//--> //--> //--> //-->
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
~person:"Chan, Joshua"
~person:"Gupta, Rangan"
~person:"Robinson, Peter M."
~subject:"Estimation"
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:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Time series analysis
226
Zeitreihenanalyse
226
Theorie
88
Theory
88
Schätzung
74
Forecasting model
71
Prognoseverfahren
71
Volatility
51
Volatilität
51
VAR model
43
VAR-Modell
43
Bayes-Statistik
39
Bayesian inference
39
Estimation theory
37
Schätztheorie
37
USA
36
United States
36
Stochastic process
33
Stochastischer Prozess
33
State space model
27
Zustandsraummodell
27
Cointegration
26
Kointegration
26
Börsenkurs
23
Capital income
23
Inflation
23
Kapitaleinkommen
23
Share price
23
Business cycle
20
Konjunktur
20
ARCH model
19
ARCH-Modell
19
Aktienmarkt
18
Markov chain
18
Markov-Kette
18
Stock market
18
South Africa
15
Südafrika
15
ARMA model
13
more ...
less ...
Online availability
All
Undetermined
34
Free
31
Type of publication
All
Article
45
Book / Working Paper
30
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Graue Literatur
27
Non-commercial literature
27
Arbeitspapier
21
Working Paper
21
Language
All
English
75
Author
All
Chan, Joshua
Gupta, Rangan
Robinson, Peter M.
Gil-Alaña, Luis A.
178
Caporale, Guglielmo Maria
154
Koopman, Siem Jan
47
Pesaran, M. Hashem
41
Gao, Jiti
27
Kapetanios, George
26
McAleer, Michael
25
Koop, Gary
24
Tiwari, Aviral Kumar
24
Chang, Tsangyao
23
Franses, Philip Hans
23
Sibbertsen, Philipp
23
Härdle, Wolfgang
22
Marcellino, Massimiliano
21
Gil-Alana, Luis A.
20
Moosa, Imad A.
20
Watson, Mark W.
20
Lütkepohl, Helmut
19
Swanson, Norman R.
19
Lucas, André
18
Kunst, Robert M.
17
Nielsen, Morten Ørregaard
17
Bollerslev, Tim
16
Miller, Stephen M.
16
Tauchen, George Eugene
16
Österholm, Pär
16
Breitung, Jörg
15
Teräsvirta, Timo
15
Wolters, Maik H.
15
Bahmani-Oskooee, Mohsen
14
Chang, Chia-Lin
14
Huber, Florian
14
Kim, Donggyu
14
Pittis, Nikitas
14
Ravazzolo, Francesco
14
Stock, James H.
14
Taylor, Robert
14
Bailey, Natalia
13
more ...
less ...
Published in...
All
CAMA working paper series
8
Department of Economics working paper series
6
Working papers / University of Connecticut, Department of Economics
4
Applied economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of econometrics
3
Econometric reviews
2
Econometrics papers
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
GRIPS discussion papers
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Applied financial economics
1
CESifo working papers
1
Cardiff economics working papers
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
EUI working paper / ECO
1
Economic modelling
1
Economics, management and financial markets
1
Emerging markets review
1
Finance research letters
1
Finmap working paper
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of emerging market finance
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
LSE STICERD Research Paper
1
Macroeconomic dynamics
1
Open economies review
1
The journal of developing areas
1
The journal of international trade & economic development
1
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
2
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
4
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
5
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
6
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661146
Saved in:
7
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661157
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
10
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->