//--> //--> //--> //-->
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 theory"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARMA model
25
ARMA-Modell
25
Theorie
15
Theory
15
Estimation theory
8
Schätztheorie
8
Time series analysis
8
Zeitreihenanalyse
8
Business cycle
3
Einheitswurzeltest
3
Konjunktur
3
Markov chain
3
Markov-Kette
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Unit root test
3
Heteroscedasticity
2
Heteroskedastizität
2
Statistical test
2
Statistischer Test
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Arbeitsmarktstatistik
1
Autocorrelation
1
Autokorrelation
1
Cointegration
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Labour statistics
1
Least squares method
1
Modellierung
1
Regression analysis
1
Regressionsanalyse
1
Scientific modelling
1
USA
1
United States
1
VAR model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
25
Author
All
Bierens, Herman J.
2
Lieberman, Offer
2
Ling, Shiqing
2
Bailey, Ralph W.
1
Bauer, Dietmar
1
Cavicchioli, Maddalena
1
Chambers, Marcus J.
1
Delgado, Miguel A.
1
Distaso, Walter
1
Díaz-Emparanza, Ignacio
1
Findley, David F.
1
Gulati, Chandra M.
1
Hidalgo, Javier
1
Hwang, Soosung
1
Karanasos, Menelaos
1
Knight, John L.
1
Lavancier, Frédéric
1
Leipus, Remigijus
1
Li, Wai Keung
1
Lin, Yan-xia
1
Linton, Oliver
1
Lu, Zudi
1
McElroy, Tucker
1
Nielsen, Morten Ørregaard
1
Pan, Jiazhu
1
Philippe, Anne
1
Poskitt, Donald Stephen
1
Rousseau, Judith
1
Runde, Ralf
1
Stelzer, Robert
1
Surgailis, Donatas
1
Thornton, Michael A.
1
Velasco, Carlos
1
Wang, Hui
1
Wang, Qiying
1
Yao, Qiwei
1
Yu, Jun
1
Zhu, Ke
1
Zucker, David M.
1
more ...
less ...
Published in...
All
Econometric theory
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
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
Econometric reviews
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)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
2
Detection of nonconstant long memory parameter
Lavancier, Frédéric
;
Leipus, Remigijus
;
Philippe, Anne
; …
- In:
Econometric theory
29
(
2013
)
5
,
pp. 1009-1056
Persistent link: https://www.econbiz.de/10010248314
Saved in:
3
The global weighted LAD estimators for finite/infinite variance ARMA (p,q) models
Zhu, Ke
;
Ling, Shiqing
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10009714722
Saved in:
4
Discrete time representation of continuous time ARMA processes
Chambers, Marcus J.
;
Thornton, Michael A.
- In:
Econometric theory
28
(
2012
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10009520954
Saved in:
5
Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
Saved in:
6
On Markov-switching ARMA processes : stationarity, existence of moments, and geometric ergodicity
Stelzer, Robert
- In:
Econometric theory
25
(
2009
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10003816215
Saved in:
7
Matrix formulars for nonstationary ARIMA signal extraction
McElroy, Tucker
- In:
Econometric theory
24
(
2008
)
4
,
pp. 988-1009
Persistent link: https://www.econbiz.de/10003736844
Saved in:
8
Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
Bauer, Dietmar
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1063-1092
Persistent link: https://www.econbiz.de/10003736860
Saved in:
9
Local linear fitting under near epoch dependence
Lu, Zudi
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10003407421
Saved in:
10
The real part of a complex ARMA process
Bailey, Ralph W.
- In:
Econometric theory
23
(
2007
)
3
,
pp. 537-545
Persistent link: https://www.econbiz.de/10003541279
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->