//--> //--> //-->
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"
type_genre:"Aufsatz im Buch"
~accessRights:"restricted"
~person:"Ruiz, Esther"
~type_genre:"Article in journal"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
12
Theory
12
Forecasting model
7
Prognoseverfahren
7
Zeitreihenanalyse
7
ARCH model
5
ARCH-Modell
5
Factor analysis
4
Faktorenanalyse
4
Volatility
4
Volatilität
4
State space model
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
Zustandsraummodell
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
Frühindikator
2
GARCH
2
Kalman filter
2
Leading indicator
2
Principal components
2
Risikomaß
2
Risk
2
Risk measure
2
Schätzung
2
State-space model
2
Statistical test
2
Statistischer Test
2
VAR model
2
VAR-Modell
2
Volatility forecasting
2
Analysis of variance
1
Ausreißer
1
Autocorrelation
1
Autokorrelation
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Ruiz, Esther
Gil-Alaña, Luis A.
18
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
Hyndman, Rob J.
11
Koopman, Siem Jan
11
Phillips, Peter C. B.
10
Gupta, Rangan
9
Kang, Yanfei
9
McElroy, Tucker
9
Perron, Pierre
9
Taylor, Robert
9
Hecq, Alain W. J.
8
Marcellino, Massimiliano
8
Athanasopoulos, George
7
Kourentzes, Nikolaos
7
Leybourne, Stephen James
7
Proietti, Tommaso
7
Ravazzolo, Francesco
7
Chang, Tsangyao
6
Ghysels, Eric
6
Hallin, Marc
6
Harvey, David I.
6
Herwartz, Helmut
6
Horváth, Lajos
6
Jawadi, Fredj
6
Kapetanios, George
6
Koop, Gary
6
Li, Feng
6
Ranjbar, Omid
6
Rodriguez, Gabriel
6
Sibbertsen, Philipp
6
Weron, Rafał
6
Asai, Manabu
5
Barigozzi, Matteo
5
Benth, Fred Espen
5
Catania, Leopoldo
5
more ...
less ...
Published in...
All
International journal of forecasting
3
Computational economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
2
Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar
;
Ruiz, Esther
;
Miranda, Karen
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
Saved in:
3
Estimating non-stationary common factors : implications for risk sharing
Corona, Francisco
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Computational economics
55
(
2020
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10012222591
Saved in:
4
MGARCH models: trade-off between feasibility and flexibility
Almeida, Daniel de
;
Hotta, Luiz K.
;
Ruiz, Esther
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012030840
Saved in:
5
Determining the number of factors after stationary univariate transformations
Corona, Francisco
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011941375
Saved in:
6
Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego
;
Ruiz, Esther
;
Pascual, Lorenzo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
Saved in:
7
Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen
;
Ruiz, Esther
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->