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Search: subject_exact:"Time series analysis"
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5,721
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3,130
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3,125
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2,774
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1,826
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1,789
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1,729
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1,526
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1,401
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1,400
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1,383
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Gil-Alaña, Luis A.
340
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260
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237
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216
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215
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
127
Lütkepohl, Helmut
123
Gupta, Rangan
115
Pesaran, M. Hashem
111
Kapetanios, George
107
Koop, Gary
103
Sibbertsen, Philipp
103
Harvey, Andrew C.
101
Watson, Mark W.
93
Hyndman, Rob J.
91
Taylor, Robert
88
Stock, James H.
87
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Marcellino, Massimiliano
80
Dijk, Herman K. van
79
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Diebold, Francis X.
69
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Ghysels, Eric
63
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63
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200
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64
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62
International Monetary Fund (IMF)
49
Federal Reserve Bank of New York
35
Federal Reserve Board (Board of Governors of the Federal Reserve System)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Econometrisch Instituut <Rotterdam>
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7
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7
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7
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7
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6
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6
Institut für Weltwirtschaft
6
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6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
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674
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
403
Journal of forecasting
331
Discussion paper / Tinbergen Institute
323
Applied economics
321
Econometric theory
316
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
220
Energy economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
195
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188
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Computational economics
135
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Finance research letters
103
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
The econometrics journal
95
Physica A: Statistical Mechanics and its Applications
93
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
84
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
CAMA working paper series
75
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ECONIS (ZBW)
28,620
RePEc
656
USB Cologne (EcoSocSci)
248
EconStor
82
Other ZBW resources
77
BASE
56
USB Cologne (business full texts)
15
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5
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27,151
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27151
Time series of continuous proportions
Grunwald, Gary K.
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 103-116
Persistent link: https://www.econbiz.de/10001137141
Saved in:
27152
Welfare as a cause of poverty : a time series analysis
Smith, Patricia K.
- In:
Public choice
75
(
1993
)
2
,
pp. 157-170
Persistent link: https://www.econbiz.de/10001137933
Saved in:
27153
Forecasting fertility : an application of time series methods to parameterized model schedules
Knudsen, Christin
- In:
Social science research : a journal of social science …
22
(
1993
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001138854
Saved in:
27154
True commitment or empty rhetoric? : An ARIMA analysis of the deconcentration of public investment in Peru
Morrison, Andrew R.
- In:
Regional studies
27
(
1993
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001138875
Saved in:
27155
The changing relationship between productivity, wages and unemployment in the UK
Alexander, Carol
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10001139544
Saved in:
27156
The cyclical and secular behaviour of the labour input : comparing efficiency units and hours worked
Hansen, Gary D.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001139580
Saved in:
27157
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Saved in:
27158
Exactly median-unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 139-165
Persistent link: https://www.econbiz.de/10001139699
Saved in:
27159
Bayesian forecasting for seemingly unrelated time series : application to local government revenue forecasting
Duncan, George T.
- In:
Management science : journal of the Institute for …
39
(
1993
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10001139816
Saved in:
27160
What went wrong with the Hungarian consumption function? : An econometric investigation of the time series aggregate consumption function for Hungary for 1960 - 1989
Székely, István P.
- In:
Economics of planning : an international journal …
26
(
1993
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10001139828
Saved in:
27161
A solution to the positivity problem in the state-space approach to modeling vector-valued time series
Vaccaro, Richard J.
- In:
Journal of economic dynamics & control
17
(
1993
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10001140344
Saved in:
27162
Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim
- In:
Rivista internazionale di scienze economiche e …
40
(
1993
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10001140535
Saved in:
27163
An international study of persistence in output : parametric estimates using the data dependent systems approach
Raj, Baldev
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10001140537
Saved in:
27164
From hour to hour in the foreign exchange market
Goodhart, Charles A. E.
- In:
The Manchester School of Economic and Social Studies
61
(
1993
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001140737
Saved in:
27165
The size of the random walk in macroeconomic time series
Raj, Baldev
- In:
Journal of macroeconomics
15
(
1993
)
1
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001140770
Saved in:
27166
Sources of US macroeconomic fluctuations : 1973 - 1989
Karras, Georgios
- In:
Journal of macroeconomics
15
(
1993
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10001140775
Saved in:
27167
Seasonality in macroeconomic time series
Hylleberg, Svend
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
2
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001140945
Saved in:
27168
Policy shocks and the Canadian macroeconomy : a Bayesian vector autoregression approach
Hasan, M. Aynul
- In:
Economic modelling
10
(
1993
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10001141379
Saved in:
27169
Die Saison verunreinigt den Zyklus : einige kritische Anmerkungen zur Saisonbereinigung
Helmstädter, Ernst
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
73
(
1993
)
4
,
pp. 210-213
Persistent link: https://www.econbiz.de/10001141414
Saved in:
27170
Pricing commodity options when the underlying futures price exhibits time-varying volatility
Myers, Robert J.
- In:
American journal of agricultural economics
75
(
1993
)
1
,
pp. 121-130
Persistent link: https://www.econbiz.de/10001141432
Saved in:
27171
Is the Canadian stock market efficient with respect to fiscal policy? : Some vector autoregression results
Ali, Syed Mubashir
- In:
Journal of economics & business
45
(
1993
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10001141500
Saved in:
27172
Modeling exchange rate dynamics : non-linear dependence and thick tails
MacGuirk, Anya M.
;
Robertson, John C.
;
Spanos, Aris
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 33-63
Persistent link: https://www.econbiz.de/10001141851
Saved in:
27173
Testing stationarity and trend stationarity against the unit root hypothesis
Bierens, Herman J.
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001141852
Saved in:
27174
Nonlinear dynamics of daily futures prices : conditional heteroskedasticity or chaos?
Yang, Seung-ryong
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 175-191
Persistent link: https://www.econbiz.de/10001141886
Saved in:
27175
ARIMA processes with ARIMA parameters
Grillenzoni, Carlo
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 235-250
Persistent link: https://www.econbiz.de/10001142121
Saved in:
27176
Testing for noninvertible models with applications
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
Saved in:
27177
Statistical analysis of shapes in macroeconomic time series : is there a business cycle?
Neftci, Salih N.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 215-224
Persistent link: https://www.econbiz.de/10001142124
Saved in:
27178
Are higher levels of inflation less predictable? : A state-dependent conditional heteroscedasticity approach
Brunner, Allan D.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 187-197
Persistent link: https://www.econbiz.de/10001142127
Saved in:
27179
Theoretical relations between risk premiums and conditional variances
Backus, David
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
Saved in:
27180
Common volatility in international equity markets
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10001142130
Saved in:
27181
Empirical evidence for alternative growth models : time series results
Gundlach, Erich
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
129
(
1993
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10001142172
Saved in:
27182
The impact of exchange rate volatility on international trade : reduced form estimates using the GARCH-in-mean model
Kroner, Kenneth F.
- In:
Journal of international money and finance
12
(
1993
)
3
,
pp. 298-318
Persistent link: https://www.econbiz.de/10001142246
Saved in:
27183
Testing for autoregressive disturbances in a time series regression with missing observations
Shively, Thomas S.
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 233-255
Persistent link: https://www.econbiz.de/10001142523
Saved in:
27184
Inferring market power from time-series data : the case of the banking firm
Hannan, Timothy Hale
- In:
International journal of industrial organization
11
(
1993
)
2
,
pp. 205-218
Persistent link: https://www.econbiz.de/10001142918
Saved in:
27185
International real interest rate equalization : a multivariate time-series approach
Kugler, Peter
- In:
Journal of applied econometrics
8
(
1993
)
2
,
pp. 163-174
Persistent link: https://www.econbiz.de/10001142951
Saved in:
27186
A time-series analysis of the effects of government policies on the US beef cattle industry
Henry, Guy
(
contributor
)
- In:
Journal of policy modeling : JPMOD ; a social science …
15
(
1993
)
2
,
pp. 117-139
Persistent link: https://www.econbiz.de/10001143089
Saved in:
27187
Light and shadow in art price computation
Holub, Hans Werner
- In:
Journal of cultural economics
17
(
1993
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10001143328
Saved in:
27188
A time series analysis of farmland price behaviour in Ireland, 1901 - 1986
Murphy, Kevin James
- In:
The economic and social review
24
(
1993
)
2
,
pp. 125-153
Persistent link: https://www.econbiz.de/10001143570
Saved in:
27189
Balanced estimates of national accounts when measurement errors are autocorrelated : the UK, 1920 - 38
Solomou, Solomos
- In:
Journal of the Royal Statistical Society
156
(
1993
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10001143575
Saved in:
27190
Will chaos kill the auctioneer?
Carrier, David J.
- In:
Review of political economy
5
(
1993
)
3
,
pp. 299-320
Persistent link: https://www.econbiz.de/10001143595
Saved in:
27191
Quarterly disaggregation of the annually known Greek gross industrial product using related series
Tserkezos, Dikaios E.
- In:
Rivista internazionale di scienze economiche e …
40
(
1993
)
5
,
pp. 457-474
Persistent link: https://www.econbiz.de/10001143639
Saved in:
27192
Estimating the dynamics of foreign currency volatility
Fung, William
- In:
Review of futures markets
10
(
1993
)
3
,
pp. 490-514
Persistent link: https://www.econbiz.de/10001143660
Saved in:
27193
Long-run neutrality and superneutrality in an ARIMA framework
Fisher, Mark E.
- In:
The American economic review
83
(
1993
)
3
,
pp. 402-415
Persistent link: https://www.econbiz.de/10001143698
Saved in:
27194
Identification and estimation of continuous time dynamic systems with exogenous variables using panel data
Hamerle, Alfred
- In:
Econometric theory
9
(
1993
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001143729
Saved in:
27195
Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications
Choi, In
- In:
Econometric theory
9
(
1993
)
2
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001143730
Saved in:
27196
A method to select between periodic cointegration and seasonal cointegration
Franses, Philip Hans
- In:
Economics letters
41
(
1993
)
1
,
pp. 7-10
Persistent link: https://www.econbiz.de/10001144018
Saved in:
27197
Some results on testing for stationarity using data detrended in differences
Schmidt, Peter
- In:
Economics letters
41
(
1993
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
Saved in:
27198
Optimal hedge ratios at the Winnipeg commodity exchange
Sephton, Peter S.
- In:
The Canadian journal of economics
26
(
1993
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10001144084
Saved in:
27199
Taxation, regulation, and addiction : a demand function for cigarettes based on time-series evidence
Keeler, Theodore E.
(
contributor
)
- In:
Journal of health economics
12
(
1993
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001144123
Saved in:
27200
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu
-
1993
Persistent link: https://www.econbiz.de/10000911320
Saved in:
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