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~isPartOf:"Journal of applied econometrics"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Time series analysis
Zeitreihenanalyse
Theorie
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560
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164
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139
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Koop, Gary
4
Pesaran, M. Hashem
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2
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Nielsen, Morten Ørregaard
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1
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1
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Journal of applied econometrics
Journal of econometrics
387
International journal of forecasting
355
Economics letters
302
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Journal of forecasting
239
Econometric theory
205
Discussion paper / Tinbergen Institute
183
Economic modelling
148
Econometric reviews
147
Applied economics
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Working paper / Department of Econometrics and Business Statistics, Monash University
96
Applied economics letters
95
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94
CREATES research paper
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Energy economics
82
Computational economics
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Journal of economic dynamics & control
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
CESifo working papers
74
Cowles Foundation discussion paper
67
NBER Working Paper
66
Working paper / National Bureau of Economic Research, Inc.
65
EUI working paper / ECO
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Econometrics : open access journal
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61
NBER working paper series
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Oxford bulletin of economics and statistics
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Journal of empirical finance
58
The econometrics journal
56
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53
SFB 649 discussion paper
52
Tinbergen Institute Discussion Paper
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Discussion papers of interdisciplinary research project 373
49
International Journal of Energy Economics and Policy : IJEEP
49
European journal of operational research : EJOR
48
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ECONIS (ZBW)
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1
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
2
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
3
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
4
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
5
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
6
Common cycles in seasonal non-stationary time series
Cubadda, Gianluca
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
Saved in:
7
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
8
Numerical distribution functions of fractional unit root and
cointegration
tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
9
Near unit roots,
cointegration
, and the term structure of interest rates
Lanne, Markku
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Saved in:
10
A non-linear model of the real US UK exchange rate
Creedy, John
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 669-686
Persistent link: https://www.econbiz.de/10001211069
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