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subject:"Time series analysis"
~person:"Franses, Philip Hans"
~person:"Harvey, Andrew C."
~person:"Teräsvirta, Timo"
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Time series analysis
Theorie
444
Theory
444
Zeitreihenanalyse
248
Forecasting model
108
Prognoseverfahren
108
Estimation theory
73
Schätztheorie
73
Saisonale Schwankungen
72
Seasonal variations
72
ARCH model
32
ARCH-Modell
32
Nichtlineare Regression
31
Nonlinear regression
31
Schätzung
29
Estimation
28
Autokorrelation
26
Autocorrelation
24
Volatility
24
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24
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23
Scientific modelling
23
USA
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22
Statistical test
21
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18
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Experten
17
Experts
17
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17
Regressionsanalyse
17
Ökonometrie
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Marketing
16
Cointegration
15
Kointegration
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Neural networks
15
Neuronale Netze
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Ökonometrisches Modell
15
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100
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110
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100
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90
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English
246
German
1
Spanish
1
Author
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Franses, Philip Hans
Harvey, Andrew C.
Teräsvirta, Timo
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
86
Lütkepohl, Helmut
72
Härdle, Wolfgang
68
Koop, Gary
67
Pesaran, M. Hashem
64
McAleer, Michael
58
Maravall Herrero, Agustín
55
Sibbertsen, Philipp
55
Swanson, Norman R.
52
Granger, C. W. J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lucas, André
47
Engle, Robert F.
46
Hassler, Uwe
46
Hallin, Marc
45
Marcellino, Massimiliano
45
Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Lux, Thomas
36
Timmermann, Allan
36
Haldrup, Niels
35
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Ekonomiska forskningsinstitutet <Stockholm>
11
Econometrisch Instituut <Rotterdam>
5
Norges Bank / Utredningsavdelingen
3
University of Cambridge / Department of Applied Economics
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Institut für Höhere Studien
1
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Report / Econometric Institute, Erasmus University Rotterdam
21
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Econometric Institute research papers
13
SSE EFI working paper series in economics and finance
13
Discussion paper / Tinbergen Institute
12
Cambridge working papers in economics
10
Economics letters
10
Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of forecasting
7
Working paper series in economics and finance
6
Advanced texts in econometrics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric reviews
5
International journal of forecasting
5
Journal of applied econometrics
5
Discussion paper / Department of Economics, University of California San Diego
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
An Elgar reference collection
3
Arbeidsnotat / Norges Bank
3
Arbeidsnotat / Norges Bank / Norges Bank
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
Oxford bulletin of economics and statistics
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The economic journal : the journal of the Royal Economic Society
3
The international library of critical writings in econometrics
3
The review of economics and statistics
3
A companion to economic forecasting
2
Applied economics
2
CREATES research paper
2
ERIM report series research in management
2
Econometric theory
2
Energy economics
2
IHS economics series : working paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Reihe Ökonomie
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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ECONIS (ZBW)
248
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
2
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
4
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
5
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
6
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
7
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
8
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
9
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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