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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
Other
1
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Article in journal
1,002
Aufsatz in Zeitschrift
1,002
Working Paper
393
Arbeitspapier
390
Graue Literatur
378
Non-commercial literature
378
Aufsatz im Buch
60
Book section
60
Hochschulschrift
30
Thesis
26
Lehrbuch
8
Textbook
7
Collection of articles written by one author
5
Sammlung
5
Amtsdruckschrift
4
Conference paper
4
Government document
4
Konferenzbeitrag
4
Systematic review
4
Übersichtsarbeit
4
Article
3
Bibliografie enthalten
3
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3
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3
Forschungsbericht
3
Sammelwerk
3
Case study
2
Fallstudie
2
Rezension
2
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1
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1
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1
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1
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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
Spanish
12
French
5
Polish
3
Portuguese
3
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2
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1
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Author
All
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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1781
Exact maximum likelihood estimation of fractional models and time series nature of the real GNP of Korea
Lee, Yang-seob
- In:
The Korean economic review
12
(
1996
)
2
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001219921
Saved in:
1782
Long memory in foreign exchange rates revisited
Tschernig, Rolf
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001508144
Saved in:
1783
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000918205
Saved in:
1784
Is US real GNP chaotic? : On using the BDS test to decide whether an ARMA model for the US GNP generates IID residuals
Mignacca, Domenico
;
Gallegati, Mauro
-
1994
Persistent link: https://www.econbiz.de/10000896987
Saved in:
1785
Forecasting commercial rental values using ARIMA models
Tsolacos, Sotiris
;
MacGough, Tony
-
1994
Persistent link: https://www.econbiz.de/10000909417
Saved in:
1786
Stock market returns, inflationary expectations and real activity : evidence from India
Chakornpipat, Rinjai
(
contributor
)
- In:
Finance India : the quarterly journal of Indian …
8
(
1994
)
4
,
pp. 921-932
Persistent link: https://www.econbiz.de/10001182942
Saved in:
1787
Long-run neutrality and superneutrality in an ARIMA framework:comment
Boschen, John Fink
- In:
The American economic review
84
(
1994
)
5
,
pp. 1470-1473
Persistent link: https://www.econbiz.de/10001174512
Saved in:
1788
On the expectation of estimators for general ARMA processes
Gooijer, Jan G. de
;
Pukkila, Tarmo
-
1994
Persistent link: https://www.econbiz.de/10000151642
Saved in:
1789
State space and ARMA models : an overview of the equivalence
Gilbert, Paul D.
-
1993
Persistent link: https://www.econbiz.de/10000860508
Saved in:
1790
Varieties of long memory models
Granger, C. W. J.
;
Ding, Zhuanxin
-
1993
Persistent link: https://www.econbiz.de/10000862860
Saved in:
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