//--> //--> //--> //-->
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
person:"Kapetanios, George"
~person:"Gupta, Rangan"
~person:"Lütkepohl, Helmut"
~person:"Marcellino, Massimiliano"
~type:"article"
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:"Time series analysis"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
169
Zeitreihenanalyse
169
Theorie
69
Theory
69
Forecasting model
67
Prognoseverfahren
67
Estimation
53
Schätzung
53
VAR model
45
VAR-Modell
45
USA
29
United States
29
Volatility
29
Volatilität
29
Estimation theory
28
Schätztheorie
28
Capital income
21
Cointegration
21
Kapitaleinkommen
21
Kointegration
21
Börsenkurs
18
Share price
18
Aktienmarkt
14
Forecasting
14
Markov chain
14
Markov-Kette
14
Schock
14
Shock
14
South Africa
14
Stock market
14
Südafrika
14
Bayes-Statistik
13
Bayesian inference
13
Business cycle
12
Inflation
12
Konjunktur
12
Nichtlineare Regression
12
Nonlinear regression
12
ARCH model
11
ARCH-Modell
11
more ...
less ...
Online availability
All
Undetermined
87
Free
7
Type of publication
All
Article
Book / Working Paper
243
Type of publication (narrower categories)
All
Article in journal
158
Aufsatz in Zeitschrift
158
Aufsatz im Buch
9
Book section
9
Systematic review
3
Übersichtsarbeit
3
Article
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
165
German
5
French
1
Author
All
Kapetanios, George
Gupta, Rangan
Lütkepohl, Helmut
Marcellino, Massimiliano
Gil-Alaña, Luis A.
174
Phillips, Peter C. B.
91
Franses, Philip Hans
83
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Koopman, Siem Jan
49
Teräsvirta, Timo
49
Perron, Pierre
48
Moosa, Imad A.
47
Tiwari, Aviral Kumar
47
Harvey, Andrew C.
45
Mills, Terence C.
42
Chang, Tsangyao
41
Hendry, David F.
41
McAleer, Michael
39
Koop, Gary
36
Harvey, David I.
34
Granger, C. W. J.
33
Hassler, Uwe
33
Newbold, Paul
32
Ghysels, Eric
31
Stock, James H.
29
Proietti, Tommaso
28
Engle, Robert F.
27
Hecq, Alain W. J.
27
Hong, Yongmiao
27
Johansen, Søren
27
Watson, Mark W.
26
Bahmani-Oskooee, Mohsen
25
Gao, Jiti
25
McElroy, Tucker
25
Robinson, Peter M.
25
Sibbertsen, Philipp
25
Swanson, Norman R.
25
Clements, Michael P.
24
Linton, Oliver
24
more ...
less ...
Published in...
All
International journal of forecasting
14
Applied economics
12
Journal of econometrics
12
Economics letters
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Energy economics
7
Econometric theory
5
Journal of applied econometrics
5
Journal of economic dynamics & control
5
Journal of forecasting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Computational economics
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometric reviews
3
Economic modelling
3
Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
Nonlinear time series analysis of business cycles
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
The journal of developing areas
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
A companion to economic forecasting
1
Advances in econometrics
1
Econometrics : open access journal
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economia internazionale
1
Economics, management and financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
more ...
less ...
Source
All
ECONIS (ZBW)
169
EconStor
1
Showing
1
-
10
of
170
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
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:
3
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
4
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
5
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
6
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
7
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
8
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
9
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
10
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->