//--> //--> //--> //-->
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:"Journal of applied econometrics"
~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
Pure agent-based computational...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
564
Theory
564
Estimation
143
Schätzung
143
Estimation theory
136
Schätztheorie
136
USA
95
United States
95
Zeitreihenanalyse
89
Forecasting model
65
Prognoseverfahren
65
Volatility
34
Volatilität
34
Großbritannien
31
United Kingdom
31
Bayes-Statistik
30
Bayesian inference
30
VAR model
29
VAR-Modell
29
Statistical test
26
Statistischer Test
26
ARCH model
23
ARCH-Modell
23
Panel
22
Panel study
22
Welt
22
World
22
Cointegration
20
Kointegration
20
Regression analysis
20
Regressionsanalyse
20
Statistical distribution
20
Statistische Verteilung
20
Capital income
16
Exchange rate
16
Kapitaleinkommen
16
Microeconometrics
16
Mikroökonometrie
16
Private consumption
16
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
89
Type of publication (narrower categories)
All
Article in journal
89
Aufsatz in Zeitschrift
89
Collection of articles of several authors
3
Sammelwerk
3
Country report
1
Länderbericht
1
Language
All
English
89
Author
All
Pesaran, M. Hashem
4
Koop, Gary
3
Carriero, Andrea
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
2
Dijk, Herman K. van
2
Franses, Philip Hans
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Jäger, Albert
2
Kapetanios, George
2
Koopman, Siem Jan
2
Kunst, Robert M.
2
Lucas, André
2
Marcellino, Massimiliano
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Psaradakis, Zacharias G.
2
Sola, Martin
2
Vredin, Anders
2
Warne, Anders
2
Amacher, Gregory S.
1
Andersen, Torben
1
Bai, Yu
1
Bailey, Natalia
1
Baillie, Richard
1
Baltagi, Badi H.
1
Becker, Ralf
1
Berg, Gerard J. van den
1
Bergström, Reinhold
1
Beyer, Andreas
1
Bianchi, Marco
1
Bollerslev, Tim
1
Bonomo, Marco Antonio
1
Brorsen, B. Wade
1
Brown, Bryan W.
1
Byron, Raymond P.
1
Chambers, Marcus J.
1
Chen, Yi-ting
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of econometrics
329
International journal of forecasting
316
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
170
Econometric reviews
132
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
74
Journal of economic dynamics & control
71
CREATES research paper
70
Applied economics letters
69
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
58
Energy economics
56
Working paper / National Bureau of Economic Research, Inc.
56
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
Journal of empirical finance
52
NBER working paper series
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
42
Journal of macroeconomics
42
Discussion paper / Center for Economic Research, Tilburg University
41
more ...
less ...
Source
All
ECONIS (ZBW)
89
Showing
1
-
10
of
89
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 155-170
Persistent link: https://www.econbiz.de/10001387387
Saved in:
2
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard
;
Dijk, Herman K. van
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
Saved in:
3
A re-examination of the stationarity of inflation
Cook, Steven
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
Saved in:
4
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
5
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
6
Forecast comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
Saved in:
7
Dating and forecasting turning points by Bayesian clustering with dynamic structure : a suggestion with an application to Austrian data
Kaufmann, Sylvia
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 309-344
Persistent link: https://www.econbiz.de/10008667598
Saved in:
8
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
9
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:
10
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->