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subject:"Zeitreihenanalyse"
~person:"Athanasopoulos, George"
~person:"Hecq, Alain W. J."
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Search: subject_exact:"Autoregressive integrated moving average"
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Zeitreihenanalyse
ARMA model
16
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16
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Athanasopoulos, George
Hecq, Alain W. J.
Gil-Alaña, Luis A.
12
Beran, Jan
11
Sibbertsen, Philipp
11
Maravall Herrero, Agustín
10
Feng, Yuanhua
7
Gupta, Rangan
7
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6
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6
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6
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6
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Silvestrini, Andrea
6
Boubaker, Heni
5
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5
Cubadda, Gianluca
5
Kaiser, Regina
5
Lacroix, Renaud
5
Ocker, Dirk
5
Palm, Franz C.
5
Rodriguez, Gabriel
5
Baillie, Richard
4
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4
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4
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4
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4
Hoesli, Martin
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4
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4
Veredas, David
4
Yu, Jun
4
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4
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3
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3
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2
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1
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
2
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
3
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
4
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
Saved in:
5
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Economics letters
99
(
2008
)
3
,
pp. 537-540
Persistent link: https://www.econbiz.de/10003726244
Saved in:
6
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:
7
Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
-
2007
Persistent link: https://www.econbiz.de/10003647580
Saved in:
8
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
-
2007
Persistent link: https://www.econbiz.de/10003483216
Saved in:
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