//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Economics letters"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
41
ARMA-Modell
41
Theorie
18
Theory
18
Time series analysis
12
Zeitreihenanalyse
12
USA
8
United States
8
Estimation theory
7
Schätztheorie
7
Forecasting model
5
Prognoseverfahren
5
VAR model
5
VAR-Modell
5
Einheitswurzeltest
4
Unit root test
4
Cointegration
3
Kointegration
3
Markov chain
3
Markov-Kette
3
ARCH model
2
ARCH-Modell
2
ARMA
2
Decomposition method
2
Dekompositionsverfahren
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Inflation
2
Inflation rate
2
Inflationsrate
2
Kaufkraftparität
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Purchasing power parity
2
State space model
2
Statistical distribution
2
Statistische Verteilung
2
Structural break
2
Strukturbruch
2
VAR
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Gil-Alaña, Luis A.
4
Proietti, Tommaso
3
Bao, Yong
2
Vahid, Farshid
2
Agnon, Yehuda
1
Andersson, Michael K.
1
Athanasopoulos, George
1
Barrio Castro, Tomás del
1
Belaire-Franch, Jorge
1
Bisaglia, Luisa
1
Cavicchioli, Maddalena
1
Choudhry, Taufiq
1
Chung, Ching-fan
1
Contreras, Dulce
1
Cubadda, Gianluca
1
Darolles, Serge
1
Deistler, Manfred
1
Dufrénot, Gilles
1
Eklund, Bruno
1
Fillol, Hérôme
1
Florens, Jean-Pierre
1
Golan, Amos
1
Gouriéroux, Christian
1
Guégan, Dominique
1
Harvey, Andrew C.
1
Hecq, Alain W. J.
1
Hsu, Chih-chiang
1
Hua, Ying
1
Hualde, Javier
1
Hwang, Y.
1
Iacone, Fabrizio
1
Izzeldin, Marwan
1
Kam, Timothy
1
Kapetanios, George
1
Kascha, Christian
1
Lee, Oesook
1
Lees, Kirdan
1
Li, Zhenxiong
1
Lieberman, Offer
1
Lobato, Ignacio N.
1
more ...
less ...
Published in...
All
Econometric reviews
Economics letters
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Applied economics
21
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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
Asia-Pacific financial markets
5
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of applied econometrics
5
Journal of empirical finance
5
Technological forecasting & social change : an international journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
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
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
3
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:
4
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Economics letters
162
(
2018
),
pp. 150-152
Persistent link: https://www.econbiz.de/10011939823
Saved in:
5
Cointegration in singular ARMA models
Deistler, Manfred
;
Wagner, Martin
- In:
Economics letters
155
(
2017
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011821522
Saved in:
6
On weak identification in structural VARMA models
Yao, Wenying
;
Kam, Timothy
;
Vahid, Farshid
- In:
Economics letters
156
(
2017
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011822327
Saved in:
7
Revisiting inflation in the euro area allowing for long memory
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
156
(
2017
),
pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
Saved in:
8
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
9
On the Fisher information matrix of a vector ARMA process
Bao, Yong
;
Hua, Ying
- In:
Economics letters
123
(
2014
)
1
,
pp. 14-16
Persistent link: https://www.econbiz.de/10010399080
Saved in:
10
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->