Time Series

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People

Zihao Chen

Graduate Student

John Geweke

Affiliate Faculty

Reina Kawai

Graduate Student

Chang-Jin Kim

Bryan C. Cressey Professor

Eric Zivot

Chair; Robert R. Richards Professor of Economics

Research

Publications, Articles

Ji Hyung Lee, "Predictive Quantile Regression with Persistent Covariates: IVX-QR Approach," accepted at Journal of Econometrics

Graduate, Job Market Papers, Dissertations

High Stakes Investing Under Uncertainty:Evidence from Texas Shale-Oil Producing Firm. Dissertation.

Publications

Chang-Jin Kim, Pym Manopimoke, and Charles R. Nelson, "Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve." Journal of Money, Credit and Banking 46 (2014), 253-266.

Publications, Books

Zivot, Eric, and Jiahui Wang. Modeling Financial Time Series with S-Plus. New York: Springer, 2003. Print.

Events mentioning "Time Series"