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Time series analysis
21
Zeitreihenanalyse
21
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14
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7
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7
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5
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1947-2001
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Lütkepohl, Helmut
7
Marcellino, Massimiliano
3
Proietti, Tommaso
3
Bekiros, Stelios
2
Acconcia, Antonio
1
Artis, Michael J.
1
Banerjee, Anindya
1
Bardsen, Gunnar
1
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1
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1
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1
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1
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1
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1
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1
Kapetanios, George
1
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1
Liška, Roman
1
Masten, Igor
1
Meitz, Mika
1
Rodrigues, Paulo M. M.
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European University Institute / Department of Economics
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EUI working paper
Journal of econometrics
682
International journal of forecasting
581
Economics letters
458
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
406
Journal of forecasting
334
Applied economics
327
Discussion paper / Tinbergen Institute
327
Econometric theory
320
IMF Working Papers
297
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Physica A: Statistical Mechanics and its Applications
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
Applied economics letters
227
Econometric reviews
223
MPRA Paper
215
Energy economics
213
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
206
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
190
NBER Working Paper
167
NBER working paper series
165
CREATES research paper
164
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
156
Journal of applied econometrics
148
Working paper / National Bureau of Economic Research, Inc.
141
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138
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112
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97
International Journal of Energy Economics and Policy : IJEEP
87
IMF Staff Country Reports
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
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ECONIS (ZBW)
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Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
-
2012
Persistent link: https://www.econbiz.de/10009764678
Saved in:
2
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
3
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238617
Saved in:
4
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238619
Saved in:
5
Mafia and public spending : evidence on the fiscal multiplier from a quasi-experiment
Acconcia, Antonio
;
Corsetti, Giancarlo
;
Simonelli, Saverio
-
2011
Persistent link: https://www.econbiz.de/10009405340
Saved in:
6
Does the Box-Cox transformation help in forecasting macroeconomic
time
series
?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
Saved in:
7
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut
-
2010
Persistent link: https://www.econbiz.de/10003960209
Saved in:
8
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
9
Forecasting aggregated
time
series
variables : a survey
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867318
Saved in:
10
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
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