//--> //--> //--> //-->
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:"Oxford bulletin of economics and statistics"
~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
614
Theory
614
Time series analysis
128
Estimation theory
122
Schätztheorie
122
Estimation
95
Schätzung
95
Forecasting model
71
Prognoseverfahren
71
Großbritannien
61
USA
61
United States
61
United Kingdom
60
Volatility
55
Volatilität
55
Yield curve
44
Zinsstruktur
44
Cointegration
40
Kointegration
40
Stochastic process
39
Stochastischer Prozess
39
VAR model
31
VAR-Modell
31
Panel
28
Panel study
28
Portfolio selection
27
Portfolio-Management
27
Einheitswurzeltest
26
Unit root test
26
Regression analysis
25
Regressionsanalyse
25
Börsenkurs
19
Modellierung
19
Scientific modelling
19
Share price
19
Statistical test
19
Statistischer Test
19
Arbeitslosigkeit
18
CAPM
18
more ...
less ...
Online availability
All
Free
75
Undetermined
2
Type of publication
All
Book / Working Paper
76
Article
53
Type of publication (narrower categories)
All
Arbeitspapier
75
Graue Literatur
75
Non-commercial literature
75
Working Paper
75
Article in journal
54
Aufsatz in Zeitschrift
54
Aufsatzsammlung
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
129
Author
All
Grassi, Stefano
6
Podolskij, Mark
6
Haldrup, Niels
5
Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Proietti, Tommaso
4
Bredahl Kock, Anders
3
Cubadda, Gianluca
3
Ergemen, Yunus Emre
3
Franses, Philip Hans
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Banerjee, Anindya
2
Bauwens, Luc
2
Caporale, Guglielmo Maria
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Engsted, Tom
2
Gil-Alaña, Luis A.
2
Granger, C. W. J.
2
Hansen, Peter Reinhard
2
Harvey, David I.
2
Hecq, Alain W. J.
2
Hillebrand, Eric
2
Lange, Theis
2
Leybourne, Stephen James
2
Newbold, Paul
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Osborn, Denise R.
2
Rossi, Eduardo
2
Taylor, Robert
2
Teräsvirta, Timo
2
Urbain, Jean-Pierre
2
Ventosa-Santaulària, Daniel
2
Voev, Valeri
2
Yang, Yukai
2
more ...
less ...
Published in...
All
CREATES research paper
Oxford bulletin of economics and statistics
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
Journal of applied econometrics
90
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
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)
129
Showing
1
-
10
of
129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
8
The time-varying stystematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderllind, Paul
-
2009
Persistent link: https://www.econbiz.de/10003849534
Saved in:
9
On the economic evaluation of volatility forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
Saved in:
10
On critical values of tests against a change in persistence
Hassler, Uwe
;
Scheithauer, Jan
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 705-710
Persistent link: https://www.econbiz.de/10003759122
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...
//-->