//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"The econometrics journal"
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:"time series"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
358
Zeitreihenanalyse
358
Theorie
162
Theory
162
Estimation
116
Schätzung
116
Estimation theory
71
Schätztheorie
71
Volatility
70
Forecasting model
69
Prognoseverfahren
69
Volatilität
69
Cointegration
51
Kointegration
51
Einheitswurzeltest
46
Unit root test
46
ARCH model
44
ARCH-Modell
44
State space model
44
Zustandsraummodell
44
Structural break
37
Strukturbruch
37
Business cycle
31
Konjunktur
31
Börsenkurs
28
Share price
28
Capital income
27
Kapitaleinkommen
27
Stochastic process
27
Stochastischer Prozess
27
USA
26
United States
26
VAR model
26
VAR-Modell
26
Nichtlineare Regression
23
Nonlinear regression
23
Statistical test
20
Statistischer Test
20
National income
19
Nationaleinkommen
19
more ...
less ...
Online availability
All
Undetermined
158
Free
4
Type of publication
All
Article
365
Type of publication (narrower categories)
All
Article in journal
365
Aufsatz in Zeitschrift
365
Conference paper
2
Konferenzbeitrag
2
Language
All
English
365
Author
All
Cubadda, Gianluca
4
Paradiso, Antonio
4
Perron, Pierre
4
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Baruník, Jozef
3
Franses, Philip Hans
3
Huang, Zhuo
3
Kim, Jong-Min
3
Koopman, Siem Jan
3
Moosa, Imad A.
3
Phillips, Peter C. B.
3
Saikkonen, Pentti
3
Sharma, Susan Sunila
3
Taylor, Robert
3
Todorova, Neda
3
Andrés, Antonio R.
2
Baillie, Richard
2
Bekiros, Stelios
2
Boutahar, Mohamed
2
Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Chen, Shyh-wei
2
Demetrescu, Matei
2
Fukuda, Kosei
2
Gil-Alaña, Luis A.
2
Guardabascio, Barbara
2
Gupta, Rangan
2
Halicioglu, Ferda
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Larsson, Rolf
2
Leybourne, Stephen James
2
Li, Yong
2
Liu, Li
2
Maheswaran, S.
2
more ...
less ...
Published in...
All
Economic modelling
The econometrics journal
Journal of econometrics
681
International journal of forecasting
561
Economics letters
458
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
398
Journal of forecasting
334
Applied economics
325
Discussion paper / Tinbergen Institute
325
Econometric theory
319
IMF Working Papers
297
Physica A: Statistical Mechanics and its Applications
268
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
Applied economics letters
222
Econometric reviews
221
MPRA Paper
215
Energy economics
207
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
204
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
178
NBER Working Paper
167
CREATES research paper
164
NBER working paper series
160
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
156
Journal of applied econometrics
148
Working paper / National Bureau of Economic Research, Inc.
141
CESifo working papers
136
Computational economics
127
Discussion paper / Centre for Economic Policy Research
112
Journal of economic dynamics & control
110
Econometrics : open access journal
107
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
105
Journal of macroeconomics
99
International Journal of Energy Economics and Policy : IJEEP
87
IMF Staff Country Reports
86
EUI working paper / ECO
85
Finance research letters
85
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
more ...
less ...
Source
All
ECONIS (ZBW)
365
Showing
1
-
10
of
365
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Testing for parameter change epochs in GARCH
time
series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
3
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
4
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
5
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
6
Revisiting
time
series
momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
7
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
8
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
9
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
10
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->