//--> //--> //-->
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:"Working papers / Bank of England"
~person:"Kapetanios, George"
~person:"Koopman, Siem Jan"
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:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
9
Zeitreihenanalyse
9
Estimation
3
Schätzung
3
Theorie
3
Theory
3
Forecasting model
2
Prognoseverfahren
2
1970-1993
1
ARCH model
1
ARCH-Modell
1
Business cycle
1
Capital income
1
Correlation
1
DSGE
1
DSGE model
1
DSGE-Modell
1
Data collection
1
Datenerhebung
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
EU countries
1
EU-Staaten
1
Einheitswurzeltest
1
Estimation theory
1
Geldmenge
1
Geldpolitik
1
Großbritannien
1
Kapitaleinkommen
1
Kaufkraftparität
1
Konjunktur
1
Korrelation
1
Monetary policy
1
Money supply
1
Multivariate Analyse
1
Multivariate analysis
1
Neural networks
1
Neuronale Netze
1
Nichtlineare Regression
1
Nonlinear regression
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
5
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Language
All
English
9
Author
All
Kapetanios, George
Koopman, Siem Jan
Ghysels, Eric
8
Taylor, Robert
7
Koop, Gary
6
Engle, Robert F.
5
Harvey, Andrew C.
5
Leybourne, Stephen James
5
Li, Wai Keung
5
Zhu, Ke
5
Franses, Philip Hans
4
Gao, Jiti
4
Lucas, André
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Stock, James H.
4
Su, Liangjun
4
Tsay, Ruey S.
4
Westerlund, Joakim
4
Aastveit, Knut Are
3
Andrews, Donald W. K.
3
Dickey, David A.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Gregory, Allan W.
3
Hamilton, James D.
3
Kim, Chang-jin
3
Lobato, Ignacio N.
3
Lütkepohl, Helmut
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Pantula, Sastry G.
3
Patton, Andrew J.
3
Russell, Jeffrey R.
3
Shao, Xiaofeng
3
Song, Xiaojun
3
Taamouti, Abderrahim
3
Timmermann, Allan
3
Zivot, Eric
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working papers / Bank of England
Discussion paper / Tinbergen Institute
102
Working paper
15
International journal of forecasting
11
Journal of econometrics
11
Oxford bulletin of economics and statistics
6
Bank of England Working Paper
5
Econometric reviews
5
Journal of applied econometrics
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Tinbergen Institute Discussion Paper
4
Discussion paper / Center for Economic Research, Tilburg University
3
Economics letters
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Staff working papers / Bank of England
3
The econometrics journal
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
CAMA working paper series
2
CESifo working papers
2
CREATES research paper
2
De Nederlandsche Bank Working Paper
2
Discussion papers / CEPR
2
ECB Working Paper
2
Journal of forecasting
2
Nonlinear time series analysis of business cycles
2
Oxford statistical science series
2
Staff Reports / Federal Reserve Bank of New York
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
Applied economics
1
CESifo Working Paper
1
CESifo Working Paper Series
1
Cambridge working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2014
Persistent link: https://www.econbiz.de/10010356917
Saved in:
2
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
3
Estimating time-variation in measurement error from data revisions : an application to forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
-
2004
Persistent link: https://www.econbiz.de/10002434393
Saved in:
4
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
5
Testing for neglected nonlinearity in long-memory models
Baillie, Richard
;
Kapetanios, George
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 447-461
Persistent link: https://www.econbiz.de/10003566060
Saved in:
6
The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests
Chortareas, Georgios E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003378760
Saved in:
7
Tracking the business cycle of the Euro area : a multivariate model-based bandpass filter
Azevedo, João Valle e
;
Koopman, Siem Jan
;
Rua, António
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 278-290
Persistent link: https://www.econbiz.de/10003349341
Saved in:
8
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
9
Diagnostic checking of unobserved-components time series models
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
4
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001132725
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->