//--> //--> //-->
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
~institution:"National Bureau of Economic Research"
~institution:"Queen Mary College / Department of Economics"
~subject:"Theorie"
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:"ARMA model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
ARMA model
4
ARMA-Modell
4
Theory
3
ARCH model
1
ARCH-Modell
1
CAPM
1
Cash Flow
1
Cash flow
1
Cointegration
1
Dauerhafte Konsumgüter
1
Discrete choice
1
Diskrete Entscheidung
1
Dividend
1
Dividende
1
Durable goods
1
Einkommenshypothese
1
Estimation
1
France
1
Frankreich
1
Income hypothesis
1
Kointegration
1
Kraftfahrzeug
1
Motor vehicle
1
Präferenztheorie
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Theory of preferences
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Bansal, Ravi
1
Cochrane, John H.
1
Kapetanios, George
1
Yaron, Amir
1
Institution
All
National Bureau of Economic Research
Queen Mary College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
European University Institute / Department of Economics
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Wirtschaftswissenschaften <Wien>
1
Jingji-Yanjiusuo <Taipeh>
1
Massachusetts Institute of Technology / Department of Economics
1
School of Finance and Business Economics <Perth, Western Australia>
1
Springer International Publishing
1
University of Canterbury / Dept. of Economics and Finance
1
University of Colorado Boulder / Department of Economics
1
University of Reading / Department of Economics
1
University of Western Ontario / Department of Economics
1
more ...
less ...
Published in...
All
NBER working paper series
2
Working paper
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Risks for the Long Run : A Potential Resolution of Asset Pricing Puzzles
Bansal, Ravi
-
2000
We model dividend and consumption growth rates as containing a small long-run predictable component and economic uncertainty (i.e., growth rate volatility) as being time-varying. The magnitudes of the predictable variation and changing volatility in growth rates, as in the data, are quite small....
Persistent link: https://www.econbiz.de/10012470673
Saved in:
3
A note on an iterative least squares estimation method for ARMA and VARMA models
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867275
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->