//--> //--> //--> //-->
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:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~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
478
Zeitreihenanalyse
478
Theorie
312
Theory
312
Forecasting model
250
Prognoseverfahren
250
Estimation
84
Estimation theory
84
Schätztheorie
84
Schätzung
84
USA
56
United States
56
Volatility
45
Volatilität
45
Bayes-Statistik
31
Bayesian inference
31
Business cycle
29
Konjunktur
29
VAR model
29
VAR-Modell
29
Capital income
28
Kapitaleinkommen
28
State space model
27
Zustandsraummodell
27
Economic forecast
26
Wirtschaftsprognose
26
forecasting
24
ARCH model
22
ARCH-Modell
22
Markov chain
22
Markov-Kette
22
Forecast
20
Prognose
20
Autocorrelation
19
Autokorrelation
19
Frühindikator
18
Großbritannien
18
Leading indicator
18
National income
18
Nationaleinkommen
18
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Arteche, Josu
1
Bekdache, Basma
1
Chen, Zi-yu
1
Cook, Steven
1
Cross, Jamie
1
Deng, Min-hui
1
García-Enríquez, Javier
1
Gatarek, Lukasz T.
1
Gospodinov, Nikolaj
1
Goulet Coulombe, Philippe
1
Guo, Na
1
Hafner, Christian M.
1
Harvey, Andrew C.
1
Kolkiewicz, Adam W.
1
Lam, Kin
1
Li, Jun-Bo
1
Li, Wai Keung
1
Lindström, Erik
1
Lkhagvasuren, Damba
1
Madsen, Henrik
1
Manner, Hans
1
Men, Zhongxian
1
Nyblom, Jukka
1
Nystrup, Peter
1
Pfarrhofer, Michael
1
Phillips, Peter C. B.
1
So, Mike Ka-pui
1
Wang, Jian-qiang
1
Wang, Xiao-kang
1
Welfe, Aleksander
1
Wirjanto, Tony S.
1
Xiao, Fei
1
Zhang, Bo
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of forecasting
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
International journal of forecasting
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
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
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
3
Forecasting nonstationary time series
Gatarek, Lukasz T.
;
Welfe, Aleksander
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1930-1949
Persistent link: https://www.econbiz.de/10014432804
Saved in:
4
Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu
;
García-Enríquez, Javier
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
Saved in:
5
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
6
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction
Chen, Zi-yu
;
Xiao, Fei
;
Wang, Xiao-kang
;
Deng, Min-hui
; …
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1458-1482
Persistent link: https://www.econbiz.de/10013465705
Saved in:
7
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
8
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
9
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
10
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.
;
Manner, Hans
- In:
Journal of applied econometrics
27
(
2012
)
2
,
pp. 269-295
Persistent link: https://www.econbiz.de/10009618639
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->