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
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of applied econometrics"
~subject:"Zeitreihenanalyse"
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
On the management of populatio...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
775
Theory
775
Estimation
185
Schätzung
185
Time series analysis
165
Estimation theory
159
Schätztheorie
159
USA
132
United States
132
Forecasting model
121
Prognoseverfahren
121
Volatility
77
Volatilität
77
Stochastic process
51
Stochastischer Prozess
51
Yield curve
51
Zinsstruktur
51
VAR model
47
VAR-Modell
47
Bayes-Statistik
41
Bayesian inference
41
Portfolio selection
37
Portfolio-Management
37
Statistical test
37
Statistischer Test
37
Cointegration
35
Kointegration
35
ARCH model
34
ARCH-Modell
34
Capital income
33
Kapitaleinkommen
33
Börsenkurs
32
Großbritannien
32
Panel
32
Panel study
32
Share price
32
United Kingdom
32
Welt
31
World
31
more ...
less ...
Online availability
All
Free
77
Undetermined
9
Type of publication
All
Article
90
Book / Working Paper
75
Type of publication (narrower categories)
All
Article in journal
90
Aufsatz in Zeitschrift
90
Arbeitspapier
75
Graue Literatur
75
Non-commercial literature
75
Working Paper
75
Collection of articles of several authors
3
Sammelwerk
3
Country report
1
Länderbericht
1
more ...
less ...
Language
All
English
165
Author
All
Grassi, Stefano
6
Podolskij, Mark
6
Haldrup, Niels
5
Johansen, Søren
5
Kruse, Robinson
5
Nielsen, Morten Ørregaard
5
Santucci de Magistris, Paolo
5
Pesaran, M. Hashem
4
Bredahl Kock, Anders
3
Dijk, Herman K. van
3
Ergemen, Yunus Emre
3
Kapetanios, George
3
Koop, Gary
3
Koopman, Siem Jan
3
Nonejad, Nima
3
Proietti, Tommaso
3
Teräsvirta, Timo
3
Bauwens, Luc
2
Carriero, Andrea
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Engsted, Tom
2
Franses, Philip Hans
2
Hall, Stephen G.
2
Hansen, Peter Reinhard
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Hillebrand, Eric
2
Jäger, Albert
2
Kunst, Robert M.
2
Lange, Theis
2
Lucas, André
2
MacKinnon, James G.
2
Marcellino, Massimiliano
2
Neusser, Klaus
2
more ...
less ...
Published in...
All
CREATES research paper
Journal of applied econometrics
Journal of econometrics
333
International journal of forecasting
323
Economics letters
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Journal of forecasting
226
Econometric theory
191
Discussion paper / Tinbergen Institute
177
Econometric reviews
133
Economic modelling
115
Applied economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Working paper
77
Applied economics letters
76
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Journal of empirical finance
59
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
58
Energy economics
57
NBER working paper series
57
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
CESifo working papers
52
Tinbergen Institute Discussion Paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
The econometrics journal
49
European journal of operational research : EJOR
47
Finance research letters
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
46
Technical Report
46
EUI working paper / ECO
45
Econometrics : open access journal
44
more ...
less ...
Source
All
ECONIS (ZBW)
165
Showing
1
-
10
of
165
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
2
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
Saved in:
3
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
4
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
5
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Saved in:
6
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
7
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
8
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
9
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
Saved in:
10
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
