//--> //--> //--> //-->
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:"Kapetanios, George"
~person:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~person:"Rahbek, Anders"
~subject:"Autocorrelation"
~type:"article"
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:"Time series analysis"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Time series analysis
198
Zeitreihenanalyse
198
Theorie
90
Theory
90
Forecasting model
73
Prognoseverfahren
73
Estimation
50
Schätzung
50
USA
38
United States
38
Saisonale Schwankungen
29
Seasonal variations
29
Volatility
27
Volatilität
27
Estimation theory
22
Schätztheorie
22
VAR model
21
VAR-Modell
21
Capital income
20
Kapitaleinkommen
20
Cointegration
18
Kointegration
18
Autokorrelation
17
Börsenkurs
17
Share price
17
Inflation
16
ARCH model
14
ARCH-Modell
14
Business cycle
14
Forecasting
14
Großbritannien
14
Konjunktur
14
Nichtlineare Regression
14
Nonlinear regression
14
South Africa
14
Südafrika
14
United Kingdom
14
Aktienmarkt
13
Stock market
13
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Kapetanios, George
Franses, Philip Hans
Gupta, Rangan
Rahbek, Anders
Teräsvirta, Timo
12
Dijk, Dick van
5
Lanne, Markku
5
Medeiros, Marcelo C.
5
Taylor, Robert
5
Clements, Michael P.
4
Leybourne, Stephen James
4
Phillips, Peter C. B.
4
Psaradakis, Zacharias G.
4
Saikkonen, Pentti
4
Sola, Martin
4
Agiakloglou, Christos N.
3
Cavaliere, Giuseppe
3
Donayre, Luiggi
3
Dueker, Michael
3
Dufour, Jean-Marie
3
Harvey, David I.
3
Hong, Yongmiao
3
Kim, Jae H.
3
Koopman, Siem Jan
3
Krolzig, Hans-Martin
3
Li, Guodong
3
Li, Wai Keung
3
Lobato, Ignacio N.
3
Lucas, André
3
Luoto, Jani
3
Magdalinos, Tassos
3
Ubilava, David
3
Vogelsang, Timothy J.
3
Zhu, Qianqian
3
Abadir, Karim Maher
2
Arellano, Manuel
2
Astill, Sam
2
Babangida, Jamilu S.
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Brännäs, Kurt
2
more ...
less ...
Published in...
All
Econometric reviews
2
Energy economics
2
Applied economics letters
1
Econometric theory
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
Review of development economics : an essential resource for any development economist
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
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:
3
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
4
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
5
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
6
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
7
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
8
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
9
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
50
(
2015
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
Saved in:
10
Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of empirical finance
29
(
2014
),
pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->