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:"Econometric reviews"
~isPartOf:"Working paper"
~person:"Doz, Catherine"
~subject:"Time series analysis"
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
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation
3
Factor analysis
3
Faktorenanalyse
3
Schätzung
3
Zeitreihenanalyse
3
Dynamische Wirtschaftstheorie
2
Economic dynamics
2
Structural break
2
Strukturbruch
2
Theorie
2
Theory
2
dynamic factor models
2
Business cycle
1
Economic crisis
1
Economic forecast
1
Economic growth
1
Estimation theory
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Frühindikator
1
Great Moderation
1
Great Recession
1
Heteroscedasticity
1
Heteroskedastizität
1
Konjunktur
1
Leading indicator
1
Macroeconomic Forecasting
1
Markov chain
1
Markov-Kette
1
Markov-Switching Dynamic Factor Model (MS-DFM)
1
Method of moments
1
Momentenmethode
1
Prognoseverfahren
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Turning-Point Detection
1
Volatility
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Doz, Catherine
McAleer, Michael
24
Kapetanios, George
18
Phillips, Peter C. B.
11
Escribano, Álvaro
9
Blazsek, Szabolcs
8
Franses, Philip Hans
8
Dagum, Estela Bee
7
Giraitis, Liudas
7
Taylor, Robert
7
Teräsvirta, Timo
7
Caporin, Massimiliano
6
Engsted, Tom
6
Maasoumi, Esfandiar
6
Piger, Jeremy Max
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Yu, Jun
6
Baillie, Richard
5
Chang, Chia-Lin
5
Kilian, Lutz
5
McElroy, Tucker
5
Owyang, Michael T.
5
Österholm, Pär
5
Andreou, Elena
4
Licht, Adrian
4
McCracken, Michael W.
4
Medeiros, Marcelo C.
4
Reed, W. Robert
4
Anderson, Richard G.
3
Asai, Manabu
3
Babula, Ronald Alexander
3
Bagshaw, Michael L.
3
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Christiansen, Charlotte
3
Dueker, Michael
3
Gao, Jiti
3
more ...
less ...
Published in...
All
Econometric reviews
Working paper
Discussion paper / Centre for Economic Policy Research
2
ECB Working Paper
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economie & prévision : EP
1
Journal of econometrics
1
Macroeconomic forecasting in the era of big data : theory and practice
1
OECD statistics working paper
1
The review of economics and statistics
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine
;
Ferrara, Laurent
;
Pionnier, Pierre-Alain
-
2020
Persistent link: https://www.econbiz.de/10012244551
Saved in:
2
Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas
;
Doz, Catherine
-
2019
-
This version: February 4, 2020
Persistent link: https://www.econbiz.de/10012234615
Saved in:
3
Dynamic factor models
Doz, Catherine
;
Fuleky, Peter
-
2019
Persistent link: https://www.econbiz.de/10012234624
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
