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Time series analysis
Theorie
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Gil-Alaña, Luis A.
153
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
Lucas, André
54
Sibbertsen, Philipp
54
Dijk, Herman K. van
53
Swanson, Norman R.
53
Koop, Gary
52
Proietti, Tommaso
52
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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
44
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
Breitung, Jörg
38
Haldrup, Niels
38
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National Bureau of Economic Research
89
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Ekonomiska forskningsinstitutet <Stockholm>
47
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32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
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Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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European Commission / Statistical Office of the European Union
7
Centre for Quantitative Economics & Computing
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European Commission / Joint Research Centre
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Umeå Universitet / Institutionen för Nationalekonomi
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Law
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Exeter / Department of Economics
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Institut für Höhere Studien
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Organisation for Economic Co-operation and Development
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University of Cambridge / Department of Applied Economics
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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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Australian National University / Faculty of Economics and Commerce
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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>
3
Federal Reserve System / Board of Governors
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Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
London School of Economics and Political Science
3
Norges Bank / Utredningsavdelingen
3
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
226
Econometric theory
210
Discussion paper / Tinbergen Institute
163
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
102
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
83
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
60
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
Finance research letters
51
CESifo working papers
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
42
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ECONIS (ZBW)
13,702
EconStor
1
ArchiDok
1
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1
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1
Noise reduction in a
reputation
index
Mitic, Peter
- In:
International Journal of Financial Studies : open …
6
(
2018
)
1
,
pp. 1-18
. It is particularly suited in the context of a
reputation
index, because small amounts of noise can easily mask more …
Persistent link: https://www.econbiz.de/10011852766
Saved in:
2
Reputation
in long-run relationships
Atakan, Alp
;
Ekmekci, Mehmet
- In:
The review of economic studies
79
(
2012
)
2
,
pp. 451-480
Persistent link: https://www.econbiz.de/10009614044
Saved in:
3
Forecasting recorded property crime using a time-series econometric model
Deadman, Derek F.
-
1995
Persistent link: https://www.econbiz.de/10000924796
Saved in:
4
Multiple time series analysis for organizational research
Colicev, Anatoli
;
Pauwels, Koen
- In:
Long range planning : LRP ; international journal of …
55
(
2022
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10013198240
Saved in:
5
Forecasting volatility in commodity markets
Kroner, Kenneth F.
- In:
Journal of forecasting
14
(
1995
)
2
,
pp. 77-95
Persistent link: https://www.econbiz.de/10001176719
Saved in:
6
Natural resource prices : will they ever turn up?
Berck, Peter
- In:
Journal of environmental economics and management : …
31
(
1996
)
1
,
pp. 65-78
Persistent link: https://www.econbiz.de/10001203327
Saved in:
7
The excess co-movement of commodity prices reconsidered
Deb, Partha
- In:
Journal of applied econometrics
11
(
1996
)
3
,
pp. 275-291
Persistent link: https://www.econbiz.de/10001201934
Saved in:
8
Drift in the relative price of primary commodities : a case where we care about unit roots
Newbold, Paul
- In:
Applied economics
28
(
1996
)
4
,
pp. 653-661
Persistent link: https://www.econbiz.de/10001202668
Saved in:
9
Optimal hedging strategy re-visited : acknowledging the existence of non-stationary economic time series
Qian, Ying
;
Duncan, Ronald C.
-
1994
Persistent link: https://www.econbiz.de/10000886959
Saved in:
10
Primary commodity prices and macroeconomic variables : a long-run relationship
Palaskas, Theodosios
;
Varangis, Panos
-
1989
Persistent link: https://www.econbiz.de/10000125602
Saved in:
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