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~subject:"Time series analysis"
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Time series analysis
Theorie
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Consumer behaviour
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
115
Koopman, Siem Jan
111
Härdle, Wolfgang
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Lütkepohl, Helmut
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Harvey, Andrew C.
75
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69
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65
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63
Granger, C. W. J.
60
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58
Dijk, Herman K. van
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Maravall Herrero, Agustín
57
McAleer, Michael
56
Sibbertsen, Philipp
54
Swanson, Norman R.
54
Hyndman, Rob J.
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Koop, Gary
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Stock, James H.
49
Dijk, Dick van
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Timmermann, Allan
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Bauwens, Luc
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Hassler, Uwe
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Mills, Terence C.
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Perron, Pierre
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Gao, Jiti
43
Ghysels, Eric
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Johansen, Søren
40
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40
Breitung, Jörg
38
Haldrup, Niels
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National Bureau of Economic Research
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32
European Commission / Statistical Office of the European Communities
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Umeå universitet
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Law
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Höhere Studien
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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>
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Federal Reserve System / Board of Governors
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Instituto Valenciano de Investigaciones Económicas
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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>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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State University of New York at Albany / Department of Economics
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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University of Southampton / Department of Economics
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Journal of econometrics
342
International journal of forecasting
298
Economics letters
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254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Econometric theory
217
Discussion paper / Tinbergen Institute
180
Econometric reviews
141
Economic modelling
120
Applied economics
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Applied economics letters
94
Computational economics
91
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Journal of economic dynamics & control
81
NBER Working Paper
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Working paper
75
CREATES research paper
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
NBER working paper series
69
Cowles Foundation discussion paper
64
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
60
Discussion papers of interdisciplinary research project 373
59
Working paper / National Bureau of Economic Research, Inc.
59
Finance research letters
54
The econometrics journal
54
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
Journal of macroeconomics
47
Working papers
47
Discussion paper / Center for Economic Research, Tilburg University
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SFB 649 discussion paper
42
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ECONIS (ZBW)
14,036
EconStor
1
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1
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1
ExploRing persistence in financial time series
Lee, David
-
2000
Persistent link: https://www.econbiz.de/10001509570
Saved in:
2
Simultaneous estimation of parameters for a generalized logistic distribution and application to time series models
Abberger, Klaus
;
Heiler, Siegfried
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
84
(
2000
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10001473470
Saved in:
3
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
4
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
5
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
6
Testing the stable Paretian assumption
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001557006
Saved in:
7
Is traditional capital market
theory
consistent with fat-tailed log returns?
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
Journal of business economics : JBE
72
(
2002
)
8
,
pp. 865-878
Persistent link: https://www.econbiz.de/10001697901
Saved in:
8
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
Saved in:
9
Le phénomène leptokurtique sur les marchés financiers
Walter, Christian
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 15-68
Persistent link: https://www.econbiz.de/10001702628
Saved in:
10
Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio
- In:
Journal of forecasting
21
(
2002
)
2
,
pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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