//--> //--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
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:"Autoregressive integrated moving average"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
45
ARMA-Modell
45
Theorie
18
Theory
18
Time series analysis
12
Zeitreihenanalyse
12
Estimation theory
8
Schätztheorie
8
ARCH model
7
ARCH-Modell
7
USA
7
United States
7
Cointegration
6
Kointegration
6
Einheitswurzeltest
4
Exchange rate
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Unit root test
4
Wechselkurs
4
Business cycle
3
Estimation
3
Konjunktur
3
Markov chain
3
Markov-Kette
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
US dollar
3
US-Dollar
3
1933-2007
2
Air pollution
2
Aktienmarkt
2
Capital market returns
2
Climate change
2
Deutschland
2
Financial analysis
2
Financial economics
2
Finanzanalyse
2
Forecasting model
2
more ...
less ...
Online availability
All
Free
9
Undetermined
3
Type of publication
All
Article
36
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
45
Author
All
McAleer, Michael
9
Asai, Manabu
3
Bierens, Herman J.
2
Chen, Chi-chung
2
Ilomäki, Jukka
2
Lan Fen Chu
2
Laurila, Hannu
2
Lieberman, Offer
2
Ling, Shiqing
2
Peiris, Shelton
2
Poskitt, Donald Stephen
2
Allen, David E.
1
Aree Wiboonpongse
1
Athanasopoulos, George
1
Bailey, Ralph W.
1
Bauer, Dietmar
1
Beine, Michel
1
Cavicchioli, Maddalena
1
Chambers, Marcus J.
1
Chaovanapoonphol, Yaovarate
1
Choudhry, Taufiq
1
Delgado, Miguel A.
1
Distaso, Walter
1
Dolado, Juan J.
1
Dufrénot, Gilles
1
Díaz-Emparanza, Ignacio
1
Findley, David F.
1
Gonzalo, Jesús
1
Guerróon-Quintana, Pablo
1
Gulati, Chandra M.
1
Guégan, Dominique
1
Hidalgo, Javier
1
Hwang, Soosung
1
Karanasos, Menelaos
1
Kascha, Christian
1
Knight, John L.
1
Laurent, Sébastien
1
Lavancier, Frédéric
1
Leipus, Remigijus
1
Li, Wai Keung
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Econometric theory
Journal of applied econometrics
Journal of international financial markets, institutions & money
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Applied economics
21
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
International Journal of Energy Economics and Policy : IJEEP
13
Applied financial economics
11
Computational economics
11
Economic modelling
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
CoFE discussion papers
9
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
Journal of banking & finance
8
Journal of time series econometrics
8
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
Advances in business and management forecasting
7
Discussion papers in economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric reviews
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of empirical finance
5
Technological forecasting & social change : an international journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macroeconomic forecasting in times of crises
Guerróon-Quintana, Pablo
;
Zhong, Molin
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 295-320
Persistent link: https://www.econbiz.de/10014287987
Saved in:
2
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
3
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
4
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
5
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
6
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011500273
Saved in:
7
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2013
Persistent link: https://www.econbiz.de/10009754970
Saved in:
8
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10010360665
Saved in:
9
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
10
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->