//--> //--> //--> //-->
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:"Ghysels, Eric"
~person:"Herwartz, Helmut"
~type_genre:"Article in 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:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
50
Zeitreihenanalyse
50
Theorie
33
Theory
33
Forecasting model
13
Prognoseverfahren
13
Saisonale Schwankungen
13
Seasonal variations
13
Estimation
12
Schätzung
12
Estimation theory
10
Schätztheorie
10
USA
8
United States
8
VAR model
7
VAR-Modell
7
ARCH model
6
ARCH-Modell
6
Volatility
6
Volatilität
6
Correlation
5
Korrelation
5
Schock
4
Shock
4
Causality analysis
3
Cointegration
3
EU countries
3
EU-Staaten
3
Kausalanalyse
3
Kointegration
3
Markov chain
3
Markov-Kette
3
Multivariate GARCH
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Panel
3
Panel study
3
Regression analysis
3
Regressionsanalyse
3
Statistical test
3
more ...
less ...
Online availability
All
Undetermined
19
Free
2
Type of publication
All
Article
49
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
50
Working Paper
28
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
24
Aufsatz im Buch
3
Book section
3
Hochschulschrift
3
Amtsdruckschrift
2
Aufsatzsammlung
2
Government document
2
Mehrbändiges Werk
2
Multi-volume publication
2
Thesis
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Konferenzschrift
1
Reprint
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
49
French
1
Author
All
Ghysels, Eric
Herwartz, Helmut
Gil-Alaña, Luis A.
172
Phillips, Peter C. B.
87
Gupta, Rangan
78
Franses, Philip Hans
75
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Perron, Pierre
47
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Teräsvirta, Timo
44
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Chang, Tsangyao
41
McAleer, Michael
37
Lütkepohl, Helmut
36
Koop, Gary
35
Harvey, David I.
33
Mills, Terence C.
31
Hassler, Uwe
30
Hendry, David F.
30
Newbold, Paul
30
Granger, C. W. J.
28
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
Kapetanios, George
25
Linton, Oliver
25
Robinson, Peter M.
25
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
Camacho, Maximo
22
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of econometrics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Macroeconomic dynamics
3
Econometric theory
2
Economic inquiry
2
Economics letters
2
International journal of forecasting
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Applied economics letters
1
Econometric reviews
1
Energy economics
1
European review of agricultural economics
1
Finance research letters
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of international money and finance
1
Journal of the European Economic Association
1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of world economics
1
Special issue on new developments in time series econometrics
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The Manchester School
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut
;
Lange, Alexander
- In:
Economic inquiry
62
(
2024
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10014483714
Saved in:
2
Data-driven identification in SVARs : when and how can statistical characteristics be used to unravel causal relationships?
Herwartz, Helmut
;
Lange, Alexander
;
Maxand, Simone
- In:
Economic inquiry
60
(
2022
)
2
,
pp. 668-693
Persistent link: https://www.econbiz.de/10013168173
Saved in:
3
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
4
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
5
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
6
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
7
Proxy SVAR identification of monetary policy shocks : Monte Carlo evidence and insights for the US
Herwartz, Helmut
;
Rohloff, Hannes
;
Wang, Shu
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013464923
Saved in:
8
Forecasting day-ahead electricity prices : a comparison of time series and neural network models taking external regressors into account
Lehna, Malte
;
Scheller, Fabian
;
Herwartz, Helmut
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202053
Saved in:
9
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
Saved in:
10
Measuring price discovery in the European wheat market using the partial cointegration approach
Vollmer, Teresa
;
Herwartz, Helmut
;
Cramon-Taubadel, …
- In:
European review of agricultural economics
47
(
2020
)
3
,
pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->