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"
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
Signal Extraction in Nonstatio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
165
Zeitreihenanalyse
165
Theorie
73
Theory
73
Estimation theory
60
Schätztheorie
60
Forecasting model
30
Prognoseverfahren
30
Estimation
28
Schätzung
28
Volatility
27
Volatilität
27
ARCH model
19
ARCH-Modell
19
State space model
17
USA
17
United States
17
Zustandsraummodell
17
Cointegration
15
Kointegration
15
Nichtlineare Regression
14
Nonlinear regression
14
Modellierung
13
Scientific modelling
13
VAR model
13
VAR-Modell
13
Capital income
12
Kapitaleinkommen
12
Statistical test
11
Statistischer Test
11
Stochastic process
11
Stochastischer Prozess
11
Structural break
11
Strukturbruch
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Yield curve
9
Zinsstruktur
9
Autocorrelation
8
Autokorrelation
8
more ...
less ...
Online availability
All
Free
173
Type of publication
All
Book / Working Paper
173
Type of publication (narrower categories)
All
Arbeitspapier
173
Graue Literatur
173
Non-commercial literature
173
Working Paper
173
Language
All
English
173
Author
All
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Proietti, Tommaso
9
Grassi, Stefano
8
Podolskij, Mark
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
6
Cavaliere, Giuseppe
5
Christensen, Bent Jesper
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Kock, Anders Bredahl
5
Taylor, Robert
5
Christensen, Kim
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Amado, Cristina
3
Andreasen, Martin Møller
3
Bennedsen, Mikkel
3
Christoffersen, Peter F.
3
He, Changli
3
Hounyo, Ulrich
3
Kanaya, Shin
3
Lange, Theis
3
Lunde, Asger
3
Rahbek, Anders
3
Rossi, Eduardo
3
Yang, Yukai
3
Zhang, Shuhua
3
Andersen, Torben
2
Bauwens, Luc
2
Dahl, Christian M.
2
Delle Monache, Davide
2
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
752
International journal of forecasting
592
Economics letters
509
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
424
Discussion paper / Tinbergen Institute
367
Journal of forecasting
356
Applied economics
346
Econometric theory
321
Economic modelling
310
IMF Working Papers
299
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
248
Applied economics letters
246
Energy economics
242
Econometric reviews
232
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
222
Working paper / Department of Econometrics and Business Statistics, Monash University
216
Working paper
208
NBER Working Paper
179
NBER working paper series
179
Journal of applied econometrics
164
Computational economics
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
157
Working paper / National Bureau of Economic Research, Inc.
153
CESifo working papers
147
Finance research letters
146
Journal of economic dynamics & control
140
Discussion paper / Centre for Economic Policy Research
131
Journal of empirical finance
119
Cowles Foundation discussion paper
115
Econometrics : open access journal
114
Journal of macroeconomics
109
International review of economics & finance : IREF
108
MPRA Paper
107
Oxford bulletin of economics and statistics
106
The North American journal of economics and finance : a journal of financial economics studies
101
The econometrics journal
101
Physica A: Statistical Mechanics and its Applications
96
CAMA working paper series
95
International Journal of Energy Economics and Policy : IJEEP
95
more ...
less ...
Source
All
ECONIS (ZBW)
173
Showing
1
-
10
of
173
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
4
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
5
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
6
Estimating U.S. monetary policy shocks using a factor-augmented vector autoregression : an EM algorithm apporach
Bork, Lasse
-
2009
Persistent link: https://www.econbiz.de/10003849520
Saved in:
7
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:
8
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
Saved in:
9
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:
10
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
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...
