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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of time series econometrics"
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Search: subject_exact:"Autoregressive integrated moving average"
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Zeitreihenanalyse
ARMA model
8
ARMA-Modell
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Estimation theory
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Time series analysis
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Aknouche, Abdelhakim
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Allen, David E.
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Asai, Manabu
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Boubaker, Heni
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Maravall Herrero, Agustín
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Journal of time series econometrics
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
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Economics letters
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Applied economics
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Discussion paper / Tinbergen Institute
7
International journal of economics and financial issues : IJEFI
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The empirical economics letters : a monthly international journal of economics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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CBN journal of applied statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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Advances in business and management forecasting
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Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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2
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
3
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
Saved in:
4
Bootstrap point optimal unit root tests
Wang, Liqiong
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
Saved in:
5
Optimal signal extraction with correlated components
McElroy, Tucker
;
Maravall Herrero, Agustín
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 237-273
Persistent link: https://www.econbiz.de/10010401113
Saved in:
6
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
Aknouche, Abdelhakim
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10009753102
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