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subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
~person:"Taylor, Robert"
~subject:"Saisonkomponente"
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Zeitreihenanalyse
Saisonkomponente
Theorie
365
Theory
365
Time series analysis
175
Forecasting model
94
Prognoseverfahren
94
Saisonale Schwankungen
86
Seasonal variations
86
Einheitswurzeltest
56
Unit root test
56
Estimation theory
42
Schätztheorie
42
Statistical test
29
Statistischer Test
29
Volatility
24
Volatilität
24
Schätzung
21
Estimation
20
Stochastic process
20
Stochastischer Prozess
20
Cointegration
18
Kointegration
18
Modellierung
18
Scientific modelling
18
Seasonal component
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Experten
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USA
17
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Autokorrelation
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16
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Bootstrap approach
15
Bootstrap-Verfahren
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14
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14
United Kingdom
14
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English
180
Author
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Franses, Philip Hans
Taylor, Robert
Phillips, Peter C. B.
125
Koopman, Siem Jan
117
Gil-Alaña, Luis A.
112
Caporale, Guglielmo Maria
87
Lütkepohl, Helmut
72
Härdle, Wolfgang
70
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Harvey, Andrew C.
57
Sibbertsen, Philipp
57
Maravall Herrero, Agustín
56
Kunst, Robert M.
52
Swanson, Norman R.
52
Hassler, Uwe
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
46
Marcellino, Massimiliano
45
Bauwens, Luc
44
Ghysels, Eric
43
Proietti, Tommaso
43
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
Haldrup, Niels
37
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
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Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
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Report / Econometric Institute, Erasmus University Rotterdam
22
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Econometric Institute research papers
12
Discussion paper / Tinbergen Institute
10
Econometric reviews
9
Economics letters
9
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric theory
5
International journal of forecasting
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
The econometrics journal
3
Advanced texts in econometrics
2
Applied economics
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion papers in economics
2
ERIM report series research in management
2
IHS economics series : working paper
2
Journal of applied econometrics
2
Journal of empirical finance
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
A companion to economic forecasting
1
Applied economics letters
1
Computational economics
1
DAE working paper
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Center for Economic Research, Tilburg University
1
EUI working paper / ECO
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
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ECONIS (ZBW)
180
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180
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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
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:
3
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:
4
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
5
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
6
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
Saved in:
7
Model-based forecast adjustment : with an illustration to inflation
Franses, Philip Hans
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10011823289
Saved in:
8
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
- In:
Computational economics
56
(
2020
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10012272016
Saved in:
9
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
10
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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