Concepedia

Time Lag Analysis

Time Lag Analysis is a methodological framework within autocorrelation analysis that systematically examines the temporal dependencies between observations in a time series by quantifying the correlation of a signal with itself at successive time intervals.

761

Publications

58.2K

Citations

2.1K

Authors

1K

Institutions

Publications per year

2017–2026

205

Parents

Publications

761

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations

, , +15

LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

Serena Ng, Pierre Perrón · Econometrica · 2001 · 4K citations

, , +14

The Analysis of Time Series: An Introduction

David A. Dickey, Chris Chatfield · Technometrics · 1991 · 3.6K citations

, , +12

Automatic Lag Selection in Covariance Matrix Estimation

Whitney K. Newey, Kenneth D. West · The Review of Economic Studies · 1994 · 3.3K citations

, , +11

The Statistical Analysis of Time Series.

T. W. Anderson · Biometrics · 1995 · 2K citations

, , +13

1–5 of 761

Authors

2.1K

  1. EJ
    E. J. Hannan

    Australian National University, Australia

    5 publications · 239 citations

    5

    h-index

  2. TW
    T. W. Anderson

    Stanford University, United States

    5 publications · 1.5K citations

    5

    h-index

  3. HK
    Heejoon Kang

    Indiana University Bloomington, United States

    5 publications · 295 citations

    5

    h-index

  4. MT
    M. Teresa Anguera

    Universitat de Barcelona, Spain

    4 publications · 105 citations

    4

    h-index

  5. IE
    I. E. Papadakis

    University of Crete, Greece

    4 publications · 320 citations

    4

    h-index

1–5 of 2.1K

Institutions

1K

  1. Boston University

    Boston, United States

    8 h-index

    14 publications

    5.3K citations

  2. Australian National University

    Canberra, Australia

    7 h-index

    12 publications

    540 citations

  3. University of Michigan

    Ann Arbor, United States

    7 h-index

    15 publications

    587 citations

  4. University of Wisconsin–Madison

    Madison, United States

    7 h-index

    13 publications

    641 citations

  5. East China University of Science and Technology

    Shanghai, China

    7 h-index

    15 publications

    526 citations

  6. Monash University

    Melbourne, Australia

    7 h-index

    24 publications

    1.4K citations

  7. University of Toronto

    Toronto, Canada

    7 h-index

    9 publications

    398 citations

  8. Centre National de la Recherche Scientifique

    Paris, France

    7 h-index

    19 publications

    859 citations

1–8 of 1K

Venues

  1. Journal of the American Statistical Association

    27 publications · 1.5K citations

    19

    h-index

  2. Journal of Time Series Analysis

    13 publications · 507 citations

    13

    h-index

  3. Econometrica

    12 publications · 9.2K citations

    11

    h-index

  4. Journal of Econometrics

    10 publications · 521 citations

    10

    h-index

  5. 10

    h-index

1–5