exact:"Zeitreihenanalyse"
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Prognoseverfahren
Theory
Time series analysis
147
Zeitreihenanalyse
147
Theorie
125
Estimation theory
66
Schätztheorie
66
Statistical theory
20
Statistische Methodenlehre
20
USA
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United States
17
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11
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Phillips, Peter C. B.
12
Gouriéroux, Christian
9
Guégan, Dominique
9
Comte, Fabienne
7
Renault, Eric
6
Francq, Christian
4
Jasiak, Joann
4
White, Halbert
4
Zakoïan, Jean-Michel
4
Doukhan, Paul
3
Engle, Robert F.
3
Florens, Jean-Pierre
3
Guerre, Emmanuel
3
Hong, Yongmiao
3
Nelson, Daniel B.
3
Ploberger, Werner
3
Robinson, Peter M.
3
Stock, James H.
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Bollerslev, Tim
2
Broze, Laurence
2
Darolles, Serge
2
Dufour, Jean-Marie
2
Entorf, Horst
2
Fermanian, Jean-David
2
Ghysels, Eric
2
Hardouin, C.
2
Lang, Gabriel
2
Lisi, Francesco
2
Newey, Whitney K.
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Ouliaris, Sam
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Park, Joon Y.
2
Sims, Christopher A.
2
Tauchen, George Eugene
2
Touzi, Nizar
2
Watson, Mark W.
2
Wintenberger, Olivier
2
Alquier, Pierre
1
Alvarez, Javier
1
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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
Série des documents de travail / Centre de Recherche en Économie et Statistique
International journal of forecasting
472
Journal of econometrics
361
Journal of forecasting
298
Economics letters
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
Discussion paper / Tinbergen Institute
196
Econometric theory
194
Economic modelling
142
Econometric reviews
140
Applied economics
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
Working paper / Department of Econometrics and Business Statistics, Monash University
110
Working paper
100
Journal of applied econometrics
99
Energy economics
94
Applied economics letters
81
CREATES research paper
81
Computational economics
79
Journal of economic dynamics & control
68
Journal of empirical finance
67
NBER Working Paper
64
CESifo working papers
62
EUI working paper / ECO
61
NBER working paper series
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
60
Oxford bulletin of economics and statistics
58
Cowles Foundation discussion paper
57
European journal of operational research : EJOR
56
The econometrics journal
53
CAMA working paper series
48
Econometrics : open access journal
48
SFB 649 discussion paper
47
Discussion papers of interdisciplinary research project 373
46
Journal of macroeconomics
46
Discussion paper / Center for Economic Research, Tilburg University
43
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ECONIS (ZBW)
126
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1
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
2
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
3
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
4
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Saved in:
5
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
6
Model selection for weakly dependent time series forecasting
Alquier, Pierre
;
Wintenberger, Olivier
-
2010
Persistent link: https://www.econbiz.de/10009406557
Saved in:
7
Copulas and temporal dependence
Beare, Brendan K.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
Saved in:
8
Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor
;
Krätzig, Markus
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
Saved in:
9
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
10
Testing hypothesis about the number of factors in large factor models
Onatski, Alexei
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1447-1479
Persistent link: https://www.econbiz.de/10003914912
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