//--> //--> //--> //-->
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"
~subject:"Cointegration"
~subject:"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:"time series"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Theory
Time series analysis
265
Zeitreihenanalyse
265
Theorie
113
Estimation
100
Schätzung
100
Forecasting model
60
Prognoseverfahren
60
Volatility
57
Volatilität
56
Kointegration
41
State space model
37
Zustandsraummodell
37
Estimation theory
34
Schätztheorie
34
Einheitswurzeltest
33
Unit root test
33
ARCH model
31
ARCH-Modell
31
Business cycle
29
Konjunktur
29
Structural break
29
Strukturbruch
29
Börsenkurs
27
Share price
27
Capital income
25
Kapitaleinkommen
25
USA
20
United States
20
VAR model
20
VAR-Modell
20
Inflation
18
Aktienmarkt
17
National income
17
Nationaleinkommen
17
Stock market
17
Nichtlineare Regression
16
Nonlinear regression
16
Oil price
16
more ...
less ...
Online availability
All
Undetermined
74
Type of publication
All
Article
139
Type of publication (narrower categories)
All
Article in journal
139
Aufsatz in Zeitschrift
139
Conference paper
1
Konferenzbeitrag
1
Language
All
English
139
Author
All
Kim, Jong-Min
3
Arčabić, Vladimir
2
Baruník, Jozef
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Gil-Alaña, Luis A.
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Li, Yong
2
Paradiso, Antonio
2
Ranjbar, Omid
2
Salisu, Afees A.
2
Seong, Byeongchan
2
Shahbaz, Muhammad
2
Su, Chi-Wei
2
Yoon, Gawon
2
Adeleke, Adegoke Ibrahim
1
Ahamada, Ibrahim
1
Ahmed, Ashraf U.
1
Alam, Mahmudul
1
Alamoudi, L.
1
Alanya-Beltran, Willy
1
Alemany, Nuria
1
Amirkhalkhali, Saleh
1
Anatolyev, Stanislav
1
Andrés, Antonio R.
1
Aragó, Vicent
1
Arouri, Mohamed
1
Avdoulas, Christos
1
Bacchiocchi, Emanuele
1
Bahmani-Oskooee, Mohsen
1
Baillie, Richard
1
Banerjee, Piyali
1
Bao, Yukun
1
Bastianin, Andrea
1
Bekiros, Stelios
1
Belomestny, Denis
1
Benhmad, François
1
Bertelli, Stefano
1
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
367
International journal of forecasting
315
Economics letters
293
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Journal of forecasting
228
Econometric theory
204
Discussion paper / Tinbergen Institute
180
Econometric reviews
146
Applied economics
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Journal of applied econometrics
92
Applied economics letters
90
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Working paper
79
CREATES research paper
78
Computational economics
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Energy economics
74
CESifo working papers
68
Journal of economic dynamics & control
67
Cowles Foundation discussion paper
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
63
NBER Working Paper
63
EUI working paper / ECO
59
Oxford bulletin of economics and statistics
59
NBER working paper series
57
Working paper / National Bureau of Economic Research, Inc.
57
Econometrics : open access journal
54
Journal of empirical finance
54
The econometrics journal
54
Discussion papers of interdisciplinary research project 373
49
European journal of operational research : EJOR
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
SFB 649 discussion paper
48
Journal of macroeconomics
47
Discussion paper / Center for Economic Research, Tilburg University
42
The review of economics and statistics
41
more ...
less ...
Source
All
ECONIS (ZBW)
139
Showing
1
-
10
of
139
Sort
relevance
articles prioritized
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
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:
3
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:
4
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:
5
Testing for integration and cointegration when
time
series
are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
6
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
7
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
8
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
9
Price convergence : representation and testing
Garcia-Hiernaux, Alfredo
;
Guerrero, David E.
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164195
Saved in:
10
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
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...
//-->