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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Search: subject_exact:"Time series analysis"
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Time series analysis
474
Zeitreihenanalyse
474
Theorie
257
Theory
257
Estimation theory
139
Schätztheorie
139
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134
Schätzung
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474
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Ghysels, Eric
7
Taylor, Robert
7
Koop, Gary
6
Engle, Robert F.
5
Harvey, Andrew C.
5
Leybourne, Stephen James
5
Li, Wai Keung
5
Zhu, Ke
5
Franses, Philip Hans
4
Gao, Jiti
4
Koopman, Siem Jan
4
Lucas, André
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Stock, James H.
4
Su, Liangjun
4
Tsay, Ruey S.
4
Westerlund, Joakim
4
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3
Andrews, Donald W. K.
3
Caporin, Massimiliano
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Dickey, David A.
3
Dijk, Herman K. van
3
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Gregory, Allan W.
3
Hamilton, James D.
3
Kim, Chang-jin
3
Lobato, Ignacio N.
3
Lütkepohl, Helmut
3
McAleer, Michael
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Pantula, Sastry G.
3
Patton, Andrew J.
3
Russell, Jeffrey R.
3
Shao, Xiaofeng
3
Song, Xiaojun
3
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International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
665
International journal of forecasting
552
Economics letters
439
Journal of forecasting
331
Applied economics
319
Econometric theory
314
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
216
Econometric reviews
211
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
199
Journal of applied econometrics
147
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126
Journal of economic dynamics & control
109
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106
Journal of empirical finance
104
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of banking & finance
69
The empirical economics letters : a monthly international journal of economics
69
Journal of international money and finance
68
International review of financial analysis
67
Journal of the American Statistical Association : JASA
67
The review of economics and statistics
67
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
55
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
474
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474
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
5
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
6
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
7
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
8
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
9
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
10
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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