//--> //--> //--> //-->
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 forecasting"
~person:"Costantini, Mauro"
~person:"Koopman, Siem Jan"
~subject:"Autocorrelation"
~subject:"EU-Staaten"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Frühindikator"
~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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
EU-Staaten
Einheitswurzeltest
Estimation theory
Forecasting model
Frühindikator
Theory
USA
Time series analysis
16
Zeitreihenanalyse
16
Prognoseverfahren
14
Theorie
10
Estimation
7
Schätzung
7
State space model
4
Zustandsraummodell
4
Factor analysis
3
Faktorenanalyse
3
Forecasting
3
Kalman filter
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Scientific modelling
3
Bayes-Statistik
2
Bayesian inference
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Simulation
2
Statistical test
2
Statistischer Test
2
United States
2
Welt
2
World
2
1997-2005
1
ARCH model
1
ARCH-Modell
1
Arbeitslosigkeit
1
Autoregressive conditional duration
1
Bayesian analysis
1
Bivariate Poisson
1
Breaks
1
Cluster analysis
1
Clusteranalyse
1
Crime
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Costantini, Mauro
Koopman, Siem Jan
Hyndman, Rob J.
20
Franses, Philip Hans
17
Marcellino, Massimiliano
13
Makridakis, Spyros G.
12
Athanasopoulos, George
11
Assimakopoulos, V.
10
Spiliotis, Evangelos
10
Camacho, Maximo
9
Clements, Michael P.
9
Proietti, Tommaso
9
Forni, Mario
8
Hendry, David F.
8
Peña, Daniel
8
Dijk, Dick van
7
Koehler, Anne B.
7
Petropoulos, Fotios
7
Ruiz, Esther
7
Shang, Han Lin
7
Snyder, Ralph D.
7
Timmermann, Allan
7
Bergmeir, Christoph
6
Cubadda, Gianluca
6
García-Ferrer, Antonio
6
Goodwin, Paul
6
Harvey, Nigel
6
Hecq, Alain W. J.
6
Kang, Yanfei
6
Kunst, Robert M.
6
O'Connor, Marcus J.
6
Pinson, Pierre
6
Reichlin, Lucrezia
6
Rua, António
6
Teräsvirta, Timo
6
Brooks, Chris
5
Castle, Jennifer
5
Ghysels, Eric
5
Gil-Alaña, Luis A.
5
Gooijer, Jan G. de
5
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Journal of forecasting
Discussion paper / Tinbergen Institute
94
IHS economics series : working paper
9
Journal of econometrics
7
Reihe Ökonomie
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Discussion paper / Center for Economic Research, Tilburg University
3
Oxford bulletin of economics and statistics
3
De Nederlandsche Bank Working Paper
2
Econometric reviews
2
Journal of applied 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
The econometrics journal
2
Tinbergen Institute Discussion Paper
2
A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
Applied economics
1
CREATES research paper
1
Department of Economics working paper
1
Discussion paper / Statistics Netherlands
1
Econometric analysis of financial and economic time series ; part a
1
Economics letters
1
Energy economics
1
Global COE Hi-Stat discussion paper series
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBP working paper
1
Nonlinear time series analysis of business cycles
1
Research memorandum series / Tinbergen Instituut
1
State space and unobserved component models : theory and applications
1
Systemic risk tomography : signals, measurement and transmission channels
1
The Oxford handbook of economic forecasting
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
Saved in:
3
On the role of dependence in sticky price and sticky information Phillips curve : modelling and forecasting
Casarin, Roberto
;
Costantini, Mauro
;
Paradiso, Antonio
- In:
Economic modelling
105
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367149
Saved in:
4
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:
5
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:
6
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
Saved in:
7
Forecasting errors, directional accuracy and profitability of currency trading : the case of EUR/USD exchange rate
Costantini, Mauro
;
Crespo Cuaresma, Jesús
;
Hlouskova, …
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 652-668
Persistent link: https://www.econbiz.de/10011610301
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->