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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
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Zeitreihenanalyse
Theorie
836
Theory
836
Time series analysis
231
Estimation theory
195
Schätztheorie
195
USA
186
United States
186
Estimation
161
Schätzung
161
Forecasting model
132
Prognoseverfahren
132
Volatility
72
Volatilität
72
Bayes-Statistik
66
Bayesian inference
66
Statistical theory
66
Statistische Methodenlehre
66
Statistical test
63
Statistischer Test
63
Capital income
55
Kapitaleinkommen
55
Nichtparametrisches Verfahren
55
Nonparametric statistics
55
Stochastic process
49
Stochastischer Prozess
49
Statistical distribution
47
Statistische Verteilung
47
Markov chain
38
Markov-Kette
38
Regression analysis
38
Regressionsanalyse
38
Simulation
37
ARCH model
32
ARCH-Modell
32
Börsenkurs
32
Share price
32
VAR model
32
VAR-Modell
32
Monte Carlo simulation
31
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Undetermined
57
Free
7
Type of publication
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Article
231
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Article in journal
Festschrift
Aufsatz in Zeitschrift
231
Collection of articles of several authors
2
Reprint
2
Sammelwerk
2
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English
231
Author
All
Ghysels, Eric
6
Leybourne, Stephen James
5
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Dijk, Herman K. van
3
Engle, Robert F.
3
Franses, Philip Hans
3
Gregory, Allan W.
3
Hamilton, James D.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Stock, James H.
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Bera, Anil K.
2
Brunner, Allan D.
2
Camacho, Maximo
2
Canova, Fabio
2
Cheung, Yin-Wong
2
Christiano, Lawrence J.
2
Creal, Drew
2
Diebold, Francis X.
2
Granger, C. W. J.
2
Gómez, Víctor
2
Haldrup, Niels
2
Hall, Alastair R.
2
Hansen, Lars Peter
2
Harvey, David I.
2
Hess, Gregory D.
2
Higgins, Matthew Lawrence
2
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
324
International journal of forecasting
303
Economics letters
270
Journal of forecasting
223
Econometric theory
190
Econometric reviews
125
Economic modelling
112
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Applied economics letters
67
Journal of economic dynamics & control
65
Energy economics
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
51
The econometrics journal
47
European journal of operational research : EJOR
45
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
Macroeconomic dynamics
36
Finance research letters
34
Applied financial economics
30
Journal of economic surveys
30
Journal of the American Statistical Association : JASA
30
Journal of international money and finance
28
Journal of time series econometrics
28
Risks : open access journal
28
Journal of banking & finance
27
Journal of risk and financial management : JRFM
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
26
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
International economic review
24
The North American journal of economics and finance : a journal of financial economics studies
24
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ECONIS (ZBW)
231
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1
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10
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231
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
5
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
6
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
7
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
8
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
9
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
10
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
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