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Time series analysis
Theorie
732,903
Theory
717,993
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39,021
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38,209
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34,626
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33,995
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33,712
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17,120
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16,885
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14,337
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14,056
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12,274
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Gil-Alaña, Luis A.
434
Caporale, Guglielmo Maria
292
Phillips, Peter C. B.
277
Koopman, Siem Jan
232
Franses, Philip Hans
215
Gao, Jiti
153
McAleer, Michael
135
Lütkepohl, Helmut
133
Teräsvirta, Timo
131
Lucas, André
119
Gupta, Rangan
117
Pesaran, M. Hashem
115
Sibbertsen, Philipp
114
Harvey, Andrew C.
109
Kapetanios, George
106
Taylor, Robert
104
Härdle, Wolfgang
102
Watson, Mark W.
101
Johansen, Søren
95
Hyndman, Rob J.
91
Marcellino, Massimiliano
90
Stock, James H.
90
Engle, Robert F.
88
Dijk, Herman K. van
87
Hendry, David F.
86
Koop, Gary
85
Perron, Pierre
85
Granger, C. W. J.
82
Dijk, Dick van
81
Linton, Oliver
81
Swanson, Norman R.
79
Nielsen, Morten Ørregaard
77
Proietti, Tommaso
76
Kunst, Robert M.
74
Mills, Terence C.
71
Robinson, Peter M.
71
Maravall Herrero, Agustín
70
Leybourne, Stephen James
69
Hassler, Uwe
68
Diebold, Francis X.
67
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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European Commission / Statistical Office of the European Communities
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Umeå universitet
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European Commission / Statistical Office of the European Union
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Econometrisch Instituut <Rotterdam>
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Centre for Quantitative Economics & Computing
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Centre for Analytical Finance <Århus>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Umeå Universitet / Institutionen för Nationalekonomi
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Gottfried Wilhelm Leibniz Universität Hannover
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European University Institute / Department of Law
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Federal Reserve Bank of St. Louis
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University of Cambridge / Department of Applied Economics
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European Commission / Joint Research Centre
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London School of Economics and Political Science
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Strathclyde / Department of Economics
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Federal Reserve System / Board of Governors
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State University of New York at Albany / Department of Economics
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University of Exeter / Department of Economics
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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5
Institut für Wirtschaftswissenschaften <Wien>
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Organisation for Economic Co-operation and Development
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Queen Mary College / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
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University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
4
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Journal of econometrics
765
International journal of forecasting
561
Economics letters
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
422
Journal of forecasting
366
Applied economics
354
Econometric theory
344
Discussion paper / Tinbergen Institute
342
Economic modelling
284
Econometric reviews
255
Applied economics letters
240
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
240
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
221
Working paper / Department of Econometrics and Business Statistics, Monash University
209
Working paper
195
Energy economics
194
NBER Working Paper
184
NBER working paper series
173
Computational economics
165
CREATES research paper
164
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
160
CESifo working papers
155
Journal of applied econometrics
154
Working paper / National Bureau of Economic Research, Inc.
139
Journal of economic dynamics & control
131
Cowles Foundation discussion paper
128
Finance research letters
124
Journal of empirical finance
121
Econometrics : open access journal
120
Oxford bulletin of economics and statistics
114
Discussion paper / Centre for Economic Policy Research
112
The econometrics journal
106
Journal of macroeconomics
98
International review of economics & finance : IREF
95
The North American journal of economics and finance : a journal of financial economics studies
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
87
International review of financial analysis
87
SFB 649 discussion paper
82
Discussion paper
81
International Journal of Energy Economics and Policy : IJEEP
81
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ECONIS (ZBW)
30,630
RePEc
175
Other ZBW resources
71
EconStor
16
BASE
7
ArchiDok
5
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1
Long run, seasonal and cyclical long memory in macroeconomic time series
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2003
Persistent link: https://www.econbiz.de/10001882733
Saved in:
2
Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 61-101
Persistent link: https://www.econbiz.de/10013262930
Saved in:
3
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
4
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
5
Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
Saved in:
6
A simple test for spurious regressions
Noriega-Muro, Antonio E.
;
Ventosa-Santaulària, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009006821
Saved in:
7
Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
Saved in:
8
Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia
-
2008
Persistent link: https://www.econbiz.de/10003672746
Saved in:
9
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
-
2012
Persistent link: https://www.econbiz.de/10009532158
Saved in:
10
Testing serial dependence in time series models of counts against some INARMA alternatives
Jung, Robert
;
Tremayne, Andrew R.
-
2001
Persistent link: https://www.econbiz.de/10010457725
Saved in:
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