//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"book"
~subject:"Cointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive fractionally integrated moving average"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
ARMA model
538
ARMA-Modell
538
Zeitreihenanalyse
257
Time series analysis
254
Theorie
251
Theory
251
Forecasting model
144
Prognoseverfahren
144
Estimation
69
Schätzung
69
Estimation theory
66
Schätztheorie
66
ARCH model
58
ARCH-Modell
58
Volatility
52
Volatilität
51
VAR model
39
VAR-Modell
39
USA
37
United States
37
Inflation
35
Kointegration
34
Stochastic process
34
Stochastischer Prozess
34
Modellierung
25
Scientific modelling
25
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Prognose
23
State space model
23
Zustandsraummodell
23
Forecast
21
Aktienmarkt
20
Capital income
20
Kapitaleinkommen
20
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Stock market
20
Markov chain
19
more ...
less ...
Online availability
All
Free
18
Undetermined
6
Type of publication
All
Book / Working Paper
Article
38
Type of publication (narrower categories)
All
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
16
Working Paper
16
Hochschulschrift
3
Lehrbuch
3
Textbook
3
Bibliografie enthalten
2
Bibliography included
2
Thesis
2
Article in journal
1
Aufsatz in Zeitschrift
1
Aufsatzsammlung
1
Forschungsbericht
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
33
German
1
Author
All
Cochrane, John H.
5
Lütkepohl, Helmut
4
McAleer, Michael
4
Poskitt, Donald Stephen
4
Kascha, Christian
3
Trenkler, Carsten
3
Athanasopoulos, George
2
Bartel, Holger
2
Cubadda, Gianluca
2
Neusser, Klaus
2
Oxley, Les
2
Palm, Franz C.
2
Pfaff, Bernhard
2
Vahid, Farshid
2
Yao, Wenying
2
Abdul-Mumuni, Abdalla
1
Allen, David E.
1
Alnaa, Samuel Erasmus
1
Asai, Manabu
1
Becker, Janis
1
Dechert, Andreas
1
Haulde, Javier
1
Hecq, Alain
1
Hecq, Alain W. J.
1
Idowu, Ayodele
1
Lee, Jong-Eun
1
Luetkepohl, Helmut
1
Nielsen, Morten Ørregaard
1
Oxley, Leslie T.
1
Peiris, Shelton
1
Prokopczuk, Marcel
1
Sibbertsen, Philipp
1
Silvestrini, Andrea
1
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
European University Institute / Department of Economics
1
Gottfried Wilhelm Leibniz Universität Hannover
1
National Bureau of Economic Research
1
Springer International Publishing
1
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Discussion papers of interdisciplinary research project 373
2
Econometric Institute research papers
2
Use R!
2
CEIS Working Paper
1
CREATES research paper
1
Chicago Booth Research Paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
EUI working paper / ECO
1
Foundations and trends in finance
1
NBER Working Paper
1
NBER working paper series
1
Nouvelle série
1
Research memorandum / METEOR
1
Springer Texts in Business and Economics
1
Springer eBook Collection / Economics and Finance
1
Springer texts in business and economics
1
SpringerLink / Bücher
1
Sweden, Skovde: University of Skovde
1
Working paper
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / University of Zurich, Department of Economics
1
Working paper series / University of Zurich, Department of Economics : working paper Nr. ...
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Econometric Modelling and Forecasting Foreign Direct Investment Inflows in Nigeria : ARIMA Model Approach
Idowu, Ayodele
-
2021
This study examined econometric modelling and forecasting foreign direct investment inflows in Nigeria over the next decade using Box-Jenkins ARIMA model approach. The scope of the study is from 1970 to 2020. The correlogram show that the net foreign direct investment inflow in Nigeria is...
Persistent link: https://www.econbiz.de/10013230670
Saved in:
3
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
5
Fraktionale Integration und Kointegration in Theorie und Praxis
Dechert, Andreas
-
2015
Persistent link: https://www.econbiz.de/10011305835
Saved in:
6
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:
7
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
8
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
Cubadda, Gianluca
;
Hecq, Alain
;
Palm, Franz C.
-
2014
For non-stationary vector autoregressive models (VAR hereafter, or VAR with moving average, VARMA hereafter), we show that the presence of common cyclical features or cointegration leads to a reduction of the order of the implied univariate autoregressive-moving average (ARIMA hereafter) models....
Persistent link: https://www.econbiz.de/10014217908
Saved in:
9
Continuous-Time Linear Models
Cochrane, John H.
-
2012
I translate familiar concepts of discrete-time time-series to contnuous-time equivalent. I cover lag operators, ARMA models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction formulas
Persistent link: https://www.econbiz.de/10012460479
Saved in:
10
Continuous-Time Linear Models
Cochrane, John H.
-
2012
I translate familiar concepts of discrete-time time-series to contnuous-time equivalent. I cover lag operators, ARMA models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction formulas
Persistent link: https://www.econbiz.de/10013104725
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->