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~subject:"Time series analysis"
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Time series analysis
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Gil-Alaña, Luis A.
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135
Caporale, Guglielmo Maria
117
Koopman, Siem Jan
110
Lütkepohl, Helmut
80
Härdle, Wolfgang
76
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68
Teräsvirta, Timo
68
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63
Granger, C. W. J.
60
Taylor, Robert
58
Maravall Herrero, Agustín
57
Lucas, André
55
McAleer, Michael
55
Dijk, Herman K. van
54
Sibbertsen, Philipp
54
Swanson, Norman R.
53
Koop, Gary
52
Proietti, Tommaso
52
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51
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51
Saikkonen, Pentti
51
Kunst, Robert M.
50
Stock, James H.
49
Bauwens, Luc
45
Hassler, Uwe
45
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45
Perron, Pierre
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Timmermann, Allan
45
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43
Dijk, Dick van
41
Ghysels, Eric
41
Johansen, Søren
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Gao, Jiti
40
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40
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39
Breitung, Jörg
38
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32
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institut für Höhere Studien
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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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Gottfried Wilhelm Leibniz Universität Hannover
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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
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University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
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Journal of econometrics
321
International journal of forecasting
292
Economics letters
261
Journal of forecasting
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Econometric theory
210
Discussion paper / Tinbergen Institute
167
Econometric reviews
137
Economic modelling
121
Applied economics
118
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Applied economics letters
93
Journal of applied econometrics
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
Computational economics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
83
NBER Working Paper
80
Journal of economic dynamics & control
79
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
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Journal of empirical finance
59
Energy economics
58
Working paper / National Bureau of Economic Research, Inc.
58
Discussion papers of interdisciplinary research project 373
57
The econometrics journal
54
Finance research letters
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
CESifo working papers
52
EUI working paper / ECO
52
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)
13,777
EconStor
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1
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1
Bubble detective : city-level analysis of house price cycles
Cevik, Serhan
;
Naik, Sadhna
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 2-16
Persistent link: https://www.econbiz.de/10014532193
Saved in:
2
On testing for
bubbles
during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
3
A review of Phillips-type right-tailed unit root bubble detection tests
Hu, Yang
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 141-158
Persistent link: https://www.econbiz.de/10014287809
Saved in:
4
A specification test for speculative
bubbles
West, Kenneth D.
-
1986
Persistent link: https://www.econbiz.de/10000709324
Saved in:
5
Present value models and non-stationary time-series : an introduction, and a summary of the thesis
Engsted, Tom
-
1993
Persistent link: https://www.econbiz.de/10000859623
Saved in:
6
Measuring bubble expectations and investor confidence
Shiller, Robert J.
-
1999
Persistent link: https://www.econbiz.de/10001375817
Saved in:
7
Detecting periodically collapsing
bubbles
: a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Saved in:
8
Measuring bubble expectactions and investor confidence
Shiller, Robert J.
- In:
Journal of psychology and financial markets : a …
1
(
2000
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10001783471
Saved in:
9
Bubbles
, hidden state variables and measurement error in hyperinflations
Hooker, Mark Allan
-
1991
Persistent link: https://www.econbiz.de/10000852154
Saved in:
10
Rational
bubbles
in the stock market : accounting for the US stock-price volatility
Wu, Yangru
- In:
Economic inquiry : journal of the Western Economic …
35
(
1997
)
2
,
pp. 309-319
Persistent link: https://www.econbiz.de/10001221156
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