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~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~isPartOf:"Tourism management : research, policies, practice"
~subject:"ARMA model"
~subject:"Exchange rate policy"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Autoregressive integrated moving average"
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ARMA model
Exchange rate policy
Theory
ARMA-Modell
18
Theorie
6
Estimation theory
4
Forecasting model
4
Prognoseverfahren
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
International tourism
3
Internationaler Tourismus
3
USA
3
United States
3
Cointegration
2
Demand
2
Japan
2
Kointegration
2
Nachfrage
2
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2
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2
1947-1993
1
1976-2007
1
1980-1996
1
1986-1996
1
ARCH model
1
ARCH-Modell
1
ARIMA
1
ARIMAX model
1
Air passenger transport
1
Airport
1
Airport passenger traffic forecast
1
Analysis of variance
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Autoregressive distributed lag model
1
Autoregressive moving average model
1
Baidu Index
1
Bootstrap approach
1
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Article
18
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Aufsatz in Zeitschrift
Article in journal
18
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English
18
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Phillips, Peter C. B.
2
Baillie, Richard
1
Balli, Hatice Ozer
1
Bartel, Holger
1
Beine, Michel
1
Beltratti, Andrea
1
Chambers, Marcus J.
1
Chu, Fong-lin
1
Cipollini, Fabrizio
1
Coshall, John T.
1
Ding, Yusi
1
Gabriel, Vasco J.
1
Gilbey, Andrew
1
Gow, Hamisch
1
Huang, Xiankai
1
Kapetanios, George
1
Laurent, Sébastien
1
Lieberman, Offer
1
Lim, Christine
1
Lütkepohl, Helmut
1
Martins, Luís Filipe
1
Mayoral, Laura
1
McAleer, Michael
1
Mealli, Fabrizia
1
Meddahi, Nour
1
Menchetti, Fiammetta
1
Min, Jennifer C. H.
1
Morana, Claudio
1
Nankervis, John C.
1
Papailias, Fotis
1
Savin, Nathan E.
1
Thomakos, Dimitrios D.
1
Thornton, Michael A.
1
Tsui, Wai Hong Kan
1
Wang, T'ao
1
Xiao, Zhijie
1
Zhang, Lifeng
1
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Journal of empirical finance
The econometrics journal
Tourism management : research, policies, practice
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
Applied financial economics
11
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Economic modelling
10
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 empirical economics letters : a monthly international journal of economics
8
Advances in business and management forecasting
7
Econometric reviews
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
Journal of applied econometrics
5
Asian African journal of economics and econometrics
4
CBN journal of applied statistics
4
Econometrics : open access journal
4
Economics bulletin : EB
4
Energy policy
4
International journal of economics and finance
4
Journal of the American Statistical Association : JASA
4
Review of quantitative finance and accounting
4
Statistical papers
4
Technological forecasting & social change : an international journal
4
Theoretical and applied economics : GAER review
4
Applied economics letters
3
Brazilian review of econometrics : the review of the Brazilian Econometric Society
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ECONIS (ZBW)
18
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18
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date (oldest first)
1
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
2
The Baidu index : uses in predicting tourism flows - a case study of the Forbidden City
Huang, Xiankai
;
Zhang, Lifeng
;
Ding, Yusi
- In:
Tourism management : research, policies, practice
58
(
2017
),
pp. 301-306
Persistent link: https://www.econbiz.de/10011635232
Saved in:
3
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:
4
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:
5
Forecasting of Hong Kong airport's passenger throughput
Tsui, Wai Hong Kan
;
Balli, Hatice Ozer
;
Gilbey, Andrew
; …
- In:
Tourism management : research, policies, practice
42
(
2014
),
pp. 62-76
Persistent link: https://www.econbiz.de/10010354152
Saved in:
6
Testing for uncorrelated errors in ARMA models : non-standard Andrews-Ploberger tests
Nankervis, John C.
;
Savin, Nathan E.
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 516-534
Persistent link: https://www.econbiz.de/10009710131
Saved in:
7
Combining volatility and smoothing forecasts of UK demand for international tourism
Coshall, John T.
- In:
Tourism management : research, policies, practice
30
(
2009
)
4
,
pp. 495-511
Persistent link: https://www.econbiz.de/10003856183
Saved in:
8
Forecasting tourism demand with ARMA-based methods
Chu, Fong-lin
- In:
Tourism management : research, policies, practice
30
(
2009
)
5
,
pp. 740-751
Persistent link: https://www.econbiz.de/10003873911
Saved in:
9
Modelling income effects on long and short haul international travel from Japan
Lim, Christine
;
Min, Jennifer C. H.
;
McAleer, Michael
- In:
Tourism management : research, policies, practice
29
(
2008
)
6
,
pp. 1099-1109
Persistent link: https://www.econbiz.de/10003775872
Saved in:
10
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
Saved in:
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