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~subject:"Time series analysis"
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Time series analysis
Theorie
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Theory
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Schätzung
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33,539
Welt
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Börsenkurs
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Share price
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Experiment
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Konsumentenverhalten
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Consumer behaviour
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Einkommensverteilung
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Innovation
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Income distribution
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Asymmetrische Information
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Finanzmarkt
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Gil-Alaña, Luis A.
153
Phillips, Peter C. B.
147
Franses, Philip Hans
135
Caporale, Guglielmo Maria
115
Koopman, Siem Jan
109
Lütkepohl, Helmut
80
Härdle, Wolfgang
76
Harvey, Andrew C.
70
Teräsvirta, Timo
68
Pesaran, M. Hashem
63
Granger, C. W. J.
60
Taylor, Robert
58
Maravall Herrero, Agustín
57
Lucas, André
56
McAleer, Michael
55
Dijk, Herman K. van
54
Sibbertsen, Philipp
54
Swanson, Norman R.
53
Koop, Gary
52
Proietti, Tommaso
52
Engle, Robert F.
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
45
Dijk, Dick van
41
Ghysels, Eric
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Gao, Jiti
40
Johansen, Søren
40
Watson, Mark W.
40
Herwartz, Helmut
39
Breitung, Jörg
38
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National Bureau of Economic Research
89
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
11
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
7
European Commission / Statistical Office of the European Union
7
Centre for Quantitative Economics & Computing
6
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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Birkbeck College / Department of Economics
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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
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Warwick / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel
3
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
319
International journal of forecasting
294
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
165
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
101
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
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
Working paper
73
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
58
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
Finance research letters
52
The econometrics journal
52
CESifo working papers
51
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)
13,692
EconStor
1
ArchiDok
1
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1
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
2
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae
;
Linton, Oliver
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
Saved in:
3
Goodness of fit tests for copulas
Fermanian, Jean-David
-
2003
Persistent link: https://www.econbiz.de/10001812439
Saved in:
4
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001686083
Saved in:
5
A new kernel for long-run variance estimates in seasonal time series models
Shin, Dong-wan
;
Oh, Man-suk
- In:
Economics letters
76
(
2002
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10001690289
Saved in:
6
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
7
Efficient estimation of additive partially linear models
Li, Qi
- In:
International economic review
41
(
2000
)
4
,
pp. 1073-1092
Persistent link: https://www.econbiz.de/10001525651
Saved in:
8
Asymptotic distribution
theory
for nonparametric entropy measures of serial dependence
Hong, Yongmiao
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
Saved in:
9
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Carroll, Raymond J.
;
Linton, Oliver
;
Mammen, Enno
; …
-
2002
Persistent link: https://www.econbiz.de/10001682579
Saved in:
10
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
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