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subject:"Time series analysis"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Prognoseverfahren"
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ECONIS (ZBW)
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1
Long-term prediction intervals of economic time series
Chudý, M.
;
Karmakar, S.
;
Wu, W. B.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 191-222
Persistent link: https://www.econbiz.de/10012216373
Saved in:
2
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
3
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
4
Switching-regime regression for modeling and predicting a stock market return
Szulczyk, Kenneth R.
;
Zhang, Changyong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2385-2403
Persistent link: https://www.econbiz.de/10012314364
Saved in:
5
Assessing distributional properties of forecast errors for fan-chart modelling
Vávra, Marián
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2841-2858
Persistent link: https://www.econbiz.de/10012499205
Saved in:
6
Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin
;
Oh, Dong-Yop
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 631-652
Persistent link: https://www.econbiz.de/10012056719
Saved in:
7
Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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8
Improving the prediction of ranking data
Palma, Marco A.
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1681-1710
Persistent link: https://www.econbiz.de/10012019421
Saved in:
9
More powerful threshold cointegration tests
Oh, Dong-Yop
;
Lee, Hyejin
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 887-911
Persistent link: https://www.econbiz.de/10011949399
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10
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
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11
A trend filtering method closely related to l1 trend filtering
Yamada, Hiroshi
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1413-1423
Persistent link: https://www.econbiz.de/10011950263
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12
Special issue in honor of Kajal Lahiri: Forecasting, use of survey data on expectations, and panel data applications
Baltagi, Badi H.
(
ed.
);
Lahiri, Kajal
(
honouree
)
-
2017
Persistent link: https://www.econbiz.de/10011697144
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13
The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area
Busetti, Fabio
;
Caivano, Michele
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1565-1587
Persistent link: https://www.econbiz.de/10011481732
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14
The Fourier approximation and testing for the null of cointegration
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li-Ju
;
Hu, …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 1085-1113
Persistent link: https://www.econbiz.de/10011554372
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15
A comment on "resolving spurious regressions and serially correlated errors"
Ventosa-Santaulària, Daniel
;
Vera-Valdés, J. Eduardo
; …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 1289-1298
Persistent link: https://www.econbiz.de/10011554480
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16
An analysis of the trade balance for OECD countries using periodic integration and cointegration
Barrio Castro, Tomas del
;
Camarero Olivas, Mariam
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10011332932
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17
Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index
Gao, Yichen
;
Zhang, Yu Yvette
;
Wu, Ximing
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10011285954
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18
Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Li, Hongjun
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 427-438
Persistent link: https://www.econbiz.de/10011287484
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19
A new semiparametric test for superior predictive ability
Cai, Zongwu
;
Jiang, Jiancheng
;
Zhang, Jingshuang
; …
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 389-405
Persistent link: https://www.econbiz.de/10011287553
Saved in:
20
DSGE priors for BVAR models
Filippeli, Thomai
;
Theodoridis, Konstantinos
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 627-656
Persistent link: https://www.econbiz.de/10011292826
Saved in:
21
Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour
Huber, Martin
;
Lechner, Michael
;
Steinmayr, Andreas
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011317709
Saved in:
22
Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
Saved in:
23
Resolving spurious regressions and serially correlated errors
Agiakloglou, Christos N.
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
3
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10010222386
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24
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
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25
Special issue on panel data econometrics
Baltagi, Badi H.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008859125
Saved in:
26
On the estimation and forecasting of international migration : how relevant is heterogeneity across countries?
Brücker, Herbert
;
Siliverstovs, Boriss
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
3
,
pp. 735-754
Persistent link: https://www.econbiz.de/10003352695
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27
A modified logit model for time series with an application to the pricing behaviour of manufacturing firms in Australia
Alaouze, Chris M.
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
3
,
pp. 599-613
Persistent link: https://www.econbiz.de/10001769345
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28
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
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29
Are Hodrick-Prescott "forecasts" rational?
Ash, J. C. K
;
Easaw, J. Z.
;
Hearvi, S. M.
;
Smyth, David J.
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
4
,
pp. 631-643
Persistent link: https://www.econbiz.de/10001717335
Saved in:
30
An investigation into a non-linear stochastic trend model
Neusser, Klaus
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 135-153
Persistent link: https://www.econbiz.de/10001353470
Saved in:
31
(When) should cointegrating regressions be detrendet? : The case of a German money demand function
Hassler, Uwe
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 155-172
Persistent link: https://www.econbiz.de/10001353474
Saved in:
32
Regression-based tests of predictive ability
West, Kenneth D.
;
McCracken, Michael W.
-
1998
Persistent link: https://www.econbiz.de/10000985905
Saved in:
33
The demand for broad money in Norway, 1969 - 1993
Eitrheim, Øyvind
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001338280
Saved in:
34
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
Hendry, David F.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 267-294
Persistent link: https://www.econbiz.de/10001338283
Saved in:
35
Short-term predictability of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 635-639
Persistent link: https://www.econbiz.de/10001254518
Saved in:
36
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
37
A new test for structural change : short paper
Inder, Brett A.
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
3
,
pp. 475-482
Persistent link: https://www.econbiz.de/10001205389
Saved in:
38
A spectral decomposition for structural VAR models
Stiassny, Alfred
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
4
,
pp. 535-555
Persistent link: https://www.econbiz.de/10001209917
Saved in:
39
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
;
Wilcox, David W.
-
1995
Persistent link: https://www.econbiz.de/10000934955
Saved in:
40
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
41
Finnish GNP-series 1954/I - 1990/IV: small shock persistance or trend stationarity? : Some evidence with variance ratio estimates
Lindén, Mikael
- In:
Empirical economics : a journal of the Institute for …
20
(
1995
)
2
,
pp. 333-349
Persistent link: https://www.econbiz.de/10001182493
Saved in:
42
A reexamination of the Nelson-Plosser data set using recursive and sequential tests
Li, Hongyi
- In:
Empirical economics : a journal of the Institute for …
20
(
1995
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10001190524
Saved in:
43
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920888
Saved in:
44
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
Saved in:
45
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
-
1994
Persistent link: https://www.econbiz.de/10000920915
Saved in:
46
Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920975
Saved in:
47
Fixed effects with interpersonal and intertemporal covariance
Chowdhury, Gopa
- In:
Empirical economics : a journal of the Institute for …
19
(
1994
)
4
,
pp. 523-532
Persistent link: https://www.econbiz.de/10001175478
Saved in:
48
Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G.
-
1994
Persistent link: https://www.econbiz.de/10000889238
Saved in:
49
Estimating conditional expectations when volatility fluctuates
Stambaugh, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878800
Saved in:
50
Automatic lag selection in covariance matrix estimation
West, Kenneth D.
;
Newey, Whitney K.
-
1993
Persistent link: https://www.econbiz.de/10000879023
Saved in:
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