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Search: isPartOf:"Journal of Time Series Econometrics"
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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
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21
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21
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20
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20
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18
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18
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15
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15
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14
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14
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14
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14
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11
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11
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11
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11
Monte Carlo simulation
11
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11
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11
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11
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10
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10
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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
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Chan, Felix
2
Chen, Xilong
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Christensen, Timothy
2
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2
Dahl, Christian M.
2
Demetrescu, Matei
2
Doornik, Jurgen A.
2
Dēmos, Antōnēs A.
2
Everaert, Gerdie
2
Fang, Xu
2
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2
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Journal of time series econometrics
172
Journal of Time Series Econometrics
92
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ECONIS (ZBW)
130
RePEc
72
OLC EcoSci
42
Other ZBW resources
20
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31
INAR(1) processes with inflated-parameter generalized power series innovations
Lívio, Tito
;
Bourguignon, Marcelo
;
Nascimento, …
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012300796
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32
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
Saved in:
33
Bayesian estimation of the functional spatial lag model
Aw, Alassane
;
Cabral, Emmanuel Nicolas
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012300800
Saved in:
34
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
35
Penalized averaging of parametric and non-parametric quantile forecasts
Gooijer, Jan G. de
;
Zerom Godefay, Dawit
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012258313
Saved in:
36
Checking model adequacy for count time series by using Pearson residuals
Weiß, Christian
;
Scherer, Lukas
;
Aleksandrov, Boris
; …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012258316
Saved in:
37
A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
Saved in:
38
Local lagged adapted generalized method of moments : an innovative estimation and forecasting approach and its applications
Otunuga, Olusegun M.
;
Ladde, Gangaram S.
;
Ladde, Nathan G.
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10012022811
Saved in:
39
Modelling with dispersed bivariate moving average processes
Sunecher, Yuvraj
;
Khan, Naushad Mamode
;
Jowaheer, Vandna
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012022812
Saved in:
40
A neural network method for nonlinear time series analysis
Lee, Jinu
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012022813
Saved in:
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