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~subject:"Time series analysis"
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Time series analysis
Theorie
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Gil-Alaña, Luis A.
152
Phillips, Peter C. B.
147
Franses, Philip Hans
135
Caporale, Guglielmo Maria
114
Koopman, Siem Jan
109
Lütkepohl, Helmut
80
Härdle, Wolfgang
76
Teräsvirta, Timo
69
Harvey, Andrew C.
68
Pesaran, M. Hashem
63
Granger, C. W. J.
60
Taylor, Robert
58
Maravall Herrero, Agustín
57
McAleer, Michael
55
Dijk, Herman K. van
54
Lucas, André
54
Sibbertsen, Philipp
54
Swanson, Norman R.
53
Koop, Gary
52
Proietti, Tommaso
52
Engle, Robert F.
51
Hyndman, Rob J.
51
Saikkonen, Pentti
51
Kunst, Robert M.
50
Stock, James H.
49
Bauwens, Luc
45
Hassler, Uwe
45
Mills, Terence C.
45
Perron, Pierre
45
Timmermann, Allan
45
Dijk, Dick van
42
Ghysels, Eric
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Gao, Jiti
40
Johansen, Søren
40
Watson, Mark W.
40
Hallin, Marc
39
Breitung, Jörg
38
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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32
European Commission / Statistical Office of the European Communities
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Umeå universitet
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Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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University of Warwick / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Eric Cuvillier <Firma>
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Federal Reserve System / Board of Governors
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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Internationaler Währungsfonds / Research Department
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London School of Economics and Political Science
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Norges Bank / Utredningsavdelingen
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
3
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Journal of econometrics
318
International journal of forecasting
293
Economics letters
260
Journal of forecasting
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Econometric theory
210
Discussion paper / Tinbergen Institute
164
Econometric reviews
137
Economic modelling
119
Applied economics
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
93
Applied economics letters
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Computational economics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
84
NBER Working Paper
80
Journal of economic dynamics & control
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
Working paper
73
CREATES research paper
72
NBER working paper series
67
Cowles Foundation discussion paper
63
Oxford bulletin of economics and statistics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
58
Journal of empirical finance
58
Working paper / National Bureau of Economic Research, Inc.
58
Discussion papers of interdisciplinary research project 373
57
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
EUI working paper / ECO
52
The econometrics journal
52
CESifo working papers
50
Finance research letters
50
European journal of operational research : EJOR
49
Working papers
46
Journal of macroeconomics
45
Discussion paper / Center for Economic Research, Tilburg University
42
SFB 649 discussion paper
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ECONIS (ZBW)
13,683
EconStor
1
ArchiDok
1
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1
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13,685
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date (oldest first)
1
Does rigidity of prices hide collusion?
Jiménez, Juan Luis
;
Perdiguero, Jordi
- In:
Review of industrial organization : RIO
41
(
2012
)
3
,
pp. 223-248
Persistent link: https://www.econbiz.de/10009688209
Saved in:
2
Ex-post evaluation of mean-variance cartel filters
Ramalho, Matheus Humberto Migliari
;
Ribeiro, Eduardo Pontual
- In:
Revista de economia contemporânea : publication of the …
26
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014259089
Saved in:
3
Higher order lags in continuous time price-adjusting
oligopoly
models
Schoonbeek, Lambert
-
1992
Persistent link: https://www.econbiz.de/10000842152
Saved in:
4
Three empirical studies of firm behavior in imperfectly competitive markets
Sullivan, Daniel Gerard
-
1987
Persistent link: https://www.econbiz.de/10000762644
Saved in:
5
Delineating spatial markets using multivariate time series
Benson, Bruce L.
;
Faminow, Merle D.
;
Marquis, Milton H.
; …
- In:
The review of regional studies : a joint publ. of the …
25
(
1995
)
3
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001218384
Saved in:
6
On oligopolistic dumping, and essays in time series
Pinto, Brian R.
-
1983
Persistent link: https://www.econbiz.de/10002649448
Saved in:
7
Market power and price movements over the business cycle
Wilson, Bart J.
;
Reynolds, Stanley S.
- In:
The journal of industrial economics
53
(
2005
)
2
,
pp. 145-174
Persistent link: https://www.econbiz.de/10002960582
Saved in:
8
Statistical validation of multi-agent financial models using the H-infinity Kalman Filter
Rigatos, Gerasimos G.
- In:
Computational economics
58
(
2021
)
3
,
pp. 777-798
Persistent link: https://www.econbiz.de/10012651029
Saved in:
9
Market Power and Price Movements Over the Business Cycle
Wilson, Bart J.
;
Reynolds, Stanley S.
-
2005
This paper develops and tests implications of an
oligopoly
-pricing model. The model predicts that during a demand … industries have fluctuations consistent with this
oligopoly
-pricing model …
Persistent link: https://www.econbiz.de/10014064385
Saved in:
10
Probabilities of Spurious Connections in Gene Networks : Application to Expression Time Series
2018
Motivation: The reconstruction of gene networks from gene expression microar-rays is gaining popularity as methods improve and as more data become available. The reliability of such networks could be judged by the probability that a connection between genes is spurious, resulting from chance...
Persistent link: https://www.econbiz.de/10012918120
Saved in:
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