//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Econometric reviews"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of empirical finance"
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 integrated moving average"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
45
ARMA-Modell
45
Time series analysis
15
Zeitreihenanalyse
15
Theorie
12
Theory
12
USA
11
United States
11
Forecasting model
7
Prognoseverfahren
7
Estimation theory
6
Schätztheorie
6
Volatility
6
Volatilität
6
Großbritannien
5
United Kingdom
5
VAR model
5
VAR-Modell
5
ARCH model
4
ARCH-Modell
4
Canada
3
Deutschland
3
Exchange rate
3
Forecast
3
Germany
3
Japan
3
Kanada
3
National income
3
Nationaleinkommen
3
Prognose
3
Structural break
3
Strukturbruch
3
Wechselkurs
3
Welt
3
World
3
Arbeitslosigkeit
2
Business cycle
2
Börsenkurs
2
Cointegration
2
Einheitswurzeltest
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
45
Author
All
Gil-Alaña, Luis A.
2
Hauser, Michael A.
2
Proietti, Tommaso
2
Adongo, Jonathan
1
Andreano, Maria Simona
1
Athanasopoulos, George
1
Baillie, Richard
1
Bao, Yong
1
Beine, Michel
1
Belbute, José M.
1
Beltratti, Andrea
1
Bessec, Marie
1
Brorsen, B. Wade
1
Bruno, Giancarlo
1
Byers, J. David
1
Candelon, Bertrand
1
Chambers, Marcus J.
1
Chen, Chyong-lin
1
Chenoweth, Tim
1
Chung, Sang-Kuck
1
Davidson, James E. H.
1
Eberwein, Curtis J.
1
Fabozzi, Frank J.
1
Feng, Hui
1
Fingleton, Bernard
1
Fouquau, Julien
1
Goldman, Elena
1
Greasley, David
1
Gschwandtner, Adelina
1
Gupta, Rangan
1
Halkos, George E.
1
Handa, Jagdish
1
Hassani, Hossein
1
Homaifar, Ghassem
1
Hubata, Robert
1
Itoh, Yasuyuki
1
Kalev, Petko S.
1
Kapetanios, George
1
Kargbo, J. M.
1
Kascha, Christian
1
more ...
less ...
Published in...
All
Applied economics
Asia-Pacific financial markets
Econometric reviews
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of empirical finance
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
International Journal of Energy Economics and Policy : IJEEP
13
Applied financial economics
11
Computational economics
11
Economic modelling
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
CoFE discussion papers
9
Econometric Institute research papers
9
International journal of economics and financial issues : IJEFI
9
Energy economics
8
Journal of banking & finance
8
Journal of time series econometrics
8
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
Advances in business and management forecasting
7
Discussion papers in economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tourism economics : the business and finance of tourism and recreation
6
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of applied econometrics
5
Technological forecasting & social change : an international journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
2
The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 309-324
Persistent link: https://www.econbiz.de/10012038710
Saved in:
3
Permanent shocks and forecasting with moving averages
Lee, Yoonsuk
;
Brorsen, B. Wade
- In:
Applied economics
49
(
2017
)
12
,
pp. 1213-1225
Persistent link: https://www.econbiz.de/10011811267
Saved in:
4
Do global CO2 emissions from fossil-fuel consumption exhibit long memory? : a fractional-integration analysis
Belbute, José M.
;
Pereira, Alfredo M.
- In:
Applied economics
49
(
2017
)
40
,
pp. 4055-4070
Persistent link: https://www.econbiz.de/10011820014
Saved in:
5
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
Saved in:
6
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
7
Forecasting the price of gold
Hassani, Hossein
;
Silva, Emmanuel Sirimal
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4141-4152
Persistent link: https://www.econbiz.de/10011294643
Saved in:
8
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
9
The long-run relationship between stock return dispersion and output
Homaifar, Ghassem
;
Adongo, Jonathan
;
Zhao, Kevin
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 943-952
Persistent link: https://www.econbiz.de/10009718486
Saved in:
10
The dynamics of inflation : a study of a large number of countries
Kouretas, Georgios P.
;
Wohar, Mark E.
- In:
Applied economics
44
(
2012
)
16/18
,
pp. 2001-2026
Persistent link: https://www.econbiz.de/10009572813
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->