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~isPartOf:"Economic modelling"
~subject:"Statistical theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Stochastisches Modell"
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Statistical theory
Zeitreihenanalyse
Stochastic process
81
Stochastischer Prozess
81
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41
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41
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20
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20
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Economic modelling
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Econometric reviews
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Econometric theory
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Economics letters
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International journal of forecasting
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SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
3
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
4
Persistence and stochastic convergence of euro area unemployment rates*
Krištić, Irena Raguž
;
Dumančić, Lucija Rogić
; …
- In:
Economic modelling
76
(
2019
),
pp. 192-198
Persistent link: https://www.econbiz.de/10012198315
Saved in:
5
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
6
A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
7
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
8
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
9
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
10
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
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