//--> //--> //--> //-->
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"
~subject:"Autocorrelation"
~subject:"Theory"
~subject:"United States"
~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
Theory
United States
Time series analysis
108
Zeitreihenanalyse
108
Theorie
69
Forecasting model
38
Prognoseverfahren
38
Saisonale Schwankungen
27
Seasonal variations
27
Estimation theory
17
Schätztheorie
17
USA
16
Estimation
15
Schätzung
15
Nichtlineare Regression
10
Nonlinear regression
10
Großbritannien
9
United Kingdom
9
Autokorrelation
8
Arbeitslosigkeit
6
Business cycle
6
Konjunktur
6
Structural break
6
Strukturbruch
6
Unemployment
6
Cointegration
5
Deutschland
5
Economic forecast
5
Forecasting
5
Germany
5
Kaufkraftparität
5
Kointegration
5
Purchasing power parity
5
VAR model
5
VAR-Modell
5
Wirtschaftsprognose
5
ARCH model
4
ARCH-Modell
4
Inflation
4
more ...
less ...
Online availability
All
Undetermined
11
Free
3
Type of publication
All
Article
Book / Working Paper
120
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Rezension
3
Aufsatz im Buch
2
Book section
2
Systematic review
2
Übersichtsarbeit
2
more ...
less ...
Language
All
English
76
Author
All
Kapetanios, George
Franses, Philip Hans
Gil-Alaña, Luis A.
76
Phillips, Peter C. B.
59
Gupta, Rangan
34
Koopman, Siem Jan
34
Caporale, Guglielmo Maria
33
Perron, Pierre
32
Lütkepohl, Helmut
30
Taylor, Robert
30
Koop, Gary
28
Leybourne, Stephen James
28
Teräsvirta, Timo
28
Granger, C. W. J.
27
Harvey, Andrew C.
27
Newbold, Paul
25
Ghysels, Eric
24
Stock, James H.
24
Hassler, Uwe
23
McAleer, Michael
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Hendry, David F.
21
Swanson, Norman R.
21
Engle, Robert F.
20
Hong, Yongmiao
20
Hyndman, Rob J.
19
Watson, Mark W.
19
Clements, Michael P.
18
Lucas, André
18
Moosa, Imad A.
18
Petropoulos, Fotios
18
Harvey, David I.
17
Johansen, Søren
17
Pesaran, M. Hashem
17
Proietti, Tommaso
17
Saikkonen, Pentti
17
Chang, Tsangyao
16
Dijk, Dick van
16
Haldrup, Niels
16
Herwartz, Helmut
16
more ...
less ...
Published in...
All
Economics letters
10
Econometric reviews
6
International journal of forecasting
6
Journal of econometrics
5
Journal of forecasting
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
Journal of economic surveys
3
Applied economics
2
Journal of economic dynamics & control
2
The econometrics journal
2
The review of economics and statistics
2
A companion to economic forecasting
1
Applied economics letters
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
1
Economic modelling
1
Journal of empirical finance
1
Journal of macroeconomics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Nonlinear time series analysis of business cycles
1
Practical issues in cointegration analysis
1
Predictability and nonlinear modelling in natural sciences and economics
1
Review of development economics : an essential resource for any development economist
1
Statistical papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Korean economic review
1
The economic journal : the journal of the Royal Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
76
Showing
1
-
10
of
76
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
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
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:
4
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
5
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
6
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
- In:
Computational economics
56
(
2020
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10012272016
Saved in:
7
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
8
A time-varying parameter structural model of the UK economy
Kapetanios, George
;
Masolo, Riccardo M.
;
Petrova, Katerina
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
Saved in:
9
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
10
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->