//--> //--> //--> //-->
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
subject:"Stochastischer Prozess"
~isPartOf:"Discussion paper / Institute for Empirical Macroeconomics"
~isPartOf:"Economics letters"
~subject:"1914-1989"
~subject:"Theory"
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:"ARFIMA-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
1914-1989
Theory
ARMA model
36
ARMA-Modell
36
Theorie
15
Time series analysis
10
Zeitreihenanalyse
10
USA
7
United States
7
Estimation theory
6
Schätztheorie
6
Einheitswurzeltest
4
Forecasting model
4
Markov chain
4
Markov-Kette
4
Prognoseverfahren
4
Unit root test
4
VAR model
4
VAR-Modell
4
Cointegration
3
Kointegration
3
ARCH model
2
ARCH-Modell
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Inflation
2
Inflation rate
2
Inflationsrate
2
Kaufkraftparität
2
Purchasing power parity
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Structural break
2
Strukturbruch
2
VAR
2
VARMA
2
1727-1775
1
1926-1992
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
15
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
16
Author
All
Agnon, Yehuda
1
Andersson, Michael K.
1
Barrio Castro, Tomás del
1
Cavicchioli, Maddalena
1
Chung, Ching-fan
1
Cubadda, Gianluca
1
Darolles, Serge
1
Eklund, Bruno
1
Florens, Jean-Pierre
1
Ghysels, Eric
1
Gil-Alaña, Luis A.
1
Golan, Amos
1
Gouriéroux, Christian
1
Harvey, Andrew C.
1
Hecq, Alain W. J.
1
Hualde, Javier
1
Iacone, Fabrizio
1
Izzeldin, Marwan
1
Kapetanios, George
1
Lee, Oesook
1
Li, Zhenxiong
1
Lyhagen, Johan
1
Mallet, Sylvie
1
Morley, James C.
1
Palm, Franz C.
1
Perron, Pierre
1
Pons Fanals, Ernest
1
Proietti, Tommaso
1
Shearer, Matthew
1
Shin, Dong-wan
1
Suriñach Caralt, Jordi
1
Yao, Xingzhi
1
more ...
less ...
Published in...
All
Discussion paper / Institute for Empirical Macroeconomics
Economics letters
Journal of forecasting
19
Journal of econometrics
18
Econometric theory
15
International journal of forecasting
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
9
CoFE discussion papers
8
Discussion paper / Tinbergen Institute
8
Computational economics
6
Discussion papers in economics
6
The econometrics journal
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Documentos de trabajo / Banco de España, Servicio de Estudios
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
CAMA working paper series
4
CREATES research paper
4
Discussion papers of interdisciplinary research project 373
4
Econometric reviews
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International Journal of Energy Economics and Policy : IJEEP
4
International journal of economics and financial issues : IJEFI
4
Journal of banking & finance
4
Research memorandum / METEOR
4
Working paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working paper / National Bureau of Economic Research, Inc.
4
Banque de France Working Paper
3
CBN journal of applied statistics
3
CORE discussion paper : DP
3
Discussion paper
3
Journal of time series econometrics
3
Statistical papers
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
The empirical economics letters : a monthly international journal of economics
3
Tourism economics : the business and finance of tourism and recreation
3
Working papers
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
2
Revisiting inflation in the euro area allowing for long memory
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
156
(
2017
),
pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
Saved in:
3
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
Saved in:
4
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Economics letters
99
(
2008
)
3
,
pp. 537-540
Persistent link: https://www.econbiz.de/10003726244
Saved in:
5
A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George
- In:
Economics letters
79
(
2003
)
3
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001755274
Saved in:
6
A state-space approache to calculating the Beveridge-Nelson decomposition
Morley, James C.
- In:
Economics letters
75
(
2002
)
1
,
pp. 123-127
Persistent link: https://www.econbiz.de/10001650908
Saved in:
7
The effects of working with seasonally data when testing for unit root
Barrio Castro, Tomás del
;
Pons Fanals, Ernest
; …
- In:
Economics letters
75
(
2002
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10001651027
Saved in:
8
A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook
;
Shin, Dong-wan
- In:
Economics letters
73
(
2001
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001635074
Saved in:
9
Calculating and analyzing impulse responses for the vector ARFIMA model
Chung, Ching-fan
- In:
Economics letters
71
(
2001
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10001564051
Saved in:
10
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Economics letters
71
(
2001
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->