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~person:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~person:"Robinson, Peter M."
~subject:"Estimation"
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Search: subject:"Time series analysis"
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Estimation
Zeitreihenanalyse
394
Time series analysis
393
Theorie
195
Theory
195
Forecasting model
118
Prognoseverfahren
118
Schätzung
77
Saisonale Schwankungen
66
Seasonal variations
66
Estimation theory
64
Schätztheorie
64
USA
56
United States
56
Volatility
40
Volatilität
40
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33
Kointegration
33
Inflation
32
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26
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26
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25
Capital income
25
Kapitaleinkommen
25
Share price
25
Großbritannien
21
United Kingdom
21
Markov chain
20
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20
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19
Nichtlineare Regression
19
Nonlinear regression
19
Stock market
19
Autocorrelation
17
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17
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43
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28
Graue Literatur
28
Non-commercial literature
28
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English
78
Author
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Franses, Philip Hans
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
Sibbertsen, Philipp
23
Härdle, Wolfgang
22
Marcellino, Massimiliano
21
Chan, Joshua
20
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
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Department of Economics working paper series
6
Econometric Institute research papers
5
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
Discussion paper / Tinbergen Institute
2
Econometrics papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of forecasting
2
Report / Erasmus Center for Financial Research, Erasmus University
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
Working paper
2
Applied economics letters
1
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1
CESifo working papers
1
Cardiff economics working papers
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
EUI working paper / ECO
1
Econometric reviews
1
Economic modelling
1
Economics letters
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 economics and finance
1
Journal of emerging market finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
LSE STICERD Research Paper
1
Open economies review
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Review of development economics : an essential resource for any development economist
1
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ECONIS (ZBW)
78
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1
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
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:
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
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:
9
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:
10
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
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