//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Abadir, Karim Maher"
~person:"Guggenberger, Patrik"
~person:"Ravazzolo, Francesco"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
14
Autokorrelation
14
Theorie
9
Theory
9
Time series analysis
8
Zeitreihenanalyse
8
Forecasting model
6
Prognoseverfahren
6
Bayes-Statistik
4
Bayesian inference
4
Modellierung
4
Scientific modelling
4
1949-2011
3
Frühindikator
3
Leading indicator
3
Markov chain
3
Markov-Kette
3
Monopolistic competition
3
Monopolistischer Wettbewerb
3
OECD countries
3
OECD-Staaten
3
Real business cycle model
3
Real-Business-Cycle-Theorie
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Estimation
2
Estimation theory
2
GARCH
2
Schätztheorie
2
Schätzung
2
Share price
2
Stochastic volatility
2
Volatility
2
Volatilität
2
forecasting
2
ARMA model
1
ARMA-Modell
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
14
Author
All
Abadir, Karim Maher
Guggenberger, Patrik
Ravazzolo, Francesco
Phillips, Peter C. B.
28
Teräsvirta, Timo
12
Koopman, Siem Jan
11
Lanne, Markku
10
Pesaran, M. Hashem
10
Sun, Yixiao
10
Blasques, Francisco
9
Timmermann, Allan
8
Kapetanios, George
7
Lucas, André
7
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Bec, Frédérique
6
Dijk, Herman K. van
6
Gouriéroux, Christian
6
He, Changli
6
Lieberman, Offer
6
Medeiros, Marcelo C.
6
Rahbek, Anders
6
Rossi, Francesca
6
Hafner, Christian M.
5
Härdle, Wolfgang
5
Johansen, Søren
5
Krämer, Walter
5
Lindenberg, Nannette
5
McAleer, Michael
5
Nielsen, Bent
5
Pitarakis, Jean-Yves
5
Robinson, Peter M.
5
Sul, Donggyu
5
Talmain, Gabriel
5
Westermann, Frank
5
Andersen, Torben
4
Anderson, Heather M.
4
Bohn Nielsen, Heino
4
Bollerslev, Tim
4
Casarin, Roberto
4
Chalmers, John M. R.
4
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
2
Discussion papers in economics
2
Working paper / Norges Bank
2
Working papers
2
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Estudos e documentos de trabalho
1
Federal Reserve Bank of Cleveland working paper series
1
Working paper series / European Central Bank
1
Working papers / Instituto Superior de Economia e Gestão, Departamento de Economia
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
-
2018
Persistent link: https://www.econbiz.de/10011956868
Saved in:
2
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10011629026
Saved in:
3
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009627354
Saved in:
4
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009628606
Saved in:
5
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009524199
Saved in:
6
Combinations schemes for turning points predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Persistent link: https://www.econbiz.de/10009720757
Saved in:
7
A conditional-heteroskedasticity-robust con dence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2011
Persistent link: https://www.econbiz.de/10009236035
Saved in:
8
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
Saved in:
9
Asymptotics for stationary very nearly unit root processes
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003462544
Saved in:
10
Aggregation, persistence and volatility in a macromodel
Abadir, Karim Maher
;
Talmain, Gabriel
-
2001
Persistent link: https://www.econbiz.de/10001600200
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->