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
~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
Predictive Regression with Ord...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Prognoseverfahren
41,397
Forecasting model
40,402
Schätztheorie
36,145
Estimation theory
35,518
Theorie
26,882
Theory
26,233
Regression analysis
14,861
Regressionsanalyse
14,783
Schätzung
13,919
Estimation
13,672
Zeitreihenanalyse
11,920
Prognose
6,417
Forecast
6,136
USA
6,093
Kapitaleinkommen
5,955
Capital income
5,937
United States
5,920
Volatilität
5,539
Volatility
5,473
Börsenkurs
4,784
Share price
4,717
Nichtparametrisches Verfahren
4,361
Nonparametric statistics
4,264
Wirtschaftsprognose
3,953
Economic forecast
3,870
Welt
3,308
World
3,238
Panel
3,157
Panel study
3,098
Bayes-Statistik
3,094
Bayesian inference
3,035
ARCH-Modell
2,912
ARCH model
2,874
Autocorrelation
2,860
Autokorrelation
2,826
Deutschland
2,737
Statistische Verteilung
2,649
Statistical distribution
2,607
Statistischer Test
2,555
more ...
less ...
Online availability
All
Free
4,255
Undetermined
2,667
Type of publication
All
Article
5,982
Book / Working Paper
5,686
Journal
1
Type of publication (narrower categories)
All
Article in journal
5,560
Aufsatz in Zeitschrift
5,560
Graue Literatur
2,845
Non-commercial literature
2,845
Arbeitspapier
2,781
Working Paper
2,781
Aufsatz im Buch
334
Book section
334
Hochschulschrift
302
Thesis
239
Collection of articles of several authors
90
Sammelwerk
90
Collection of articles written by one author
68
Sammlung
68
Lehrbuch
58
Aufsatzsammlung
50
Textbook
49
Bibliografie enthalten
40
Bibliography included
40
Amtsdruckschrift
33
Government document
33
Konferenzschrift
33
Conference paper
30
Konferenzbeitrag
30
Rezension
28
Forschungsbericht
23
Systematic review
20
Übersichtsarbeit
20
Conference proceedings
16
Festschrift
8
Handbook
8
Handbuch
8
Bibliografie
5
Einführung
5
Reprint
5
Case study
4
Fallstudie
4
Interview
4
Statistik
4
Glossar enthalten
3
more ...
less ...
Language
All
English
11,383
German
205
French
35
Spanish
24
Italian
9
Portuguese
6
Polish
5
Finnish
2
Norwegian
2
Russian
2
Croatian
1
Japanese
1
Dutch
1
Slovak
1
Undetermined
1
more ...
less ...
Author
All
Phillips, Peter C. B.
141
Franses, Philip Hans
110
Koopman, Siem Jan
97
Gao, Jiti
89
Hyndman, Rob J.
79
Pesaran, M. Hashem
75
Kapetanios, George
71
Koop, Gary
71
Teräsvirta, Timo
70
Lütkepohl, Helmut
63
Marcellino, Massimiliano
57
Swanson, Norman R.
57
McAleer, Michael
56
Gupta, Rangan
55
Ravazzolo, Francesco
55
Hendry, David F.
54
Johansen, Søren
54
Stock, James H.
50
Watson, Mark W.
47
Nielsen, Morten Ørregaard
44
Timmermann, Allan
44
Harvey, Andrew C.
42
Proietti, Tommaso
42
Linton, Oliver
41
Sibbertsen, Philipp
41
Dijk, Herman K. van
40
Clements, Michael P.
38
Engle, Robert F.
37
Lucas, André
37
Perron, Pierre
37
Ghysels, Eric
36
Dijk, Dick van
35
Schorfheide, Frank
35
Athanasopoulos, George
34
Diebold, Francis X.
33
Kunst, Robert M.
33
Taylor, Robert
33
Hassler, Uwe
32
Blasques, Francisco
31
Medeiros, Marcelo C.
31
more ...
less ...
Institution
All
National Bureau of Economic Research
72
Ekonomiska forskningsinstitutet <Stockholm>
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
European University Institute / Department of Economics
15
Umeå universitet
13
Centre for Quantitative Economics & Computing
9
European University Institute / Department of Law
6
Birkbeck College / Department of Economics
5
Econometrisch Instituut <Rotterdam>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
London School of Economics and Political Science
5
State University of New York at Albany / Department of Economics
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Gottfried Wilhelm Leibniz Universität Hannover
4
University of Canterbury / Dept. of Economics and Finance
4
University of Strathclyde / Department of Economics
4
Centre for Analytical Finance <Århus>
3
Federal Reserve System / Board of Governors
3
Institut für Wirtschaftswissenschaften <Wien>
3
Suntory-Toyota International Centre for Economics and Related Disciplines
3
University of Cambridge / Department of Applied Economics
3
University of Exeter / Department of Economics
3
University of New England / Department of Econometrics
3
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Division of Research and Statistics
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institut für Weltwirtschaft
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
Rutgers University / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
more ...
less ...
Published in...
All
International journal of forecasting
471
Journal of econometrics
442
Journal of forecasting
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
Economics letters
181
Econometric theory
179
Discussion paper / Tinbergen Institute
163
Working paper / Department of Econometrics and Business Statistics, Monash University
136
Econometric reviews
121
CREATES research paper
95
Economic modelling
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Applied economics
94
Applied economics letters
84
Energy economics
84
Computational economics
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Working paper
76
Cowles Foundation discussion paper
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
62
Journal of applied econometrics
59
Econometrics : open access journal
58
NBER Working Paper
58
Journal of empirical finance
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Journal of time series econometrics
47
The econometrics journal
47
Finance research letters
45
NBER working paper series
45
Working paper series
43
CESifo working papers
41
Journal of the American Statistical Association : JASA
39
SFB 649 discussion paper
39
European journal of operational research : EJOR
37
International Journal of Energy Economics and Policy : IJEEP
37
Journal of risk and financial management : JRFM
37
Discussion paper
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Working paper / National Bureau of Economic Research, Inc.
35
The North American journal of economics and finance : a journal of financial economics studies
34
more ...
less ...
Source
All
ECONIS (ZBW)
11,666
ArchiDok
1
RePEc
1
Other ZBW resources
1
Showing
1
-
10
of
11,669
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
-
2019
Persistent link: https://www.econbiz.de/10012139722
Saved in:
2
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
3
The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
Saved in:
4
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
5
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
6
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
7
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
8
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James
;
Robertson, Donald
;
Wright, Stephen
-
2018
Persistent link: https://www.econbiz.de/10011903669
Saved in:
9
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
Saved in:
10
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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...
