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Search: isPartOf:"Journal of Time Series Econometrics"
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Time series analysis
78
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78
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60
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55
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25
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McElroy, Tucker
5
Asai, Manabu
4
Hendry, David F.
4
Morettin, Pedro A.
4
Satchell, Stephen
4
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3
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Journal of time series econometrics
172
Journal of Time Series Econometrics
92
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ECONIS (ZBW)
130
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72
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42
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71
Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting
Burda, Martin
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 95-113
Persistent link: https://www.econbiz.de/10010510040
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72
Long memory and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
Saved in:
73
Tapered block bootstrap for unit root testing
Parker, Cameron
;
Paparoditis, Efstathios
;
Politis, …
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 37-67
Persistent link: https://www.econbiz.de/10010510047
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74
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
75
How close is a fractional process to a random walk with drift?
Larsson, Rolf
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10011291296
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76
Forecasting volatility and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
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77
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
78
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
Saved in:
79
Frontmatter
In:
Journal of Time Series Econometrics
7
(
2015
)
2
,
pp. i-iii
Persistent link: https://www.econbiz.de/10014615084
Saved in:
80
Frontmatter
In:
Journal of Time Series Econometrics
8
(
2015
)
1
,
pp. i-iii
Persistent link: https://www.econbiz.de/10014615095
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