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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Arbeitslosigkeit"
~subject:"USA"
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Zeitreihenanalyse
Arbeitslosigkeit
USA
Theorie
854
Theory
854
Time series analysis
235
Estimation theory
198
Schätztheorie
198
United States
188
Estimation
164
Schätzung
164
Forecasting model
134
Prognoseverfahren
134
Volatility
72
Volatilität
72
Bayes-Statistik
67
Bayesian inference
67
Statistical theory
67
Statistische Methodenlehre
67
Statistical test
64
Statistischer Test
64
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Capital income
55
Kapitaleinkommen
55
Statistical distribution
49
Statistische Verteilung
49
Stochastic process
49
Stochastischer Prozess
49
Regression analysis
39
Regressionsanalyse
39
Markov chain
38
Markov-Kette
38
Simulation
37
ARCH model
33
ARCH-Modell
33
VAR model
33
VAR-Modell
33
Börsenkurs
32
Share price
32
Monte Carlo simulation
31
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Undetermined
62
Free
7
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Article
364
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Article in journal
359
Aufsatz in Zeitschrift
359
Collection of articles of several authors
2
Reprint
2
Sammelwerk
2
Language
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English
364
Author
All
Ghysels, Eric
8
Diebold, Francis X.
5
Leybourne, Stephen James
5
Engle, Robert F.
4
Gregory, Allan W.
4
Hamilton, James D.
4
Harvey, Andrew C.
4
Koopman, Siem Jan
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Stock, James H.
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Kim, Chang-jin
3
Koop, Gary
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Steel, Mark F. J.
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Backus, David
2
Bekaert, Geert
2
Bera, Anil K.
2
Brunner, Allan D.
2
Burmeister, Edwin
2
Camacho, Maximo
2
Canova, Fabio
2
Cheung, Yin-Wong
2
Christiano, Lawrence J.
2
Creal, Drew
2
Enders, Walter
2
Fiorentini, Gabriele
2
Granger, C. W. J.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,493
Economics letters
481
Discussion paper / Centre for Economic Policy Research
477
Journal of econometrics
410
European journal of operational research : EJOR
382
International journal of forecasting
328
The American economic review
328
Working paper
317
Discussion paper series / IZA
310
Applied economics
277
Discussion paper / Tinbergen Institute
267
CESifo working papers
261
The review of economics and statistics
258
Journal of forecasting
256
American journal of agricultural economics
254
Journal of monetary economics
230
The review of financial studies
229
NBER working paper series
222
The journal of finance : the journal of the American Finance Association
218
Computers & operations research : and their applications to problems of world concern ; an international journal
217
Econometric theory
200
NBER Working Paper
190
Journal of political economy
187
Economic modelling
186
Journal of economic dynamics & control
181
Southern economic journal
178
Finance and economics discussion series
176
The economic journal : the journal of the Royal Economic Society
173
Applied economics letters
172
Discussion paper
172
Journal of applied econometrics
172
Journal of money, credit and banking : JMCB
172
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
170
Journal of banking & finance
166
International journal of production research
164
Journal of macroeconomics
164
Econometric reviews
160
Economic inquiry : journal of the Western Economic Association International
150
International economic review
144
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ECONIS (ZBW)
364
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364
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
5
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
6
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
7
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
8
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
9
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
10
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
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