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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Search: subject_exact:"Autoregressive integrated moving average"
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Zeitreihenanalyse
ARMA model
16
ARMA-Modell
16
Theorie
10
Theory
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Time series analysis
10
Forecasting model
6
Prognoseverfahren
6
Forecasting
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1854-
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1987
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ARCH model
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Approximate factor model
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Autocorrelation
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Autoregressive moving average representations
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Alwan, Layth C.
1
Athanasopoulos, George
1
Chan, Joshua
1
Cheung, Ying Lun
1
Dufour, Jean-Marie
1
Fiorentini, Gabriele
1
Kim, Chang-jin
1
Kim, Jaeho
1
Li, Wai Keung
1
Mitchell, James
1
Ng, F. C.
1
Planas, Christophe
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Roberts, Harry V.
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Robertson, Donald
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Startz, Richard
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Stevanovi´c, Dalibor
1
Vahid, Farshid
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
15
Journal of econometrics
15
Journal of forecasting
11
International Journal of Energy Economics and Policy : IJEEP
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Economics letters
9
Applied economics
8
Computational economics
8
Econometric theory
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Discussion paper / Tinbergen Institute
7
International journal of economics and financial issues : IJEFI
7
The empirical economics letters : a monthly international journal of economics
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CREATES research paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Documentos de trabajo / Banco de España, Servicio de Estudios
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Economic modelling
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Journal of time series econometrics
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Applied financial economics
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CBN journal of applied statistics
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Econometrics : open access journal
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Technological forecasting & social change : an international journal
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Theoretical and applied economics : GAER review
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Advances in business and management forecasting
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Long memory factor model : on estimation of factor memories
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 756-769
Persistent link: https://www.econbiz.de/10013534489
Saved in:
2
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
3
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
Saved in:
4
The generalized conditional autoregressive wishart model for multivariate realized volatility
Yu, Philip L. H.
;
Li, Wai Keung
;
Ng, F. C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 513-527
Persistent link: https://www.econbiz.de/10011893712
Saved in:
5
Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts
Kim, Chang-jin
;
Kim, Jaeho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 566-578
Persistent link: https://www.econbiz.de/10011403240
Saved in:
6
Factor-augmented VARMA models with macroeconomic applications
Dufour, Jean-Marie
;
Stevanovi´c, Dalibor
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10010337855
Saved in:
7
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
Saved in:
8
Binomial autoregressive moving average models with an application to US recessions
Startz, Richard
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10003625179
Saved in:
9
Overcoming nonadmissibility in ARIMA-model-based signal extraction
Fiorentini, Gabriele
;
Planas, Christophe
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001646383
Saved in:
10
Time-series modeling for statistical process control
Alwan, Layth C.
- In:
Journal of business & economic statistics : JBES ; a …
6
(
1988
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001044767
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