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Search: isPartOf:"Journal of Time Series Econometrics"
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Time series analysis
78
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78
Estimation theory
60
Schätztheorie
60
Theorie
55
Theory
55
ARCH model
25
ARCH-Modell
25
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21
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21
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20
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20
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18
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18
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15
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15
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14
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14
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14
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11
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11
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11
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11
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11
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11
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McElroy, Tucker
5
Asai, Manabu
4
Hendry, David F.
4
Morettin, Pedro A.
4
Satchell, Stephen
4
Haldrup, Niels
3
Iacone, Fabrizio
3
Jowaheer, Vandna
3
Khan, Naushad Mamode
3
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3
Sunecher, Yuvraj
3
Wildi, Marc
3
Zhang, Ru
3
Abadir Karim M.
2
Abadir, Karim M.
2
Abadir, Karim Maher
2
Aknouche, Abdelhakim
2
Amir, Abdoulkarim Ilmi
2
Arvanitis, Stelios
2
Aubin, Elisete C. Q.
2
Bai, Jushan
2
Barrio Castro, Tomás del
2
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2
Doornik, Jurgen A.
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Dēmos, Antōnēs A.
2
Everaert, Gerdie
2
Fang, Xu
2
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Journal of time series econometrics
172
Journal of Time Series Econometrics
92
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ECONIS (ZBW)
130
RePEc
72
OLC EcoSci
42
Other ZBW resources
20
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161
On the irrelevance of impossibility theorems : the case of the long-run variance
Perron, Pierre
;
Ren, Linxia
- In:
Journal of time series econometrics
3
(
2011
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009623567
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162
Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei
;
Hafner, Christian M.
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009623568
Saved in:
163
Nonparametric unit root test and structural breaks
Belaire-Franch, Jorge
;
Contreras, Dulce
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009623569
Saved in:
164
Detection of additive outliers in seasonal time series
Haldrup, Niels
;
Montañés, Antonio
;
Sansó, Andreu
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009623570
Saved in:
165
Periodicity, non-stationarity, and forecasting of economic and financial time series
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009623572
Saved in:
166
HYBRID GARCH models and intra-daily return periodicity
Chen, Xilong
;
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009623573
Saved in:
167
Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623574
Saved in:
168
On a graphical technique for evaluating some rational expectations models
Johansen, Søren
;
Swensen, Anders Rygh
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009623575
Saved in:
169
Evaluating automatic model selection
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009623576
Saved in:
170
Forecasting annual inflation with seasonal monthly data : using levels versus logs of the underlying price index
Lütkepohl, Helmut
;
Fang, Xu
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009623577
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