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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"ARMA model"
~subject:"Exchange rate policy"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Autoregressive integrated moving average"
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ARMA model
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ARMA-Modell
14
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5
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5
Estimation theory
4
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4
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4
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Athanasopoulos, George
1
Baillie, Richard
1
Beine, Michel
1
Beltratti, Andrea
1
Benjamin, Michael A.
1
Carnero, M. Angeles
1
Chambers, Marcus J.
1
Dolado, Juan J.
1
Francq, Christian
1
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1
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1
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1
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1
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1
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Ooms, Marius
1
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1
Peña, Daniel
1
Poskitt, Donald Stephen
1
Rigby, Robert A.
1
Roy, Roch
1
Smallwood, Aaron D.
1
Stasinopoulos, D. Mikis
1
Sánchez, Ismael
1
Thomakos, Dimitrios D.
1
Thornton, Michael A.
1
Trenkler, Carsten
1
Vahid, Farshid
1
Wang, T'ao
1
Yao, Wenying
1
Zakoïan, Jean-Michel
1
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Journal of applied econometrics
Journal of empirical finance
Journal of the American Statistical Association : JASA
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
29
Econometric theory
24
Applied economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International Journal of Energy Economics and Policy : IJEEP
12
Applied financial economics
11
Computational economics
11
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10
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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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
Advances in business and management forecasting
7
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6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
Technological forecasting & social change : an international journal
5
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Asian African journal of economics and econometrics
4
CBN journal of applied statistics
4
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International journal of economics and finance
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Review of quantitative finance and accounting
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The Indian journal of economics
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ECONIS (ZBW)
14
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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
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
3
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:
4
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
5
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
6
Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
Koopman, Siem Jan
;
Ooms, Marius
;
Carnero, M. Angeles
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 16-27
Persistent link: https://www.econbiz.de/10003430641
Saved in:
7
Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.
;
Norrbin, Stefan C.
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
Saved in:
8
Multifold predictive validation in ARMAX time series models
Peña, Daniel
;
Sánchez, Ismael
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
469
,
pp. 135-146
Persistent link: https://www.econbiz.de/10002703157
Saved in:
9
Diagnostic checking in ARMA models with uncorrelated errors
Francq, Christian
;
Roy, Roch
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 532-544
Persistent link: https://www.econbiz.de/10002929352
Saved in:
10
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
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