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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 21 - 30 of 264
Cover Image
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu; McAleer, Michael - In: Journal of time series econometrics 14 (2022) 2, pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
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Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel - In: Journal of time series econometrics 14 (2022) 2, pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
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The behavior of divorce rates : a smooth transition regression approach
Korhonen, Marko; Puhakka, Mikko - In: Journal of time series econometrics 13 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437823
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Cover Image
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo - In: Journal of time series econometrics 13 (2021) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
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Exchange rate forecasting using ensemble modeling for better policy implications
Tripathi, Manas; Kumar, Saurabh; Inani, Sarveshwar Kumar - In: Journal of time series econometrics 13 (2021) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10012437825
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Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages
Marfatia, Hardik A. - In: Journal of time series econometrics 13 (2021) 1, pp. 73-117
Persistent link: https://www.econbiz.de/10012437826
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A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard; Peiris, Shelton; Weber, Neville C. - In: Journal of time series econometrics 13 (2021) 2, pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
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Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel; Guizar, Isai - In: Journal of time series econometrics 13 (2021) 2, pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
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Seasonal adjustment of daily time series
Ollech, Daniel - In: Journal of time series econometrics 13 (2021) 2, pp. 235-264
Persistent link: https://www.econbiz.de/10012612770
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Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie; Politis, Dimitris N. - In: Journal of time series econometrics 12 (2020) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
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