//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Proietti, Tommaso"
~person:"Taylor, James W."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"State space model"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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
| 17 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Saisonale Schwankungen
State space model
Theory
USA
Zeitreihenanalyse
Time series analysis
25
Forecasting model
18
Prognoseverfahren
18
Theorie
15
Estimation
7
Schätzung
7
Zustandsraummodell
6
ARCH model
5
ARCH-Modell
5
Factor analysis
5
Faktorenanalyse
5
Schätztheorie
4
Volatility
4
Volatilität
4
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
Kalman filter
3
Kapitaleinkommen
3
Seasonal variations
3
South Africa
3
Südafrika
3
Aktienmarkt
2
Dynamic factor models
2
EU countries
2
EU-Staaten
2
Economic forecast
2
Economic indicator
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Outliers
2
Score driven models
2
Stock market
2
United States
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Gupta, Rangan
Koopman, Siem Jan
Proietti, Tommaso
Taylor, James W.
Hyndman, Rob J.
16
Marcellino, Massimiliano
14
Camacho, Maximo
12
Franses, Philip Hans
12
Makridakis, Spyros G.
11
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Pérez-Quirós, Gabriel
9
Reichlin, Lucrezia
9
Athanasopoulos, George
8
Clements, Michael P.
8
Forni, Mario
8
Hendry, David F.
8
Koehler, Anne B.
8
Dijk, Dick van
7
Petropoulos, Fotios
7
Ruiz, Esther
7
Gil-Alaña, Luis A.
6
Kang, Yanfei
6
Poncela, Pilar
6
Snyder, Ralph D.
6
Teräsvirta, Timo
6
Timmermann, Allan
6
Bergmeir, Christoph
5
Castle, Jennifer
5
Cubadda, Gianluca
5
Ghysels, Eric
5
Giannone, Domenico
5
Goodwin, Paul
5
Harvey, Nigel
5
Kunst, Robert M.
5
Lippi, Marco
5
Lucas, André
5
McCabe, Brendan Peter Martin
5
Miller, Don M.
5
O'Connor, Marcus J.
5
Peña, Daniel
5
more ...
less ...
Published in...
All
Applied financial economics
Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Discussion paper / Tinbergen Institute
102
CEIS Working Paper
17
Applied economics
13
CREATES research paper
9
Energy economics
8
Journal of econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Working papers / University of Connecticut, Department of Economics
8
Department of Economics working paper series
7
Journal of forecasting
7
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Econometric reviews
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Oxford bulletin of economics and statistics
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Tinbergen Institute Discussion Paper
4
Computational economics
3
Discussion paper / Center for Economic Research, Tilburg University
3
EUI working paper / ECO
3
Finance research letters
3
Finmap working paper
3
Journal of applied econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The econometrics journal
3
Advanced texts in econometrics
2
Applied economics letters
2
De Nederlandsche Bank Working Paper
2
EERI research paper series
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
2
Oxford statistical science series
2
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
2
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
3
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
4
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
5
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
6
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
7
Intervention time series analysis of crime rates : the case of sentence reform in Virginia
Vujić, Sunčica
;
Commandeur, Jacques Jean François
; …
- In:
Economic modelling
57
(
2016
),
pp. 311-323
Persistent link: https://www.econbiz.de/10011646939
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
9
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
10
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->