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1
Book / Working Paper 		The measurement error problem in dynamic panel data analysis : modeling and GMM estimation
Year:                     
2012
Person:  Biørn, Erik
Publisher:  Oslo : Dep. of Economics, Univ. of Oslo
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2
Article 		Forecasting aggregated moving average processes with an application to the euro area real interest rate
Year:                     
2012
Person:  Sbrana, Giacomo
Published in:  Journal of forecasting ; 31
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3
Book / Working Paper 		Methoden zur Modellierung von Renditezeitreihen am Beispiel des Deutschen Aktienindex
Year:                     
2012
Person:  Uthoff, Philipp
Publisher:  Berlin : dissertation.de
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4
Book / Working Paper 		Testing for predictability in a noninvertible ARMA model
Year:                     
2012
Person:  Lanne, Markku; Meitz, Mika; Saikkonen, Pentti
Publisher:  Helsinki : HECER
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5
Book / Working Paper 		On the univariate representation of BEKK models with common factors
Year:                     
2012
Person:  Hecq, Alain; Laurent, Sébastien; Palm, Franz C.
Publisher:  Maastricht : Maastricht Research School of Economics of Technology and Organizations
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6
Article 		A comparison of estimation methods for vector autoregressive moving-average models
Year:                     
2012
Person:  Kascha, Christian
Published in:  Econometric reviews ; 31
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7
Article 		Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Year:                     
2012
Person:  Athanasopoulos, George; Poskitt, D. S:; Vahid, Farshid
Published in:  Econometric reviews ; 31
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8
Book / Working Paper 		Ekonometrinis Baltijos šalių ūkio prognozavimas
Year:                     
2011-06-17
Person:  Tichomirovas, Artūras
Publisher:  Lithuanian Academic Libraries Network (LABT) / Vilnius Gediminas Technical University
Affiliated person:  Rudzkis, Rimantas; Krapavickaitė, Danutė; Kaulakienė, Angelė
Institution:  Vilnius Gediminas Technical University
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9
Article 		Time series analysis for financial market meltdowns
Year:                     
2011
Affiliated person:  Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Mitov, Ivan; Fabozzi, Frank J.
Published in:  Journal of banking & finance ; 35
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10
Book / Working Paper 		Real-time forecasts of the real price of oil
Year:                     
2011
Person:  Baumeister, Christiane; Kilian, Lutz
Publisher:  London : Centre for Economic Policy Research
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11
Book / Working Paper 		Real-time forecasts of the real price of oil
Year:                     
2011
Person:  Baumeister, Christiane; Kilian, Lutz
Publisher:  Ottawa : Bank of Canada
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12
Article 		The spectral representation of Markov switching ARMA models
Year:                     
2011
Person:  Pataracchia, Beatrice
Published in:  Economics letters ; 112
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13
Book / Working Paper 		Measuring media sentiment : essays on its impact on the economy and the financial markets
Year:                     
2011
Person:  Uhl, Matthias William
Publisher:  Zürich : KOF
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14
Book / Working Paper 		Cointegrated VARMA models and forecasting US interest rates
Year:                     
2011
Person:  Kascha, Christian; Trenkler, Carsten
Publisher:  Zurich : Univ., Dep. of Economics
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15
Article 		Perception and retrospection : the dynamic consistency of responses to survey questions on wellbeing
Year:                     
2011
Person:  Pudney, Stephen E.
Published in:  Journal of public economics ; 95
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16
Article 		Do Kondratieff waves exist? : how time series techniques can help to solve the problem
Year:                     
2011
Person:  Metz, Rainer
Published in:  Cliometrica : journal of historical economics and econometric history ; 5
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17
Article 		Modeling economic growth in Bangladesh and the role of the market economy
Year:                     
2011
Person:  Paul, Biru Paksha
Published in:  International journal of economic issues : IJEI ; 4
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18
Book / Working Paper 		Local linear fitting under near epoch dependence : uniform consistency with convergence rates
Year:                     
2011
Person:  Li, Degui; Lu, Zudi; Linton, Oliver
Publisher:  Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ.
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19
Article 		An analysis of the predictability of asset returns : a case of six emerging stock markets of Asia
Year:                     
2011
Person:  Fatnassi, Latifa; Abaoub, Ezzeddine
Published in:  The IUP journal of applied finance : IJAF ; 17
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20
Book / Working Paper 		The wavelet-based estimation for long memory signal plus noise models
Year:                     
2011
Person:  Nanamiya, Kei
Publisher:  Kunitachi : Hitotsubashi Univ., Research Unit for Statistical and Empirical Analysis in Social Sciences (Hi-Stat)
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21
Book / Working Paper 		Time series analysis and market microstructure aspects on short time scales
Year:                     
2011
Person:  Beck, Alexander
Affiliated person:  Rachev, S. T.
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22
Article 		Forecasting women, infants, and children caseloads : a comparison of vector autoregression and autoregressive integrated moving average approaches
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23
Article 		Ten things we should know about time series
Year:                     
2011
Person:  McAleer, Michael; Oxley, Les
Published in:  Journal of economic surveys ; 25
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24
Article 		Long memory in returns and volatility : evidence from foreign exchange market of Asian countries
Year:                     
2011
Person:  Vats, Alpana
Published in:  International journal of applied economics and finance ; 5
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25
Book / Working Paper 		Pricing Nikkei 225 options using realized volatility
Year:                     
2011
Person:  Ubukata, Masato; Watanabe, Toshiaki
Publisher:  Tokyo : Bank of Japan, Inst. for Monetary and Economic Studies
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26
Book / Working Paper 		Periodic seasonal time series models with applications to US macroeconomic data
Year:                     
2011
Person:  Widyanti Hindrayanto, Anastasia Irma
Publisher:  [Amsterdam] : Thela Thesis
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27
Article 		A comparison of ARIMA forecasting and heuristic modelling
Year:                     
2011
Person:  Wang, Chi-chen; Hsu, Yun-sheng; Liou, Cheng-hwai
Published in:  Applied financial economics ; 21
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28
Article 		Forecasting multivariate volatility using the VARFIMA model on realized covariance Cholesky factors
Year:                     
2011
Person:  Halbleib, Roxana; Voev, Valeri
Published in:  Jahrbücher für Nationalökonomie und Statistik ; 231
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29
Article 		A Markov regime-switching ARMA approach for hedging stock indices
Year:                     
2011
Person:  Chen, Chao-chun; Tsay, Wen-jen
Published in:  The journal of futures markets ; 31
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30
Book / Working Paper 		Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Year:                     
2011
Person:  Meitz, Mika; Saikkonen, Pentti
Publisher:  Helsinki : HECER
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31
Article 		Demand forecasting of tea by seasonal ARIMA model
Year:                     
2011
Person:  Gijo, E. V.
Published in:  International journal of business excellence ; 4
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32
Book / Working Paper 		On the univariate representation of multivariate volatility models with common factors
Year:                     
2011
Person:  Hecq, Alain; Laurent, Sébastien; Palm, Franz C.
Publisher:  Maastricht : Maastricht Research School of Economics of Technology and Organizations
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33
Book / Working Paper 		The discretecontinuous correspondence for frequency-limited ARMA models and the hazards of oversampling
Year:                     
2011
Person:  Pollock, Stephen
Publisher:  Leicester : Univ. of Leicester, Dep. of Economics
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34
Book / Working Paper 		Band-limited stochastic processes in discrete and continuous time
Year:                     
2011
Person:  Pollock, Stephen
Publisher:  Leicester : Univ. of Leicester, Dep. of Economics
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35
Article 		China's regional convergence in panels with multiple structural breaks
Year:                     
2011
Person:  Matsuki, Takashi; Usami, Ryoichi
Published in:  Applied economics ; 43
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36
Book / Working Paper 		When long memory meets the Kalman Filter : a comparative study
Year:                     
2011
Person:  Grassi, Stefano; Santucci de Magistris, Paolo
Publisher:  Aarhus : School of Economics and Management
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37
Article 		Modelling income processes with lots of heterogeneity
Year:                     
2010
Person:  Browning, Martin; Ejrnæs, Mette; Alvarez, Javier
Published in:  The review of economic studies ; 77
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38
Book / Working Paper 		Valid inference for a class of models where standard inference performs poorly : including nonlinear regression, ARMA, GARCH, and unobserved components
Year:                     
2010
Person:  Ma, Jun; Nelson, Charles R.
Publisher:  Wien : Inst. für Höhere Studien (IHS)
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39
Book / Working Paper 		Time series analysis for financial market meltdowns
Year:                     
2010
Publisher:  Karlsruhe : KIT [u.a.]
Affiliated person:  Young Shin Kim; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Mitov, Ivan; Fabozzi, Frank J.
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40
Article 		Generalized long memory and mean reversion of the real exchange rate
Year:                     
2010
Person:  Norrbin, Stefan C.; Smallwood, Aaron D.
Published in:  Applied economics ; 42
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41
Article 		Forecasting with limited data : combining ARIMA and diffusion models
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42
Book / Working Paper 		Balancing energy in the German market design
Year:                     
2010
Person:  Möller, Christoph
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43
Article 		On-the-job search, productivity shocks, and the individual earnings process
Year:                     
2010
Person:  Postel-Vinay, Fabien; Turon, Hélène
Published in:  International economic review ; 51
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44
Book / Working Paper 		The conditional autoregressive wishart model for multivariate stock market volatility
Year:                     
2010
Person:  Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman
Publisher:  Kiel : Univ., Dep. of Economics
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45
Article 		Incorporating ARIMA forecasting and service-level based replenishment in RFID-enabled supply chain
Year:                     
2010
Affiliated person:  Wang, S. -J.; Huang, C. -T.; Wang, W. -L.; Chen, Y. -H.
Published in:  International journal of production research ; 48
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46
Book / Working Paper 		No PUN intended : a time series analysis of the Italian day-ahead electricity prices
Year:                     
2010
Person:  Petrella, Andrea; Sapio, Sandro
Publisher:  Badia Fiesolana, San Domenico (Fl)
Institution:  !318914646!Robert Schuman Centre for Advanced Studies ; GKD-ID: 10001527X
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47
Book / Working Paper 		Inflation in Tajikistan : forecasting analysis and monetary policy challenges
Year:                     
2010
Person:  Alturki, Fahad; Vtyurina, Svetlana
Publisher:  Washington, DC : Internat. Monetary Fund
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48
Article 		Are securitized real estate returns more predictable than stock returns?
Year:                     
2010
Person:  Serrano, Camilo; Hoesli, Martin
Published in:  The journal of real estate finance and economics ; 41
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49
Book / Working Paper 		Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Year:                     
2010
Publisher:  Christchurch : Dep. of Economics and Finance, College of Business and Economics, Univ. of Canterbury
Affiliated person:  Chaovanapoonphol, Yaovarate; Lim, Christine; McAleer, Michael; Wiboonpongse, Aree
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50
Book / Working Paper 		Ten things we should know about time series
Year:                     
[2010]
Person:  McAleer, Michael; Oxley, Les
Publisher:  Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury
Institution:  University of Canterbury / Dept. of Economics and Finance
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