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Search: subject:"Time series analysis"
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Scientific modelling
Time series analysis
479
Zeitreihenanalyse
479
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218
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218
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41
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Johansen, Søren
4
Teräsvirta, Timo
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Nielsen, Morten Ørregaard
2
Amado, Cristina
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1
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CREATES research paper
Econometric theory
Journal of econometrics
25
Discussion paper / Tinbergen Institute
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17
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13
Working paper
13
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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New directions in macromodelling
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School of Economics working papers / The University of Adelaide, School of Economics
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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ECONIS (ZBW)
17
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1
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
2
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
3
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
4
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
5
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
6
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Bredahl Kock, Anders
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009267762
Saved in:
7
Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779686
Saved in:
8
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
9
Consistent and conservative model selection with the adaptive lasso in stationary and nonstationary autoregressions
Kock, Anders Bredahl
- In:
Econometric theory
32
(
2016
)
1
,
pp. 243-259
Persistent link: https://www.econbiz.de/10011578467
Saved in:
10
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
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