//--> //--> //--> //-->
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
~person:"Athanasopoulos, George"
~person:"Jensen, Mark J."
~person:"Monfort, Alain"
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:"ARIMA-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
19
ARMA-Modell
19
Theorie
10
Theory
10
VAR model
7
VAR-Modell
7
Time series analysis
6
USA
6
United States
6
Zeitreihenanalyse
6
Canada
3
Cointegration
3
Estimation
3
Estimation theory
3
Kanada
3
Kointegration
3
Modellierung
3
Schätztheorie
3
Schätzung
3
Scientific modelling
3
Yield curve
3
Zinsstruktur
3
1974-2007
2
Forecasting model
2
Fundamental Representation
2
Geldpolitik
2
Geldpolitische Transmission
2
Identification
2
Impulse Response Function
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monetary policy
2
Monetary transmission
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
2
Schock
2
Shock
2
more ...
less ...
Online availability
All
Free
7
Undetermined
3
Type of publication
All
Article
11
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
Language
All
English
19
Author
All
Athanasopoulos, George
Jensen, Mark J.
Monfort, Alain
Gil-Alaña, Luis A.
23
McAleer, Michael
22
Beran, Jan
18
Feng, Yuanhua
12
Poskitt, Donald Stephen
12
Karanasos, Menelaos
11
Sibbertsen, Philipp
11
Lütkepohl, Helmut
10
Maravall Herrero, Agustín
10
Palm, Franz C.
10
Silvestrini, Andrea
10
Koopman, Siem Jan
9
Vahid, Farshid
9
Baillie, Richard
8
Kapetanios, George
8
Laurent, Sébastien
8
Saikkonen, Pentti
8
Asai, Manabu
7
Francq, Christian
7
Glabadanidis, Paskalis
7
Gupta, Rangan
7
Hecq, Alain W. J.
7
Lieberman, Offer
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Račev, Svetlozar T.
7
Bhardwaj, Geetesh
6
Chan, Joshua
6
Dufays, Arnaud
6
Fabozzi, Frank J.
6
Hauser, Michael A.
6
Hyndman, Rob J.
6
Lardic, Sandrine
6
Liesenfeld, Roman
6
Ling, Shiqing
6
Mayoral, Laura
6
Meitz, Mika
6
Mignon, Valérie
6
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
2
Econometric reviews
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of monetary economics
1
Les notes d'études et de recherche : NER
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The Canadian journal of economics
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
4
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
5
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
-
2014
Persistent link: https://www.econbiz.de/10010409867
Saved in:
6
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
7
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
- In:
The Canadian journal of economics
49
(
2016
)
1
,
pp. 347-373
Persistent link: https://www.econbiz.de/10011597465
Saved in:
8
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
9
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
10
A complete VARMA modelling methodology based on scalar components
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301178
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->