//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~subject:"ARMA model"
~subject:"Exchange rate policy"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
Exchange rate policy
ARMA-Modell
21
Time series analysis
12
Zeitreihenanalyse
12
Theorie
10
Theory
10
Forecasting model
7
Prognoseverfahren
7
Volatility
6
Volatilität
6
Forecasting
5
USA
5
United States
5
Estimation theory
4
Schätztheorie
4
VAR model
4
VAR-Modell
4
Bayes-Statistik
3
Bayesian inference
3
ARMA
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Fractional integration
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Stochastic process
2
Stochastischer Prozess
2
1854-
1
1980-1996
1
1986-1996
1
1987
1
ARCH model
1
ARCH-Modell
1
Approximate factor model
1
Autocorrelation
1
Autokorrelation
1
Autoregressive moving average representations
1
Business cycle
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Reprint
1
Language
All
English
21
Author
All
Alwan, Layth C.
1
Athanasopoulos, George
1
Baillie, Richard
1
Baumeister, Christiane
1
Bauwens, Luc
1
Beine, Michel
1
Beltratti, Andrea
1
Carpantier, Jean-François
1
Chambers, Marcus J.
1
Chan, Joshua
1
Chan, Wing Hong
1
Cheung, Ying Lun
1
Dufays, Arnaud
1
Dufour, Jean-Marie
1
Fiorentini, Gabriele
1
Kapetanios, George
1
Kilian, Lutz
1
Kim, Chang-jin
1
Kim, Jaeho
1
Koehler, Anne B.
1
Laurent, Sébastien
1
Li, Wai Keung
1
Maheu, John M.
1
Mitchell, James
1
Morana, Claudio
1
Ng, F. C.
1
Ord, John Keith
1
Papailias, Fotis
1
Planas, Christophe
1
Roberts, Harry V.
1
Robertson, Donald
1
Schwert, George William
1
Snyder, Ralph D.
1
Startz, Richard
1
Stevanovi´c, Dalibor
1
Tauchen, George Eugene
1
Thomakos, Dimitrios D.
1
Thornton, Michael A.
1
Todorov, Viktor
1
Vahid, Farshid
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Applied economics
21
Discussion paper / Tinbergen Institute
17
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied financial economics
11
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Economic modelling
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
Tourism management : research, policies, practice
5
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long memory factor model : on estimation of factor memories
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 756-769
Persistent link: https://www.econbiz.de/10013534489
Saved in:
2
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
3
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
Saved in:
4
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
5
The generalized conditional autoregressive wishart model for multivariate realized volatility
Yu, Philip L. H.
;
Li, Wai Keung
;
Ng, F. C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 513-527
Persistent link: https://www.econbiz.de/10011893712
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
Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts
Kim, Chang-jin
;
Kim, Jaeho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 566-578
Persistent link: https://www.econbiz.de/10011403240
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
Factor-augmented VARMA models with macroeconomic applications
Dufour, Jean-Marie
;
Stevanovi´c, Dalibor
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10010337855
Saved in:
10
Real-time forecasts of the real price of oil
Baumeister, Christiane
;
Kilian, Lutz
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 326-336
Persistent link: https://www.econbiz.de/10009657290
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->