//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~person:"Dijk, Dick van"
~person:"Pérez-Quirós, Gabriel"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Theory
USA
Volatility
Time series analysis
15
Zeitreihenanalyse
15
Business cycle
9
Konjunktur
9
Economic growth
8
Wirtschaftswachstum
8
United States
5
Business cycles
4
Theorie
4
Autokorrelation
3
Bruttoinlandsprodukt
3
Business cycle turning point
3
Economic forecast
3
Euro area
3
Eurozone
3
Gross domestic product
3
Konjunktureller Wendepunkt
3
National income
3
Nationaleinkommen
3
Neural networks
3
Neuronale Netze
3
Output growth
3
Time series
3
Wirtschaftsprognose
3
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Aggregation
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Börsenkurs
1
Capital income
1
Euro
1
Factor analysis
1
Faktorenanalyse
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
7
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
11
Author
All
Dijk, Dick van
Pérez-Quirós, Gabriel
Teräsvirta, Timo
18
Hyndman, Rob J.
13
Nielsen, Morten Ørregaard
13
Johansen, Søren
12
Proietti, Tommaso
11
Makridakis, Spyros G.
10
Koopman, Siem Jan
9
Kruse, Robinson
9
Marcellino, Massimiliano
9
Spiliotis, Evangelos
9
Assimakopoulos, V.
8
Grassi, Stefano
8
Podolskij, Mark
8
Forni, Mario
7
Camacho, Maximo
6
Ergemen, Yunus Emre
6
Haldrup, Niels
6
Hendry, David F.
6
Koehler, Anne B.
6
Petropoulos, Fotios
6
Reichlin, Lucrezia
6
Santucci de Magistris, Paolo
6
Timmermann, Allan
6
Athanasopoulos, George
5
Clements, Michael P.
5
Franses, Philip Hans
5
Hansen, Peter Reinhard
5
Kang, Yanfei
5
Lucas, André
5
Medeiros, Marcelo C.
5
Ruiz, Esther
5
Bauwens, Luc
4
Bergmeir, Christoph
4
Castle, Jennifer
4
Christensen, Kim
4
Delle Monache, Davide
4
Ghysels, Eric
4
Griggs, Kenneth
4
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper / Centre for Economic Policy Research
International journal of forecasting
Discussion paper / Tinbergen Institute
15
Econometric Institute research papers
8
Discussion paper series
3
Documentos de trabajo / Banco de España
2
Journal of applied econometrics
2
Journal of econometrics
2
SSE EFI working paper series in economics and finance
2
Contributions to economic analysis
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / School of Economics, The University of New South Wales
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
Econometric reviews
1
Foundations and trends in econometrics
1
International finance discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of economics and statistics
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Aggregate versus disaggregate information in dynamic factor models
Álvarez, Rocío
;
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 680-694
Persistent link: https://www.econbiz.de/10011621772
Saved in:
3
Markov-switching dynamic factor models in real time
Camacho, Maximo
;
Pérez-Quirós, Gabriel
;
Poncela, Pilar
-
2012
Persistent link: https://www.econbiz.de/10009512866
Saved in:
4
Extracting nonlinear signals from several economic indicators
Camacho, Maximo
;
Pérez-Quirós, Gabriel
;
Poncela, Pilar
-
2012
Persistent link: https://www.econbiz.de/10009512867
Saved in:
5
Finite sample performance of small versus large scale dynamic factor models
Cedillo Álvarez, Rocío
;
Camacho, Maximo
; …
-
2012
Persistent link: https://www.econbiz.de/10009526770
Saved in:
6
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
7
Macroeconomic forecasting with matched principal components
Heij, Christiaan
;
Dijk, Dick van
;
Groenen, Patrick J. F.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
Saved in:
8
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Teräsvirta, Timo
;
Dijk, Dick van
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 755-774
Persistent link: https://www.econbiz.de/10003150707
Saved in:
9
Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Novales, Alfonso
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 775-780
Persistent link: https://www.econbiz.de/10003150708
Saved in:
10
Reply: [Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination]
Teräsvirta, Timo
;
Dijk, Dick van
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 781-783
Persistent link: https://www.econbiz.de/10003150710
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->