//--> //--> //--> //-->
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:"Economic modelling"
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
Time series segmentation proce...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
264
Zeitreihenanalyse
264
Estimation theory
139
Schätztheorie
139
Estimation
138
Schätzung
137
Theorie
124
Theory
124
Volatility
66
Volatilität
65
Forecasting model
64
Prognoseverfahren
64
Cointegration
49
Kointegration
49
State space model
38
Zustandsraummodell
38
ARCH model
36
ARCH-Modell
36
Einheitswurzeltest
34
Unit root test
34
Börsenkurs
32
Share price
32
Business cycle
31
Konjunktur
31
Structural break
31
Strukturbruch
31
Capital income
28
Kapitaleinkommen
28
Regression analysis
24
Regressionsanalyse
24
VAR model
24
VAR-Modell
24
Stochastic process
23
Stochastischer Prozess
23
Panel
20
Panel study
20
USA
20
United States
20
Inflation
19
Nichtparametrisches Verfahren
19
more ...
less ...
Online availability
All
Undetermined
188
Free
1
Type of publication
All
Article
369
Type of publication (narrower categories)
All
Article in journal
369
Aufsatz in Zeitschrift
369
Conference paper
2
Konferenzbeitrag
2
Language
All
English
369
Author
All
Tiwari, Aviral Kumar
5
Kumar, Dilip
4
Li, Yong
4
Månsson, Kristofer
4
Arčabić, Vladimir
3
Caporale, Guglielmo Maria
3
Cubadda, Gianluca
3
Hall, Stephen G.
3
Huang, Zhuo
3
Kim, Jong-Min
3
Maheswaran, S.
3
Moosa, Imad A.
3
Paradiso, Antonio
3
Shahbaz, Muhammad
3
Sharma, Susan Sunila
3
Shukur, Ghazi
3
Sriananthakumar, Sivagowry
3
Todorova, Neda
3
Wu, Jianhong
3
Xu, Weijun
3
Yoon, Gawon
3
Andrés, Antonio R.
2
Baruník, Jozef
2
Bekiros, Stelios
2
Bhaskara Rao, Buddhavarapu
2
Boutahar, Mohamed
2
Buncic, Daniel
2
Camacho, Maximo
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Chen, Shyh-wei
2
Franses, Philip Hans
2
Fukuda, Kosei
2
Gil-Alaña, Luis A.
2
Guardabascio, Barbara
2
Gupta, Rangan
2
Halicioglu, Ferda
2
Kiani, Khurshid M.
2
Kim, Jae H.
2
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
2,006
Economics letters
1,288
Econometric theory
884
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
884
International journal of forecasting
661
Econometric reviews
582
Discussion paper / Tinbergen Institute
532
NBER Working Paper
462
Applied economics
459
NBER working paper series
434
Journal of forecasting
402
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
381
CEMMAP working papers / Centre for Microdata Methods and Practice
378
Applied economics letters
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
363
Journal of the American Statistical Association : JASA
360
Working paper / National Bureau of Economic Research, Inc.
339
Journal of applied econometrics
338
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
334
The econometrics journal
328
Working paper
319
Working paper / Department of Econometrics and Business Statistics, Monash University
296
Cowles Foundation discussion paper
280
Série des documents de travail / Centre de Recherche en Économie et Statistique
272
Oxford bulletin of economics and statistics
271
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
262
European journal of operational research : EJOR
248
CREATES research paper
242
Energy economics
239
CESifo working papers
227
Discussion paper
223
Discussion paper / Center for Economic Research, Tilburg University
222
Discussion paper series / IZA
221
Computational economics
214
Econometrics : open access journal
213
The review of economics and statistics
206
Journal of quantitative economics : official journal of the Indian Econometric Society
195
Journal of economic dynamics & control
189
Discussion papers of interdisciplinary research project 373
178
more ...
less ...
Source
All
ECONIS (ZBW)
369
Showing
1
-
10
of
369
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
Saved in:
2
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
3
A medium-N approach to macroeconomic forecasting
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1099-1105
Persistent link: https://www.econbiz.de/10009667434
Saved in:
4
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
5
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
6
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
7
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
8
Aggregated and disaggregated import demand in China : an empirical study
Gozgor, Giray
- In:
Economic modelling
43
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010500999
Saved in:
9
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
10
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
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...
//-->