//--> //--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Koopman, Siem Jan"
~person:"Proietti, Tommaso"
~person:"Taylor, James W."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"Theory"
~subject:"USA"
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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Saisonale Schwankungen
Theory
USA
Time series analysis
34
Zeitreihenanalyse
34
Forecasting model
19
Prognoseverfahren
19
Theorie
18
Schätztheorie
9
State space model
9
Zustandsraummodell
9
Estimation
7
Schätzung
7
Factor analysis
6
Faktorenanalyse
6
Kalman filter
5
Seasonal variations
5
ARCH model
4
ARCH-Modell
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Time-varying parameters
4
Volatility
4
Volatilität
4
EU countries
3
EU-Staaten
3
United States
3
Bayes-Statistik
2
Bayesian inference
2
Capital income
2
Consistency
2
Correlation
2
Dynamic factor models
2
Economic forecast
2
Economic indicator
2
Factor models
2
Financial market
2
Finanzmarkt
2
more ...
less ...
Online availability
All
Undetermined
16
Free
2
Type of publication
All
Article
29
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
31
Author
All
Koopman, Siem Jan
Proietti, Tommaso
Taylor, James W.
Hyndman, Rob J.
55
Gao, Jiti
47
Phillips, Peter C. B.
28
Athanasopoulos, George
24
Martin, Gael M.
23
Snyder, Ralph D.
21
Poskitt, Donald Stephen
18
Franses, Philip Hans
17
Linton, Oliver
17
Taylor, Robert
16
Marcellino, Massimiliano
15
Peng, Bin
15
Koop, Gary
14
Dong, Chaohua
13
Koehler, Anne B.
13
Teräsvirta, Timo
13
Makridakis, Spyros G.
11
Chen, Xiaohong
10
Leybourne, Stephen James
10
Ord, John Keith
10
Panagiotelis, Anastasios
10
Peña, Daniel
10
Xiao, Zhijie
10
Assimakopoulos, V.
9
Dijk, Dick van
9
Forbes, Catherine Scipione
9
Frazier, David T.
9
Hallin, Marc
9
Hecq, Alain W. J.
9
Hendry, David F.
9
Kang, Yanfei
9
Pesaran, M. Hashem
9
Spiliotis, Evangelos
9
Camacho, Maximo
8
Forni, Mario
8
Lucas, André
8
Perron, Pierre
8
Robinson, Peter M.
8
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Journal of econometrics
Journal of forecasting
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
87
CEIS Working Paper
15
CREATES research paper
8
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Econometric reviews
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Oxford bulletin of economics and statistics
4
Discussion paper / Center for Economic Research, Tilburg University
3
EUI working paper / ECO
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Advanced texts in econometrics
2
De Nederlandsche Bank Working Paper
2
EERI research paper series
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford statistical science series
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Tinbergen Institute Discussion Paper
2
A companion to economic forecasting
1
A history of market performance : from ancient Babylonia to the modern world
1
Advanced Texts in Econometrics Ser
1
Advances in econometrics
1
Applied economics
1
CC economics
1
CEIS Research Paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Statistics Netherlands
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
3
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:
4
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
5
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:
6
Coherent probabilistic forecasts for hierarchical time series
Ben Taieb, Souhaib
;
Taylor, James W.
;
Hyndman, Rob J.
-
2017
Persistent link: https://www.econbiz.de/10011781966
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->