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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Applied economics"
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Großbritannien
Time series analysis
Theorie
1,510
Theory
1,510
Estimation
315
Schätzung
315
USA
163
United States
162
Zeitreihenanalyse
102
United Kingdom
77
Forecasting model
75
Prognoseverfahren
75
Welt
66
World
66
Economic growth
59
Geldpolitik
59
Monetary policy
59
Wirtschaftswachstum
59
Inflation
57
Volatility
57
Volatilität
57
Portfolio selection
56
Portfolio-Management
56
Capital income
54
Kapitaleinkommen
54
Börsenkurs
49
Estimation theory
49
Schätztheorie
49
Share price
49
Cointegration
48
Kointegration
48
Risiko
48
Risk
47
Exchange rate
46
Wechselkurs
46
Produktivität
44
Productivity
43
Zins
39
ARCH model
38
ARCH-Modell
38
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Undetermined
45
Free
1
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Article
175
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Article in journal
173
Aufsatz in Zeitschrift
173
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English
175
Author
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Gil-Alaña, Luis A.
7
Moosa, Imad A.
5
Leybourne, Stephen James
4
Bahmani-Oskooee, Mohsen
3
Caporale, Guglielmo Maria
3
Chambers, Marcus J.
3
Mills, Terence C.
3
Newbold, Paul
3
Brorsen, B. Wade
2
Burns, Kelly
2
Dixon, Robert J.
2
Dropsy, Vincent
2
Franses, Philip Hans
2
Fraser, Iain M.
2
Gausden, Robert
2
Gupta, Rangan
2
Harvey, David I.
2
Hudson, John
2
Kim, Jong-Min
2
Lim, Guay C.
2
Parker, David
2
Patterson, Kerry D.
2
Ranjbar, Omid
2
Silver, Mick S.
2
Turner, Paul
2
Willis, Kenneth G.
2
Abdullah, Dewan A.
1
Abuzayed, Bana
1
Agiakloglou, Christos N.
1
Ahamada, Ibrahim
1
Al-Fayoumi, Nedal
1
Ali Ahmed, Huson Joher
1
Amador, Rosa Badillo
1
An, Sufang
1
Arteche, Josu
1
Aston, John A. D.
1
Astorkiza, Kepa
1
Ayestarán, Raquel
1
Bachmann, Ronald
1
Baines, Darrin L.
1
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Applied economics
Journal of econometrics
335
International journal of forecasting
310
Economics letters
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
234
Econometric theory
192
Discussion paper / Tinbergen Institute
180
The economic journal : the journal of the Royal Economic Society
177
Econometric reviews
141
Economic modelling
127
Working paper / National Bureau of Economic Research, Inc.
121
Journal of applied econometrics
114
NBER Working Paper
108
Oxford bulletin of economics and statistics
105
Discussion paper / Centre for Economic Policy Research
104
NBER working paper series
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Working paper
90
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Journal of economic dynamics & control
79
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Applied economics letters
75
CESifo working papers
71
Computational economics
71
CREATES research paper
70
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
65
Oxford economic papers
63
Energy economics
61
Scottish journal of political economy : the journal of the Scottish Economic Society
61
EUI working paper / ECO
59
Cowles Foundation discussion paper
58
Journal of empirical finance
58
Discussion paper / Centre for Economic Forecasting
56
Journal of international money and finance
55
Discussion papers in economics
54
Journal of macroeconomics
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
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ECONIS (ZBW)
175
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
4
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
5
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
6
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
7
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
8
Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
Saved in:
9
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin
;
Hur, Mansik
- In:
Applied economics
53
(
2021
)
52
,
pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
Saved in:
10
Using statistical process monitoring to identify us business cycle change points and turning points
Enck, David
;
Beruvides, Mario
;
Tercero-Gómez, Víctor G.
; …
- In:
Applied economics
53
(
2021
)
46
,
pp. 5319-5336
Persistent link: https://www.econbiz.de/10012626873
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