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~subject:"Time series analysis"
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Time series analysis
Theorie
276
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270
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83
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79
Geldpolitik
67
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64
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60
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59
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38
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Mittnik, Stefan
24
Semmler, Willi
14
Račev, Svetlozar T.
6
Claessen, Holger
4
Gallegati, Marco
4
Gallegati, Mauro
4
Paolella, Marc S.
4
Ramsey, James B.
4
Kurz-Kim, Jeong-Ryeol
3
Chen, Pu
2
Corsi, Fulvio
2
Gong, Gang
2
Greiner, Alfred
2
Klein, Ingo
2
Koçkesen, Levent
2
Pigorsch, Christian
2
Robinzonov, Nikolay
2
Ahmed, Naeem
1
Haas, Markus
1
Hansen, Gerd
1
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1
Khan, Muhammad Yousaf
1
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Lucidi, Francesco Simone
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1
Spindler, Martin
1
Sprincenatu, Maria
1
Tahri, Ibrahim
1
Wohlrabe, Klaus
1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
CFS working paper series
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Structural change and economic dynamics : SC+ED
2
Asia-Pacific financial markets
1
CESifo working papers
1
Cliometrica : journal of historical economics and econometric history
1
Diskussionsarbeit
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Giornale degli economisti e annali di economia
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
1
Symposium on nonlinear econometrics and economic theory
1
The European journal of finance
1
Wavelet applications in economics and finance
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ECONIS (ZBW)
38
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Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
Mittnik, Stefan
- In:
Journal of economic dynamics & control
15
(
1991
)
4
,
pp. 731-740
Persistent link: https://www.econbiz.de/10001111238
Saved in:
2
Alternative methods for multivariate time series analysis with applications to US money-output data
Mittnik, Stefan
-
1987
Persistent link: https://www.econbiz.de/10000775562
Saved in:
3
Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955840
Saved in:
4
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
5
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
6
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
Saved in:
7
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
-
1996
Persistent link: https://www.econbiz.de/10001410584
Saved in:
8
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
9
Detecting asymmetries in observed linear time series and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
3
,
pp. 131-143
Persistent link: https://www.econbiz.de/10001769628
Saved in:
10
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
Klein, Ingo
(
ed.
);
Hansen, Gerd
(
honouree
); …
-
2002
Persistent link: https://www.econbiz.de/10001715684
Saved in:
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