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~subject:"Time series analysis"
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Time series analysis
Theorie
731,631
Theory
716,722
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42,294
Estimation
41,547
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40,692
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40,063
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22,719
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20,322
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20,153
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20,044
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19,982
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19,698
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18,200
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17,905
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Economic growth
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Börsenkurs
15,963
Share price
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Konsumentenverhalten
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Consumer behaviour
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Einkommensverteilung
12,630
Spieltheorie
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Stochastischer Prozess
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Phillips, Peter C. B.
252
Gil-Alaña, Luis A.
180
Koopman, Siem Jan
179
Franses, Philip Hans
156
Caporale, Guglielmo Maria
142
Gao, Jiti
135
Lütkepohl, Helmut
124
Teräsvirta, Timo
105
Lucas, André
101
Härdle, Wolfgang
92
Sibbertsen, Philipp
92
McAleer, Michael
90
Harvey, Andrew C.
89
Pesaran, M. Hashem
88
Taylor, Robert
83
Johansen, Søren
78
Linton, Oliver
73
Koop, Gary
72
Granger, C. W. J.
71
Hyndman, Rob J.
71
Watson, Mark W.
70
Engle, Robert F.
69
Swanson, Norman R.
69
Dijk, Herman K. van
67
Kapetanios, George
67
Perron, Pierre
67
Proietti, Tommaso
65
Stock, James H.
65
Maravall Herrero, Agustín
61
Nielsen, Morten Ørregaard
61
Robinson, Peter M.
60
Saikkonen, Pentti
60
Marcellino, Massimiliano
59
Hassler, Uwe
57
Hendry, David F.
57
Bauwens, Luc
56
Diebold, Francis X.
55
Leybourne, Stephen James
54
Dijk, Dick van
53
Ghysels, Eric
53
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National Bureau of Economic Research
138
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
74
Ekonomiska forskningsinstitutet <Stockholm>
53
European University Institute / Department of Economics
34
European Commission / Statistical Office of the European Communities
22
Umeå universitet
16
Centre for Quantitative Economics & Computing
14
Centre for Analytical Finance <Århus>
10
Econometrisch Instituut <Rotterdam>
10
Escola de Pós-Graduação em Economia <Rio de Janeiro>
9
Gottfried Wilhelm Leibniz Universität Hannover
9
European Commission / Joint Research Centre
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European Commission / Statistical Office of the European Union
7
European University Institute / Department of Law
7
London School of Economics and Political Science
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Birkbeck College / Department of Economics
6
Federal Reserve System / Board of Governors
6
University of Strathclyde / Department of Economics
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Organisation for Economic Co-operation and Development
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
4
State University of New York at Albany / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
University of Chicago / Graduate School of Business
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Eric Cuvillier <Firma>
3
Internationaler Währungsfonds / Research Department
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
Lunds Universitet / Nationalekonomiska Institutionen
3
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Journal of econometrics
683
Economics letters
382
International journal of forecasting
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
362
Econometric theory
321
Journal of forecasting
300
Discussion paper / Tinbergen Institute
286
Econometric reviews
236
Economic modelling
179
Applied economics
165
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
164
Working paper / Department of Econometrics and Business Statistics, Monash University
161
Applied economics letters
153
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
Computational economics
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
133
CREATES research paper
131
NBER Working Paper
123
Cowles Foundation discussion paper
117
Econometrics : open access journal
108
Journal of applied econometrics
107
Working paper
105
Journal of empirical finance
102
The econometrics journal
98
Journal of economic dynamics & control
97
NBER working paper series
92
Finance research letters
89
Energy economics
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
CESifo working papers
80
Journal of the American Statistical Association : JASA
77
Oxford bulletin of economics and statistics
76
Journal of time series econometrics
75
Discussion papers of interdisciplinary research project 373
74
Working paper / National Bureau of Economic Research, Inc.
71
SFB 649 discussion paper
70
EUI working paper / ECO
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
The North American journal of economics and finance : a journal of financial economics studies
60
European journal of operational research : EJOR
59
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ECONIS (ZBW)
19,910
EconStor
1
ArchiDok
1
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1
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
2
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
3
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
4
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:
5
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
6
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
7
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
8
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
9
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
10
Inflation level and uncertainty : evidence using Brazilian data
Issler, João Victor
- In:
Revista brasileira de economia : RBE ; revista da …
45
(
1991
)
3
,
pp. 473-482
Persistent link: https://www.econbiz.de/10015161029
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