//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: isPartOf:"Journal of Time Series Econometrics"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
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
more ...
less ...
Language
All
English
192
Undetermined
72
Author
All
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
more ...
less ...
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
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
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
Saved in:
22
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
Saved in:
23
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
Saved in:
24
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
Saved in:
25
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
Saved in:
26
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
Saved in:
27
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
Saved in:
28
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
Saved in:
29
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
Saved in:
30
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
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->