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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Autoregressive integrated moving average"
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Zeitreihenanalyse
ARMA model
6
ARMA-Modell
6
Time series analysis
6
Theorie
4
Theory
4
Estimation
3
Schätzung
3
Estimation theory
2
Schätztheorie
2
Arfima model
1
Cointegration
1
Commodity derivative
1
Commodity price
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Kointegration
1
Modellierung
1
Prognoseverfahren
1
Rohstoffderivat
1
Rohstoffpreis
1
Scientific modelling
1
State space model
1
Statistical error
1
Statistischer Fehler
1
USA
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United States
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VAR model
1
VAR-Modell
1
Volatility
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Volatilität
1
Zustandsraummodell
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cofractional
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cointegration
1
fractional Brownianmotion
1
fractional integration
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long memory
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long-range dependence
1
nonstationary
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Arbeitspapier
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Graue Literatur
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English
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Grassi, Stefano
2
Nielsen, Morten Ørregaard
2
Santucci de Magistris, Paolo
2
Atkinson, Anthony C.
1
Cavaliere, Giuseppe
1
Delle Monache, Davide
1
Dias, Gustavo Fruet
1
Haulde, Javier
1
Johansen, Søren
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Kapetanios, George
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Riani, Marco
1
Taylor, Robert
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CREATES research paper
International journal of forecasting
15
Journal of econometrics
15
Journal of forecasting
11
International Journal of Energy Economics and Policy : IJEEP
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Economics letters
9
Applied economics
8
Computational economics
8
Econometric theory
8
Discussion paper / Tinbergen Institute
7
International journal of economics and financial issues : IJEFI
7
The empirical economics letters : a monthly international journal of economics
7
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Economic modelling
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Journal of time series econometrics
6
Applied financial economics
4
CBN journal of applied statistics
4
CoFE discussion papers
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Econometrics : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Technological forecasting & social change : an international journal
4
Theoretical and applied economics : GAER review
4
Advances in business and management forecasting
3
Applied economics letters
3
Banque de France Working Paper
3
CAMA working paper series
3
CORE discussion papers : DP
3
Discussion paper
3
Discussion papers in economics
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ECARES working paper
3
Econometric reviews
3
Journal of business economics and management
3
Macroeconomic dynamics
3
Research memorandum / METEOR
3
Review of quantitative finance and accounting
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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ECONIS (ZBW)
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Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
3
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
5
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
6
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
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