//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The econometrics journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARFIMA model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
17
ARMA-Modell
17
Theorie
7
Theory
7
USA
5
United States
5
Cointegration
4
Kointegration
4
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation theory
2
Impact assessment
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schock
2
Schätztheorie
2
Shock
2
Wirkungsanalyse
2
1947-1993
1
1958-2011
1
1980-1998
1
1985-2015
1
ARIMA
1
Adjustment
1
Analysis of variance
1
Anpassung
1
Arbeitsnachfrage
1
Canada
1
Causality analysis
1
Deutschland
1
Economic forecast
1
Einheitswurzeltest
1
Exchange rate
1
Financial crisis
1
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Article
13
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
17
Author
All
Phillips, Peter C. B.
4
Lieberman, Offer
3
Mayoral, Laura
2
Athanasopoulos, George
1
Bartel, Holger
1
Bauer, Dietmar
1
Caballero, Ricardo J.
1
Cipollini, Fabrizio
1
Dolado, Juan J.
1
Engel, Eduardo
1
Gabriel, Vasco J.
1
Gonzalo, Jesús
1
Guerróon-Quintana, Pablo
1
Kascha, Christian
1
Lütkepohl, Helmut
1
Martins, Luís Filipe
1
Mealli, Fabrizia
1
Meddahi, Nour
1
Menchetti, Fiammetta
1
Nankervis, John C.
1
Norrbin, Stefan C.
1
Poskitt, Donald Stephen
1
Savin, Nathan E.
1
Smallwood, Aaron D.
1
Trenkler, Carsten
1
Vahid, Farshid
1
Xiao, Zhijie
1
Yao, Wenying
1
Zhong, Molin
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Journal of applied econometrics
The econometrics journal
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Applied economics
21
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied financial economics
11
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Economic modelling
10
CoFE discussion papers
9
Econometric Institute research papers
9
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
Journal of banking & finance
8
Journal of time series econometrics
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
Advances in business and management forecasting
7
Discussion papers in economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric reviews
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of empirical finance
5
Tourism management : research, policies, practice
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
2
Macroeconomic forecasting in times of crises
Guerróon-Quintana, Pablo
;
Zhong, Molin
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 295-320
Persistent link: https://www.econbiz.de/10014287987
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
4
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
5
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
6
Testing for uncorrelated errors in ARMA models : non-standard Andrews-Ploberger tests
Nankervis, John C.
;
Savin, Nathan E.
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 516-534
Persistent link: https://www.econbiz.de/10009710131
Saved in:
7
Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148145
Saved in:
8
Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
Bauer, Dietmar
-
2004
Persistent link: https://www.econbiz.de/10001961601
Saved in:
9
Adjustment is much slower than you think
Caballero, Ricardo J.
;
Engel, Eduardo
-
2003
Persistent link: https://www.econbiz.de/10001794023
Saved in:
10
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->