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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Germany"
~subject:"Konjunktur"
~subject:"Schätztheorie"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Bayesian inference
Estimation theory
Germany
Konjunktur
Schätztheorie
Time series analysis
47
Zeitreihenanalyse
47
Theorie
36
Theory
36
Estimation
10
Schätzung
10
Börsenkurs
6
Share price
6
Autokorrelation
5
Schweden
5
Sweden
5
Autocorrelation
4
Heteroskedastizitätsanalyse
4
OECD countries
4
OECD-Staaten
4
Volatility
4
Volatilität
4
Modellierung
3
Neural networks
3
Neuronale Netze
3
Nichtlineare Regression
3
Nonlinear regression
3
Scientific modelling
3
ARFIMA
2
ARMA
2
Business cycle
2
Exchange rate
2
Forecasting model
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nordeuropa
2
Northern Europe
2
Prognoseverfahren
2
USA
2
United States
2
Wechselkurs
2
1861-1988
1
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Book / Working Paper
15
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Graue Literatur
Non-commercial literature
15
Arbeitspapier
8
Working Paper
8
Collection of articles written by one author
7
Hochschulschrift
7
Sammlung
7
Thesis
7
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
15
Author
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Teräsvirta, Timo
4
Hagerud, Gustaf E.
2
Skalin, Joakim
2
Andersson, Michael K.
1
Brännström, Tomas
1
Eitrhem, Øyvind
1
Eklund, Bruno
1
Gredenhoff, Mikael P.
1
He, Changli
1
Lundbergh, Stefan
1
Lyhagen, Johan
1
Åsbrink, Stefan E.
1
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
European University Institute / Department of Economics
11
Umeå universitet
11
National Bureau of Economic Research
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
European University Institute / Department of Law
4
Federal Reserve Bank of St. Louis
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Centre for Growth and Business Cycle Research <Manchester>
3
Institut für Weltwirtschaft
3
University of Exeter / Department of Economics
3
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Industriebetriebsforschung <Hamburg>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Universitetet i Oslo / Økonomisk institutt
2
University of Cambridge / Department of Applied Economics
2
University of New England / Department of Econometrics
2
University of Strathclyde / Department of Economics
2
Aarhus Universitet
1
Akademia Ekonomiczna w Poznaniu
1
Amsterdams Instituut voor ArbeidsStudies
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bayerische Hypotheken- und Wechsel-Bank
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Eberhard Karls Universität Tübingen / Geographisches Institut
1
Econometrics Conference <1995, Melbourne>
1
Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of Richmond
1
Forschungsinstitut zur Zukunft der Arbeit
1
Hessisches Statistisches Landesamt
1
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Published in...
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Working paper series in economics and finance
8
Source
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ECONIS (ZBW)
15
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15
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1
Modelling macroeconomic time series with smooth transition autoregressions
Skalin, Joakim
-
1999
Persistent link: https://www.econbiz.de/10000997092
Saved in:
2
Modelling economic high-frequency time series
Lundbergh, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001401660
Saved in:
3
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
4
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
5
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
6
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
7
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
8
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
9
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
10
Statistical properties of GARCH processes
He, Changli
-
1997
Persistent link: https://www.econbiz.de/10000975043
Saved in:
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