//--> //--> //--> //-->
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
source:"econis"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~subject:"Stochastischer Prozess"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Time series analysis
719
Zeitreihenanalyse
719
Forecasting model
473
Prognoseverfahren
473
Theorie
405
Theory
405
Estimation
111
Schätzung
111
Estimation theory
94
Schätztheorie
94
USA
80
United States
80
Volatility
71
Volatilität
71
Economic forecast
70
Wirtschaftsprognose
70
Forecasting
63
Bayes-Statistik
59
Bayesian inference
59
Forecast
59
Prognose
58
Time series
55
Frühindikator
49
Leading indicator
49
State space model
48
Zustandsraummodell
47
VAR model
46
VAR-Modell
46
Business cycle
38
Factor analysis
38
Faktorenanalyse
38
Konjunktur
37
ARCH model
34
ARCH-Modell
34
Capital income
34
Kapitaleinkommen
34
Neural networks
33
Neuronale Netze
33
Saisonale Schwankungen
32
Seasonal variations
32
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Chan, Joshua
2
Hafner, Christian M.
2
Athanasopoulos, George
1
Bekdache, Basma
1
Breitung, Jörg
1
Chiu, Ching Wai Jeremy
1
Cook, Steven
1
Cross, Jamie
1
Dimitrakopoulos, Stefanos
1
Eraslan, Sercan
1
Espasa Terrades, Antoni
1
Fenner, Trevor
1
Gospodinov, Nikolaj
1
Goulet Coulombe, Philippe
1
Gunawan, David
1
Harvey, Andrew C.
1
Horta, Eduardo
1
Kohn, Robert
1
Kryshko, Maxym
1
Levene, Mark
1
Li, Gang
1
Lkhagvasuren, Damba
1
Lloyd, James Robert
1
Lucas, André
1
Manner, Hans
1
Mumtaz, Haroon
1
Nott, David
1
Nyblom, Jukka
1
Pellegrini, Santiago
1
Phillips, Peter C. B.
1
Pintér, Gábor
1
Ruiz, Esther
1
Schorfheide, Frank
1
Schröder, Maximilian
1
Sill, D. Keith
1
Song, Haiyan
1
Tsionas, Efthymios G.
1
Witt, Stephen F.
1
Wu, Ping
1
Zhang, Bo
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of applied econometrics
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Econometric theory
23
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
Working paper
15
CAMA working paper series
14
Computational economics
14
Cowles Foundation discussion paper
12
Quantitative finance
12
The econometrics journal
12
CREATES research paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
Energy economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
3
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
4
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
5
A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls
Levene, Mark
;
Fenner, Trevor
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1227-1234
Persistent link: https://www.econbiz.de/10012794848
Saved in:
6
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
7
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
8
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
9
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
10
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->