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~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Glossary included"
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Search: subject_exact:"Zeitreihenzerlegung"
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Nichtparametrisches Verfahren
Statistical theory
Stochastic process
Zeitreihenanalyse
13,744
Time series analysis
13,743
Theorie
5,682
Theory
5,682
Forecasting model
3,021
Prognoseverfahren
3,021
Estimation
2,955
Schätzung
2,950
Estimation theory
2,423
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2,423
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1,798
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1,797
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1,546
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1,545
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1,258
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1,252
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1,122
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1,122
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1,079
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1,079
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1,058
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1,058
Business cycle
841
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838
Einheitswurzeltest
816
Unit root test
816
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759
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758
Structural break
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737
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714
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713
Aktienmarkt
639
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639
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639
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595
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594
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578
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100
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Article
1,185
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10
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Glossary included
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1,193
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815
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788
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788
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Phillips, Peter C. B.
26
Linton, Oliver
18
Taylor, Robert
14
Gao, Jiti
13
Tauchen, George Eugene
12
Yu, Jun
12
Gil-Alaña, Luis A.
11
McAleer, Michael
11
Perron, Pierre
11
Chan, Joshua
10
Todorov, Viktor
10
Li, Jia
9
Su, Liangjun
8
Vogelsang, Timothy J.
8
Asai, Manabu
7
Chen, Xiaohong
7
Hong, Yongmiao
7
Park, Joon Y.
7
Robinson, Peter M.
7
Benth, Fred Espen
6
Cai, Zongwu
6
Chang, Tsangyao
6
Dong, Chaohua
6
Li, Degui
6
Stock, James H.
6
Varneskov, Rasmus Tangsgaard
6
White, Halbert
6
Xiao, Zhijie
6
Bierens, Herman J.
5
Cross, Jamie
5
Hsiao, Cheng
5
Koop, Gary
5
Kristensen, Dennis
5
Lieberman, Offer
5
Sachs, Rainer von
5
Tsay, Ruey S.
5
Ullah, Aman
5
Allen, David E.
4
Arteche, Josu
4
Boubaker, Heni
4
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Journal of econometrics
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Econometric reviews
55
Econometric theory
54
Economics letters
35
International journal of forecasting
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Computational economics
24
Economic modelling
24
Journal of forecasting
23
The econometrics journal
21
Journal of the American Statistical Association : JASA
20
Econometrics : open access journal
18
Energy economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of empirical finance
15
Journal of risk and financial management : JRFM
15
Journal of economic dynamics & control
14
Applied economics letters
13
European journal of operational research : EJOR
12
Quantitative finance
12
Journal of applied econometrics
11
Journal of banking & finance
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of time series econometrics
9
Applied economics
8
Journal of financial econometrics
8
International journal of theoretical and applied finance
7
International review of financial analysis
7
Macroeconomic dynamics
7
Quantitative economics : QE ; journal of the Econometric Society
7
Risks : open access journal
7
Finance research letters
6
Insurance / Mathematics & economics
6
International journal of production research
6
Oxford bulletin of economics and statistics
6
Applied financial economics
5
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ECONIS (ZBW)
1,195
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81
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
82
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
83
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
84
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
85
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
86
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
87
A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Grobys, Klaus
- In:
Research in international business and finance
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460264
Saved in:
88
Is timing everything? : assessing the evidence on whether energy/electricity demand elasticities are time-varying
Liddle, Brantley
- In:
Energy economics
124
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014481095
Saved in:
89
Google trends and cryptocurrencies: a nonparametric causality-in-quantiles analysis
Raza, Syed Ali
;
Yarovaya, Larisa
;
Guesmi, Khaled
;
Shah, Nida
- In:
International journal of emerging markets
18
(
2023
)
12
,
pp. 5972-5989
Persistent link: https://www.econbiz.de/10014462128
Saved in:
90
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
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