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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"Economic modelling"
~subject:"Forecasting model"
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Search: subject_exact:"Autoregressives Modell"
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Zeitreihenanalyse
Forecasting model
Autocorrelation
31
Autokorrelation
31
Time series analysis
10
Estimation
8
Schätzung
8
Theorie
8
Theory
8
Nichtlineare Regression
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Capital income
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Structural break
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United States
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ARCH-Modell
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China
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Einheitswurzeltest
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Stock market
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Unit root test
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VAR-Modell
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Welt
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Lanne, Markku
3
Saikkonen, Pentti
3
Luoto, Jani
2
Meitz, Mika
2
Ahti, Valtteri
1
Di Iorio, Francesca
1
Figueiredo, Francisco Marcos Rodrigues
1
Gaglianone, Wagner Piazza
1
Giner, Javier
1
Guillén, Osmani Teixeira de Carvalho
1
Heller, David
1
Hoang, Thi Hong Van
1
Kalliovirta, Leena
1
Lahiani, Amine
1
Luoma, Arto
1
Nyberg, Henri
1
Paleologou, Suzanna-Maria
1
Triacca, Umberto
1
Xue, Wen-Jun
1
Zakamulin, Valeriy
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Discussion papers / Helsinki Center of Economic Research : discussion paper
Economic modelling
Journal of econometrics
41
Economics letters
24
Journal of forecasting
24
International journal of forecasting
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Discussion paper / Tinbergen Institute
20
Econometric reviews
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Econometric theory
17
Applied economics letters
12
Energy economics
11
CREATES research paper
10
Cowles Foundation discussion paper
9
Applied economics
8
Journal of empirical finance
8
The econometrics journal
8
Working paper
8
Journal of applied econometrics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CESifo working papers
6
Cowles Foundation Discussion Paper
6
SSE EFI working paper series in economics and finance
6
Cambridge working papers in economics
5
Discussion papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Econometrics : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European journal of operational research : EJOR
5
Journal of financial econometrics
5
Oxford bulletin of economics and statistics
5
Risks : open access journal
5
Discussion paper / Centre for Economic Policy Research
4
Econometric Institute research papers
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Finance research letters
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International journal of economics and financial issues : IJEFI
4
International journal of finance & economics : IJFE
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International review of financial analysis
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ECONIS (ZBW)
13
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1
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
2
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza
;
Guillén, Osmani Teixeira de …
- In:
Economic modelling
73
(
2018
),
pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
Saved in:
3
Testing for predictability in a noninvertible ARMA model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2012
Persistent link: https://www.econbiz.de/10009505454
Saved in:
4
A Gaussian mixture autoregressive model for univariate time series
Kalliovirta, Leena
;
Meitz, Mika
;
Saikkonen, Pentti
-
2012
Persistent link: https://www.econbiz.de/10009627445
Saved in:
5
Stock return autocorrelations and predictability in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun
;
Zhang, Li-Wen
- In:
Economic modelling
60
(
2017
),
pp. 391-401
Persistent link: https://www.econbiz.de/10011734259
Saved in:
6
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
7
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
-
2010
Persistent link: https://www.econbiz.de/10003929220
Saved in:
8
Forecasting commodity prices with nonlinear models
Ahti, Valtteri
-
2009
Persistent link: https://www.econbiz.de/10003860178
Saved in:
9
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku
;
Luoma, Arto
;
Luoto, Jani
-
2009
Persistent link: https://www.econbiz.de/10003884523
Saved in:
10
Testing an autoregressive structure in binary time series models
Nyberg, Henri
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003779572
Saved in:
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