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~subject:"Time series analysis"
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Time series analysis
Theorie
1,066
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Estimation
326
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Cook, Steven
7
Gil-Alaña, Luis A.
7
Caporale, Guglielmo Maria
5
Agiakloglou, Christos N.
3
Vougas, Dimitrios V.
3
Yamada, Hiroshi
3
Agiropoulos, Charalampos
2
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Hatemi-J, Abdulnasser
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2
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2
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2
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Shin, Dong-wan
2
Su, Jen-je
2
Tiwari, Aviral Kumar
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Österholm, Pär
2
Abras, Ana Luísa G.
1
Adhikari, Murali
1
Adhukari, Murali
1
Albertson, Kevin
1
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1
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1
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1
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1
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1
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Applied economics letters
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597
International journal of forecasting
371
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334
Econometric theory
293
Discussion paper / Tinbergen Institute
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263
Econometric reviews
203
Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
153
Applied economics
148
Working paper / Department of Econometrics and Business Statistics, Monash University
142
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
134
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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79
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EUI working paper / ECO
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Energy economics
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
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60
Discussion papers of interdisciplinary research project 373
60
Journal of macroeconomics
57
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56
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ECONIS (ZBW)
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
3
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
4
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
5
Trend breaks and the long-run implications of investment-specific technological progress
Moura, Alban
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2270-2275
Persistent link: https://www.econbiz.de/10014364840
Saved in:
6
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
7
Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
Saved in:
8
Tactical factor allocation for multifactor portfolios
Kim, Saejoon
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 847-850
Persistent link: https://www.econbiz.de/10013411797
Saved in:
9
Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian
- In:
Applied economics letters
26
(
2019
)
4
,
pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
Saved in:
10
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
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