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  • Search: subject:"Autoregressive processes"
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Year of publication
Subject
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Autoregressive processes 43 Time series analysis 15 Zeitreihenanalyse 15 autoregressive processes 14 Estimation theory 12 Schätztheorie 12 vector autoregressive processes 12 Theorie 8 Theory 8 Autocorrelation 7 Autokorrelation 7 Cointegration 7 asymmetry 7 leverage 7 random coefficient autoregressive processes 7 random coefficient complex nonlinear moving average process 7 Estimation 6 Vector Autoregressive Processes 6 cointegration 6 Islam 5 Kointegration 5 Schätzung 5 Stochastic process 5 Stochastischer Prozess 5 VAR model 5 VAR-Modell 5 Autoregressive Processes 4 Error-correcting adjustment 4 Fiscal policy 4 Macroeconomic fluctuations and transmission mechanisms 4 Malaysia 4 Markov chain 4 Pattern wage bargaining 4 Vectors 4 conditional volatility models 4 fiscal policy 4 moment matching 4 non-linear stochastic dynamic models state space discretization 4 numerical methods 4 stochastic growth model 4
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Online availability
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Undetermined 59 Free 37 CC license 1
Type of publication
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Article 70 Book / Working Paper 35
Type of publication (narrower categories)
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Working Paper 16 research-article 13 Article in journal 12 Aufsatz in Zeitschrift 12 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 3 Aufsatz im Buch 1 Book section 1 case-report 1
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Language
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Undetermined 56 English 49
Author
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Lkhagvasuren, Damba 8 McAleer, Michael 7 Dapi, Bjorn 4 Gospodinov, Nikolay 4 Nymoen, Ragnar 4 Sparrman, Victoria 4 Berke, Olaf 3 Ferreira, Helena 3 Ferreira, Marta 3 Kovács, József 3 Urfer, Wolfgang 3 Balli, Faruk 2 Black, Angela J. 2 Caceres, Carlos 2 Cavaliere, Giuseppe 2 Davis, Richard A. 2 Georgiev, Iliyan 2 Gospodinov, Nikolaj 2 Johansen, Søren 2 Juselius, Katarina 2 Kassim, Salina H. 2 Kunst, Robert M. 2 Majid, M. Shabri Abd. 2 Martins, Ana Paula 2 Márkus, Lászlo 2 Nickerson, David 2 Nielsen, Bent 2 Paruolo, Paolo 2 Sadoon, Majid M. al- 2 Salamh, Mustafa 2 Shabri Abd. Majid, M. 2 Wang, Liqun 2 Yusof, Rosylin Mohd. 2 Andrews, Beth 1 Arató, N. Miklós 1 Auray, Stéphane 1 Baffoe-Bonnie, John 1 Baffoe‐Bonnie, John 1 Bakouch, Hassan 1 Baran, Sándor 1
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Institution
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Økonomisk Institut, Københavns Universitet 3 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, Concordia University 1 Department of Economics, Oxford University 1 Economics Group, Nuffield College, University of Oxford 1 Federal Reserve Bank of Atlanta 1 Finance Discipline Group, Business School 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Society for Computational Economics - SCE 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Tinbergen Instituut 1
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Published in...
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International Journal of Islamic and Middle Eastern Finance and Management 4 Managerial Finance 4 Statistics & Probability Letters 4 Discussion Papers / Økonomisk Institut, Københavns Universitet 3 Journal of econometrics 3 Statistical Inference for Stochastic Processes 3 Statistical Methods and Applications 3 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 3 Annals of the Institute of Statistical Mathematics 2 Computational Economics 2 Econometrics 2 Journal of Econometrics 2 Journal of Economic Studies 2 MPRA Paper 2 Metrika 2 Physica A: Statistical Mechanics and its Applications 2 Quaderni di Dipartimento 2 Statistica 2 Statistical Papers / Springer 2 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 1 Asia-Pacific Financial Markets 1 Barcelona GSE working paper series : working paper 1 Computational Management Science 1 Computing in Economics and Finance 2005 1 Discussion Papers 1 Discussion paper / Tinbergen Institute 1 Discussion papers / Statistics Norway, Research Department 1 EERI Research Paper Series 1 EERI research paper series 1 Econometrics : open access journal 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Essays in honor of Joon Y. Park : econometric theory 1 Finance research letters 1 Humanomics 1 Humanomics: The International Journal of Systems and Ethics 1 Insurance / Mathematics & economics 1 International Journal of Housing Markets and Analysis 1 International Journal of Quality & Reliability Management 1
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Source
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RePEc 59 ECONIS (ZBW) 22 Other ZBW resources 14 EconStor 10
Showing 71 - 80 of 105
Did you mean: subject:"Autoregressive process" (16,292 results)
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On a generalization to Marshall–Olkin scheme and its application to Burr type XII distribution
Jayakumar, K.; Mathew, Thomas - In: Statistical Papers 49 (2008) 3, pp. 421-439
Persistent link: https://www.econbiz.de/10008533914
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Analysis of spatial structure of latent effects governing hydrogeological phenomena
Márkus, Lászlo; Berke, Olaf; Kovács, József; Urfer, … - 1998
In the present study we investigate the data provided by the karstwater level monitoring system set up in the Transdanubian Mountains, more precisely in the Bakony, the Keszthelyi Mountains and the Balaton-Highland. (Here, like in the sequel, the term karstwater is used for groundwater in...
Persistent link: https://www.econbiz.de/10010316651
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Cover Image
Analysis of spatial structure of latent effects governing hydrogeological phenomena
Márkus, Lászlo; Berke, Olaf; Kovács, József; Urfer, … - Institut für Wirtschafts- und Sozialstatistik, … - 1998
In the present study we investigate the data provided by the karstwater level monitoring system set up in the Transdanubian Mountains, more precisely in the Bakony, the Keszthelyi Mountains and the Balaton-Highland. (Here, like in the sequel, the term karstwater is used for groundwater in...
Persistent link: https://www.econbiz.de/10010982357
Saved in:
Cover Image
Analysis of spatial structure of latent effects governing hydrogeological phenomena
Márkus, László; Berke, Olaf; Kovács, József; … - 1998
In the present study we investigate the data provided by the karstwater level monitoring system set up in the Transdanubian Mountains, more precisely in the Bakony, the Keszthelyi Mountains and the Balaton-Highland. (Here, like in the sequel, the term karstwater is used for groundwater in...
Persistent link: https://www.econbiz.de/10010438759
Saved in:
Cover Image
Nonparametric density estimation for nonmixing approximable Stochastic Processes
Lardjane, Salim - In: Statistical Inference for Stochastic Processes 10 (2007) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10005169113
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Cover Image
Dynamic monitoring of financial intermediaries with subordinated debt
González‐Rivera, Gloria; Nickerson, David - In: The Journal of Risk Finance 7 (2006) 5, pp. 463-487
Purpose – The purpose of this paper is to show that subordinated debt regulatory proposals assume that transactions in the secondary market of subordinated debt can attenuate moral hazard on the part of management if secondary market prices are informative signals of the risk of the...
Persistent link: https://www.econbiz.de/10014901406
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Macroeconomic risk and the Fama-French three-factor model
Black, Angela J. - In: Managerial Finance 32 (2006), pp. 505-517
Purpose – This paper aims to examine the relationship between the conditional variance of the factors from the Fama–French three-factor model and macroeconomic risk, where macroeconomic risk is proxied by the conditional variance for a default risk premium and real gross domestic product...
Persistent link: https://www.econbiz.de/10010814826
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Cover Image
Dynamic monitoring of financial intermediaries with subordinated debt
González-Rivera, Gloria; Nickerson, David - In: Journal of Risk Finance 7 (2006) November, pp. 463-487
Purpose – The purpose of this paper is to show that subordinated debt regulatory proposals assume that transactions in the secondary market of subordinated debt can attenuate moral hazard on the part of management if secondary market prices are informative signals of the risk of the...
Persistent link: https://www.econbiz.de/10005002400
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An ARIMA supply chain model with a generalized ordering policy
Gilbert, Kenneth C.; Chatpattananan, Vuttichai - In: Journal of Modelling in Management 1 (2006) 1, pp. 33-51
Purpose – This paper aims to present a method for production planning that reduces the bullwhip effect. Design/methodology/approach – The methods are derived using ARIMA models of the supply chain. Findings – The resulting techniques produced an order policy that uses inventory or backlog...
Persistent link: https://www.econbiz.de/10014881458
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Cover Image
Macroeconomic risk and the Fama‐French three‐factor model
Black, Angela J. - In: Managerial Finance 32 (2006) 6, pp. 505-517
Purpose – This paper aims to examine the relationship between the conditional variance of the factors from the Fama–French three‐factor model and macroeconomic risk, where macroeconomic risk is proxied by the conditional variance for a default risk premium and real gross domestic product...
Persistent link: https://www.econbiz.de/10014939870
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