//--> //--> //--> //-->
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
~language:"eng"
~person:"Beechey, Meredith Jane"
~person:"Poskitt, Donald Stephen"
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:"ARIMA-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
15
ARMA-Modell
15
Cointegration
7
Kointegration
7
Time series analysis
6
Zeitreihenanalyse
6
USA
5
United States
5
Estimation theory
4
Schätztheorie
4
Central bank
3
Estimation
3
Geldpolitik
3
Inflation rate
3
Inflationsrate
3
Monetary policy
3
Schätzung
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Zentralbank
3
1955-2006
2
Long memory models
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
1958-2011
1
ARFIMA
1
Algorithm
1
Algorithmus
1
Bias
1
Correlation
1
Error correction
1
Forecasting model
1
Frequency domain estimators
1
Frühindikator
1
Key rate
1
Kleinste-Quadrate-Methode
1
Korrelation
1
Leading indicator
1
more ...
less ...
Online availability
All
Free
8
Undetermined
2
Type of publication
All
Book / Working Paper
9
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
6
Aufsatz in Zeitschrift
6
Forschungsbericht
1
more ...
less ...
Language
All
English
Author
All
Beechey, Meredith Jane
Poskitt, Donald Stephen
Gil-Alaña, Luis A.
23
McAleer, Michael
22
Beran, Jan
18
Feng, Yuanhua
12
Karanasos, Menelaos
12
Sibbertsen, Philipp
11
Lütkepohl, Helmut
10
Maravall Herrero, Agustín
10
Palm, Franz C.
10
Athanasopoulos, George
9
Koopman, Siem Jan
9
Silvestrini, Andrea
9
Vahid, Farshid
9
Baillie, Richard
8
Kapetanios, George
8
Laurent, Sébastien
8
Saikkonen, Pentti
8
Asai, Manabu
7
Francq, Christian
7
Glabadanidis, Paskalis
7
Gupta, Rangan
7
Hecq, Alain W. J.
7
Lieberman, Offer
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Račev, Svetlozar T.
7
Bhardwaj, Geetesh
6
Chan, Joshua
6
Dufays, Arnaud
6
Fabozzi, Frank J.
6
Hauser, Michael A.
6
Hyndman, Rob J.
6
Ling, Shiqing
6
Mayoral, Laura
6
Meitz, Mika
6
Monfort, Alain
6
Peiris, Shelton
6
Veredas, David
6
Zakoïan, Jean-Michel
6
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Econometric reviews
1
Econometric theory
1
Finance and economics discussion series
1
International journal of central banking : IJCB
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometrics
1
Working papers / Department of Economics, Uppsala University
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
2
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
3
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
4
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
5
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
6
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:
7
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
Saved in:
8
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
9
The rise and fall of US inflation persistence
Beechey, Meredith Jane
;
Österholm, Pär
-
2007
Persistent link: https://www.econbiz.de/10003827148
Saved in:
10
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 60-83
Persistent link: https://www.econbiz.de/10009515972
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->