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~subject:"ARIMA model"
~subject:"Kointegration"
~type_genre:"Working Paper"
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Search: subject_exact:"ARIMA model"
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ARIMA model
Kointegration
ARMA model
334
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153
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150
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149
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Lütkepohl, Helmut
4
Poskitt, Donald Stephen
4
McAleer, Michael
3
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2
Kascha, Christian
2
Oxley, Les
2
Trenkler, Carsten
2
Vahid, Farshid
2
Yao, Wenying
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Ślepaczuk, Robert
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Asai, Manabu
1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
Predicting prices of S&P500 index using classical methods and recurrent neural networks
Kijewskia, Mateusz
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322224
Saved in:
4
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
5
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
6
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:
7
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
8
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
Saved in:
9
Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009561276
Saved in:
10
On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen
-
2004
Persistent link: https://www.econbiz.de/10002474731
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