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  • Search: isPartOf:"Journal of Time Series Econometrics"
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Year of publication
Subject
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Time series analysis 78 Zeitreihenanalyse 78 Estimation theory 60 Schätztheorie 60 Theorie 55 Theory 55 ARCH model 25 ARCH-Modell 25 Estimation 21 Schätzung 21 Volatility 20 Volatilität 20 Forecasting model 18 Prognoseverfahren 18 Statistical test 15 Statistischer Test 15 Einheitswurzeltest 14 Stochastic process 14 Stochastischer Prozess 14 Unit root test 14 ARMA model 11 ARMA-Modell 11 Cointegration 11 Kointegration 11 Monte Carlo simulation 11 Monte-Carlo-Simulation 11 Regression analysis 11 Regressionsanalyse 11 Capital income 10 Kapitaleinkommen 10 Structural break 10 Strukturbruch 10 Bootstrap approach 8 Bootstrap-Verfahren 8 Statistical distribution 8 Statistische Verteilung 8 VAR model 8 VAR-Modell 8 Correlation 7 Korrelation 7
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Online availability
All
Undetermined 258 Free 6
Type of publication
All
Article 263 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 130 Aufsatz in Zeitschrift 130 research-article 9 frontmatter 8 other 3 Collection of articles of several authors 1 Sammelwerk 1
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Language
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English 192 Undetermined 72
Author
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McElroy, Tucker 5 Asai, Manabu 4 Hendry, David F. 4 Morettin, Pedro A. 4 Satchell, Stephen 4 Haldrup, Niels 3 Iacone, Fabrizio 3 Jowaheer, Vandna 3 Khan, Naushad Mamode 3 Larsson, Rolf 3 Sunecher, Yuvraj 3 Wildi, Marc 3 Zhang, Ru 3 Abadir Karim M. 2 Abadir, Karim M. 2 Abadir, Karim Maher 2 Aknouche, Abdelhakim 2 Amir, Abdoulkarim Ilmi 2 Arvanitis, Stelios 2 Aubin, Elisete C. Q. 2 Bai, Jushan 2 Barrio Castro, Tomás del 2 Belaire-Franch, Jorge 2 Bollerslev, Tim 2 Burda, Martin 2 Cardinali, Alessandro 2 Carrion-i-Silvestre, Josep Lluís 2 Chan, Felix 2 Chen, Xilong 2 Chiann, Chang 2 Christensen, Timothy 2 Contreras, Dulce 2 Dahl, Christian M. 2 Demetrescu, Matei 2 Doornik, Jurgen A. 2 Dēmos, Antōnēs A. 2 Everaert, Gerdie 2 Fang, Xu 2 Ghysels, Eric 2 Grassi, Stefano 2
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Published in...
All
Journal of time series econometrics 172 Journal of Time Series Econometrics 92
Source
All
ECONIS (ZBW) 130 RePEc 72 OLC EcoSci 42 Other ZBW resources 20
Showing 201 - 210 of 264
Cover Image
Forecasting annual inflation with seasonal monthly data : using levels versus logs of the underlying price index
Helmut Luetkepohl; Xu, Fang - In: Journal of time series econometrics 3 (2011) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10010029881
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Evaluating automatic model selection
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010029882
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On a graphical technique for evaluating some rational expectations models
Johansen, Søren; Swensen, Anders R. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10010029883
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Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.; Iglesias, Emma - In: Journal of time series econometrics 3 (2011) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010029884
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HYBRID GARCH models and intra-daily return periodicity
Chen, Xilong; Ghysels, Eric; Wang, Fangfang - In: Journal of time series econometrics 3 (2011) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010029885
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Some new results for threshold AR(1) models
Knight, John; Satchell, Stephen - In: Journal of time series econometrics 3 (2011) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10010029886
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Detection of additive outliers in seasonal time series
Haldrup, Niels; Montañes, Antonio; Sansó, Andreu - In: Journal of time series econometrics 3 (2011) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10010029887
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Nonparametric unit root test and structural breaks
Belaire-Franch, Jorge; Contreras, Dulce - In: Journal of time series econometrics 3 (2011) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10010029888
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Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei; Hafner, Christian - In: Journal of time series econometrics 3 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10010029889
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On the irrelevance of impossibility theorems : the case of the long-run variance
Perron, Pierre; Ren, Linxia - In: Journal of time series econometrics 3 (2011) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10010029890
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