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Search: subject:"ARIMA Model"
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Subject
All
ARMA model
1,754
ARMA-Modell
1,754
Zeitreihenanalyse
982
Time series analysis
980
Theorie
727
Theory
727
Forecasting model
645
Prognoseverfahren
645
Estimation theory
269
Schätztheorie
269
ARCH model
242
ARCH-Modell
241
Schätzung
238
Estimation
237
Volatility
235
Volatilität
234
Forecast
164
Prognose
163
USA
152
United States
151
Stochastic process
119
Stochastischer Prozess
119
VAR model
111
VAR-Modell
111
Börsenkurs
100
Share price
100
ARIMA
99
Inflation
95
Capital income
89
Kapitaleinkommen
89
Cointegration
82
Kointegration
82
Aktienmarkt
77
Stock market
77
Exchange rate
75
Wechselkurs
75
Forecasting
70
Neural networks
65
Neuronale Netze
65
Großbritannien
64
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Free
646
Undetermined
329
CC license
53
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Article
1,118
Book / Working Paper
698
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1
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Article in journal
1,002
Aufsatz in Zeitschrift
1,002
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393
Arbeitspapier
390
Graue Literatur
378
Non-commercial literature
378
Aufsatz im Buch
60
Book section
60
Hochschulschrift
30
Thesis
26
Lehrbuch
8
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7
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5
Sammlung
5
Amtsdruckschrift
4
Conference paper
4
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4
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4
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4
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4
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3
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3
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3
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3
Forschungsbericht
3
Sammelwerk
3
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2
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2
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1
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1
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1
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English
1,729
Undetermined
32
German
28
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12
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5
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3
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3
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Author
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Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
29
McAleer, Michael
22
Beran, Jan
19
Feng, Yuanhua
16
Athanasopoulos, George
14
Poskitt, Donald Stephen
14
Sibbertsen, Philipp
14
Silvestrini, Andrea
14
Karanasos, Menelaos
13
Kapetanios, George
12
Koopman, Siem Jan
12
Lütkepohl, Helmut
11
Maravall Herrero, Agustín
11
Palm, Franz C.
11
Baillie, Richard
10
Gupta, Rangan
10
Vahid, Farshid
10
Hecq, Alain W. J.
9
Hyndman, Rob J.
9
Laurent, Sébastien
9
Ozdemir, Zeynel Abidin
9
Plastun, Alex
9
Saikkonen, Pentti
9
Sbrana, Giacomo
9
Asai, Manabu
8
Chan, Joshua
8
Račev, Svetlozar T.
8
Tansel, Aysıt
8
Bauwens, Luc
7
Bhardwaj, Geetesh
7
Francq, Christian
7
Glabadanidis, Paskalis
7
Lieberman, Offer
7
Meitz, Mika
7
Miller, Don M.
7
Monfort, Alain
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Williams, Dan
7
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
National Bureau of Economic Research
3
Department of Econometrics and Business Statistics, Monash Business School
2
European Commission / Statistical Office of the European Communities
2
European University Institute / Department of Economics
2
Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banco de España
1
Birkbeck College / Department of Economics
1
Columbia University / Department of Economics
1
Department of Economics, University of Victoria
1
Elinkeinoelämän Tutkimuslaitos
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Wirtschaftswissenschaften <Wien>
1
Jingji-Yanjiusuo <Taipeh>
1
London School of Economics and Political Science
1
Massachusetts Institute of Technology / Department of Economics
1
Queen Mary College / Department of Economics
1
Robert Schuman Centre for Advanced Studies
1
Rutgers University / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Technology Management, Economics and Policy Program (TEMEP), Seoul National University
1
University of Canterbury / Dept. of Economics and Finance
1
University of Colorado Boulder / Department of Economics
1
University of Reading / Department of Economics
1
University of Western Ontario / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
epubli GmbH
1
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Published in...
All
International journal of forecasting
46
Economics letters
42
Journal of econometrics
40
Journal of forecasting
38
Econometric theory
28
Applied economics
26
Discussion paper / Tinbergen Institute
21
International Journal of Energy Economics and Policy : IJEEP
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied financial economics
13
Computational economics
12
Economic modelling
12
International journal of economics and financial issues : IJEFI
12
Journal of time series econometrics
11
Tourism economics : the business and finance of tourism and recreation
11
CESifo working papers
10
CoFE discussion papers
10
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Energy economics
10
The econometrics journal
10
Advances in business and management forecasting
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Econometric Institute research papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of banking & finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Economics and finance working paper series
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
CREATES research paper
7
Discussion papers in economics
7
Econometrics : open access journal
7
International journal of production economics
7
Journal of empirical finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
MPRA Paper
7
Asian African journal of economics and econometrics
6
CORE discussion papers : DP
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
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Source
All
ECONIS (ZBW)
1,769
RePEc
38
EconStor
6
BASE
3
Other ZBW resources
1
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1691
Stock returns and volatility : international evidence
Paudyal, Krishna
;
Saldanha, Liesl
- In:
Advances in Pacific Basin financial markets
5
(
1999
),
pp. 229-258
Persistent link: https://www.econbiz.de/10001493553
Saved in:
1692
Stable paretian models in finance
Račev, Svetlozar T.
;
Mittnik, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001354951
Saved in:
1693
The effect of seasonal adjustment on the accuracy of forecasting US West Coast oil imports
Moosa, Imad A.
;
Ripple, Ronald D.
- In:
Journal of economic research
5
(
2000
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001575123
Saved in:
1694
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
1695
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
1696
La neutralidad monetaria en el largo plazo en un contexto ARIMA : una aplicación al caso ecuatoriano
Jijón, Armando
- In:
Cuestiones económicas
16
(
2000
)
3
,
pp. 115-158
Persistent link: https://www.econbiz.de/10001550023
Saved in:
1697
Testing for unit roots in AR and MA models
Rothenberg, Thomas J.
- In:
Applications of differential geometry to econometrics
,
(pp. 281-293)
.
2000
Persistent link: https://www.econbiz.de/10001554932
Saved in:
1698
Time series analysis of tea prices : an application of ARIMA modelling and cointegration analysis
Ansari, Mohammed I.
;
Ahmed, Syed Mushtaque
- In:
The Indian economic journal
48
(
2000/2001
)
3
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001610253
Saved in:
1699
Autoregressive integrated moving average (ARIMA) modeling for monthly potato prices in Bangladesh
Amin, Ruhul
;
Razzaque, M. A.
- In:
Journal of financial management and analysis : …
13
(
2000
)
1
,
pp. 74-80
Persistent link: https://www.econbiz.de/10001560864
Saved in:
1700
A note on Michelacci and Zaffaroni, long memory, and time series of economic growth
Silverberg, Gerald
;
Verspagen, Bart
-
2000
Persistent link: https://www.econbiz.de/10001561987
Saved in:
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