//--> //--> //--> //-->
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 reviews"
~isPartOf:"International journal of forecasting"
~subject:"Estimation theory"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Time series analysis
792
Zeitreihenanalyse
792
Forecasting model
473
Prognoseverfahren
473
Theorie
448
Theory
448
Schätztheorie
152
Estimation
117
Schätzung
117
Volatility
93
Volatilität
93
Economic forecast
67
Wirtschaftsprognose
67
Forecasting
66
Forecast
58
State space model
58
Prognose
57
USA
57
United States
57
Zustandsraummodell
57
Time series
56
Bayes-Statistik
55
Bayesian inference
55
Frühindikator
46
Leading indicator
46
ARCH model
45
ARCH-Modell
45
Stochastic process
43
Stochastischer Prozess
43
VAR model
43
VAR-Modell
43
Cointegration
41
Factor analysis
41
Faktorenanalyse
41
Kointegration
40
Neural networks
37
Neuronale Netze
37
Saisonale Schwankungen
37
Seasonal variations
37
more ...
less ...
Online availability
All
Undetermined
93
Free
5
Type of publication
All
Article
149
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
150
Aufsatz in Zeitschrift
150
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Rezension
1
Language
All
English
152
Author
All
Teräsvirta, Timo
7
Hendry, David F.
4
Hyndman, Rob J.
4
Lucas, André
4
Baltagi, Badi H.
3
Blasques, Francisco
3
Kapetanios, George
3
Kock, Anders Bredahl
3
Koopman, Siem Jan
3
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Bohn Nielsen, Heino
2
Brännäs, Kurt
2
Dagum, Estela Bee
2
Davidson, Russell
2
Deo, Rohit S.
2
Dong, Chaohua
2
Espasa Terrades, Antoni
2
Gao, Jiti
2
Harvey, Andrew C.
2
Hsiao, Cheng
2
Kilian, Lutz
2
Liang, Zhongwen
2
Lütkepohl, Helmut
2
Maasoumi, Esfandiar
2
McElroy, Tucker
2
Medeiros, Marcelo C.
2
Oryshchenko, Vitaliy
2
Papailias, Fotis
2
Ruiz, Esther
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Wilms, Ines
2
Albertson, Kevin
1
Allaj, Erindi
1
Amado, Cristina
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Aylen, Jonathan
1
Baillie, Richard
1
more ...
less ...
Published in...
All
Econometric reviews
International journal of forecasting
Journal of econometrics
309
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Economics letters
135
Discussion paper / Tinbergen Institute
99
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Applied economics letters
50
Econometrics : open access journal
48
Cowles Foundation discussion paper
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
32
Journal of applied econometrics
30
NBER working paper series
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
EUI working paper / ECO
26
SFB 649 discussion paper
26
Journal of empirical finance
25
Working paper series
25
Oxford bulletin of economics and statistics
24
LSE STICERD Research Paper
23
Working paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
Umeå economic studies
21
Discussion paper
20
more ...
less ...
Source
All
ECONIS (ZBW)
152
Showing
1
-
10
of
152
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
4
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
7
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
Saved in:
8
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
9
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
10
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->