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subject:"United States"
~subject:"Structural break"
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Search: subject_exact:"Time series analysis"
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United States
Structural break
Zeitreihenanalyse
28,553
Time series analysis
28,325
Theorie
12,262
Theory
12,258
Schätztheorie
5,658
Estimation theory
5,656
Prognoseverfahren
5,598
Forecasting model
5,583
Schätzung
5,450
Estimation
5,446
Volatilität
3,089
Volatility
3,084
USA
2,754
Kointegration
2,106
Cointegration
2,095
Konjunktur
1,949
Business cycle
1,940
Börsenkurs
1,788
Share price
1,785
ARCH model
1,767
ARCH-Modell
1,767
Capital income
1,702
Kapitaleinkommen
1,702
VAR model
1,498
VAR-Modell
1,498
State space model
1,377
Zustandsraummodell
1,376
Stochastischer Prozess
1,370
Stochastic process
1,358
Einheitswurzeltest
1,345
Unit root test
1,345
Strukturbruch
1,210
Welt
1,043
World
1,043
Bayesian inference
987
Bayes-Statistik
979
Economic growth
975
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967
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1,013
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600
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2,313
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1,520
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1
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2,194
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982
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981
Hochschulschrift
144
Thesis
131
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109
Book section
109
Collection of articles written by one author
39
Sammlung
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Lehrbuch
17
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17
Bibliografie enthalten
15
Bibliography included
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9
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7
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6
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German
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French
9
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Gil-Alaña, Luis A.
116
Caporale, Guglielmo Maria
91
Gupta, Rangan
41
Pesaran, M. Hashem
40
Stock, James H.
37
Koopman, Siem Jan
31
Watson, Mark W.
31
Timmermann, Allan
28
Sibbertsen, Philipp
27
Kapetanios, George
25
Perron, Pierre
25
Franses, Philip Hans
24
Hendry, David F.
24
Leybourne, Stephen James
23
Chang, Tsangyao
22
Dijk, Dick van
21
Gil-Alana, Luis A.
21
Harvey, David I.
20
Miller, Stephen M.
20
Lanne, Markku
17
Piger, Jeremy Max
17
Taylor, Robert
17
Cuñado Eizaguirre, Juncal
16
Koop, Gary
15
Newbold, Paul
15
Potter, Simon M.
15
Dijk, Herman K. van
14
Enders, Walter
14
Kruse, Robinson
14
Pick, Andreas
14
Castle, Jennifer
13
Clements, Michael P.
13
Paap, Richard
13
Bauwens, Luc
12
Diebold, Francis X.
12
Engle, Robert F.
12
Kim, Chang-jin
12
Lucas, André
12
Ranjbar, Omid
12
Swanson, Norman R.
12
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National Bureau of Economic Research
20
Federal Reserve Bank of St. Louis
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Econometrisch Instituut <Rotterdam>
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Centre for Growth and Business Cycle Research <Manchester>
3
Organisation for Economic Co-operation and Development
3
University of Cambridge / Department of Applied Economics
3
University of Chicago / Center for Research in Security Prices
3
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
Loughborough University / Department of Economics
2
Norges Bank / Utredningsavdelingen
2
School of Economics and Finance <Brisbane>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Trinity College
2
United States International Trade Commission / Office of Industries
2
University of Exeter / Department of Economics
2
University of Strathclyde / Department of Economics
2
University of Toronto / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Virginia Polytechnic Institute and State University / Department of Economics
2
Boston College / Department of Economics
1
Bureau of the Census,
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Cobden Club
1
Commission on Money and Credit
1
Conference on Panel Data and Labour Market Dynamics <3, 1992, Sandbjerg>
1
Council of State Governments
1
Deutschland <Bundesrepublik> / Statistisches Bundesamt
1
Economic and Social Research Council / Environment and Planning Committee
1
Economic and Social Research Institute
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Central Bank
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Applied economics
75
Economics letters
68
Working paper / National Bureau of Economic Research, Inc.
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of econometrics
53
International journal of forecasting
51
Economic modelling
48
Journal of applied econometrics
43
Journal of macroeconomics
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Applied economics letters
37
The review of economics and statistics
37
Discussion paper / Tinbergen Institute
36
Discussion paper / Centre for Economic Policy Research
33
Journal of money, credit and banking : JMCB
33
Working paper
32
CESifo working papers
30
Energy economics
30
The journal of futures markets
29
Journal of forecasting
28
The journal of finance : the journal of the American Finance Association
28
CREATES research paper
25
Journal of monetary economics
23
Oxford bulletin of economics and statistics
22
Econometric reviews
21
International review of economics & finance : IREF
20
Applied financial economics
19
Economics and finance working paper series
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
NBER working paper series
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
The review of financial studies
17
Journal of economic dynamics & control
16
Journal of empirical finance
16
Macroeconomic dynamics
16
American journal of agricultural economics
15
Finance and economics discussion series
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
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Source
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ECONIS (ZBW)
3,829
RePEc
3
EconStor
1
ArchiDok
1
Showing
31
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40
of
3,834
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date (oldest first)
31
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
32
Has the COVID-19 Crisis Affected the Growth of United States Food and Drug Administration Drug Approvals? The Answer Is not Yet! a Time Series (Forecasting) Study
Daizadeh, Iraj
-
2023
Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-19; HCoV-19; COVID-19) has affected all daily activities. Has it also affected the number of United States (FDA) drug approvals over time? The short answer from empirical time series forecasting is not yet. Care should be taken as the crisis...
Persistent link: https://www.econbiz.de/10014261986
Saved in:
33
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
34
Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions
Karlsson, Sune
;
Österholm, Pär
- In:
The Scandinavian journal of economics
125
(
2023
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
Saved in:
35
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
36
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
37
A reconstruction of the time series of global technology from 5500 BC to the 2000s
Paradiso, Antonio
-
2023
Persistent link: https://www.econbiz.de/10014381951
Saved in:
38
Oil price shocks and sectoral stocks in Nigeria : how relevant are asymmetry and structural breaks?
Fasanya, Ismail Olaleke
;
Adekoya, Oluwasegun B.
;
Ajayi, …
- In:
International journal of energy sector management
17
(
2023
)
3
,
pp. 595-616
Persistent link: https://www.econbiz.de/10014317821
Saved in:
39
Reconciled estimates of monthly GDP in the US
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10012822269
Saved in:
40
Optimal forecast under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10012888324
Saved in:
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