//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic modelling"
~subject:"Autokorrelation"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Autokorrelation
Stochastischer Prozess
Time series analysis
806
Zeitreihenanalyse
806
Theorie
346
Theory
346
Estimation
239
Schätzung
239
Estimation theory
157
Schätztheorie
157
Forecasting model
136
Prognoseverfahren
136
Volatility
123
Volatilität
122
Einheitswurzeltest
97
Unit root test
97
Cointegration
95
Kointegration
94
Structural break
77
Strukturbruch
77
USA
75
United States
75
ARCH model
73
ARCH-Modell
73
State space model
68
Zustandsraummodell
68
Business cycle
57
Konjunktur
57
Capital income
54
Kapitaleinkommen
54
Nichtlineare Regression
53
Nonlinear regression
53
Börsenkurs
48
Share price
48
Stochastic process
47
VAR model
43
VAR-Modell
43
Inflation
42
Statistical test
39
Statistischer Test
39
Großbritannien
37
more ...
less ...
Online availability
All
Undetermined
44
Free
1
Type of publication
All
Article
74
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
75
Author
All
Teräsvirta, Timo
3
Blasques, Francisco
2
Bordignon, Silvano
2
Chong, Terence Tai-Leung
2
Dagum, Estela Bee
2
Gschwandtner, Adelina
2
Koopman, Siem Jan
2
Li, Yong
2
Lucas, André
2
Taylor, Robert
2
Yoon, Gawon
2
Agiakloglou, Christos N.
1
Alcalá-Fdez, Jesús
1
Arauzo, Antonio
1
Arčabić, Vladimir
1
Asai, Manabu
1
Ashley, Richard A.
1
Astill, Sam
1
Aznarte, José Luis
1
Bai, Jushan
1
Bao Hoang Nguyen
1
Bennedsen, Mikkel
1
Benı́tez, José Manuel
1
Bermudez, P. de Zea
1
Birgean, Ionel
1
Brorsen, B. Wade
1
Brännäs, Kurt
1
Bu, Ruijun
1
Cai, Zongwu
1
Cavaliere, Giuseppe
1
Chan, Joshua
1
Chang, Hsu-Ling
1
Chen, Haiqiang
1
Chen, Shyh-Wei
1
Cho, Jin Seo
1
Crespo Cuaresma, Jesús
1
Cross, Jamie
1
Davidson, Russell
1
Di Iorio, Francesca
1
Dijk, Dick van
1
more ...
less ...
Published in...
All
Applied economics
Econometric reviews
Economic modelling
Journal of econometrics
106
Discussion paper / Tinbergen Institute
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Econometric theory
38
Economics letters
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
International journal of forecasting
31
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Applied economics letters
21
Journal of forecasting
21
Working paper
21
CREATES research paper
20
Cowles Foundation discussion paper
20
The econometrics journal
20
Energy economics
18
Computational economics
17
CAMA working paper series
15
Journal of empirical finance
15
Quantitative finance
15
Econometrics : open access journal
14
Journal of applied econometrics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of risk and financial management : JRFM
12
Cowles Foundation Discussion Paper
11
European journal of operational research : EJOR
11
Journal of economic dynamics & control
11
Journal of financial econometrics
11
SFB 649 discussion paper
11
CESifo working papers
10
Discussion papers of interdisciplinary research project 373
10
International review of financial analysis
10
Journal of banking & finance
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Risks : open access journal
9
Cambridge working papers in economics
8
Econometric Institute research papers
8
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
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:
5
Time-series residual momentum strategies
Kim, Saejoon
- In:
Applied economics
54
(
2022
)
5
,
pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
Saved in:
6
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
7
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
8
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
Saved in:
9
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->