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  • Search: subject:"Autoregressive-moving-average"
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Year of publication
Subject
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ARMA-Modell 1,765 ARMA model 1,754 Zeitreihenanalyse 1,000 Time series analysis 995 Theorie 742 Theory 740 Prognoseverfahren 646 Forecasting model 645 Schätztheorie 280 Estimation theory 279 ARCH model 242 ARCH-Modell 242 Estimation 241 Schätzung 240 Volatility 237 Volatilität 236 Prognose 165 Forecast 163 USA 154 United States 154 Stochastischer Prozess 123 Stochastic process 122 VAR model 117 VAR-Modell 117 Börsenkurs 102 Share price 102 ARIMA 99 Inflation 95 Capital income 89 Kapitaleinkommen 89 Cointegration 83 Kointegration 83 Aktienmarkt 78 Stock market 78 Wechselkurs 75 Exchange rate 74 Forecasting 72 Neural networks 65 Neuronale Netze 65 Großbritannien 64
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Online availability
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Free 632 Undetermined 331 CC license 49
Type of publication
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Article 1,103 Book / Working Paper 721 Other 1
Type of publication (narrower categories)
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Article in journal 998 Aufsatz in Zeitschrift 998 Working Paper 398 Arbeitspapier 395 Graue Literatur 383 Non-commercial literature 383 Aufsatz im Buch 59 Book section 59 Hochschulschrift 38 Thesis 32 Dissertation u.a. Prüfungsschriften 9 Lehrbuch 9 Textbook 8 Bibliografie enthalten 6 Bibliography included 6 Collection of articles written by one author 5 Sammlung 5 Amtsdruckschrift 4 Article 4 Conference paper 4 Government document 4 Konferenzbeitrag 4 Systematic review 4 Übersichtsarbeit 4 Collection of articles of several authors 3 Forschungsbericht 3 Sammelwerk 3 Case study 2 Fallstudie 2 Rezension 2 Aufsatzsammlung 1 Glossar enthalten 1 Glossary included 1 Mehrbändiges Werk 1 Multi-volume publication 1 Nachschlagewerk 1 Reference book 1 Reprint 1 Research Report 1
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Language
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English 1,733 German 38 Undetermined 26 Spanish 12 French 5 Polish 3 Portuguese 3 Finnish 2 Italian 2 Romanian 1 Russian 1
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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 Lütkepohl, Helmut 15 Athanasopoulos, George 14 Poskitt, Donald Stephen 14 Sibbertsen, Philipp 14 Silvestrini, Andrea 14 Karanasos, Menelaos 13 Kapetanios, George 12 Koopman, Siem Jan 12 Maravall Herrero, Agustín 11 Palm, Franz C. 11 Saikkonen, Pentti 11 Baillie, Richard 10 Gupta, Rangan 10 Vahid, Farshid 10 Hecq, Alain W. J. 9 Laurent, Sébastien 9 Meitz, Mika 9 Ozdemir, Zeynel Abidin 9 Plastun, Alex 9 Sbrana, Giacomo 9 Asai, Manabu 8 Chan, Joshua 8 Francq, Christian 8 Hyndman, Rob J. 8 Račev, Svetlozar T. 8 Tansel, Aysıt 8 Bauwens, Luc 7 Bhardwaj, Geetesh 7 Glabadanidis, Paskalis 7 Lieberman, Offer 7 Miller, Don M. 7 Monfort, Alain 7 Ocker, Dirk 7 Phillips, Peter C. B. 7 Williams, Dan 7
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 National Bureau of Economic Research 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 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 Birkbeck College / Department of Economics 1 CESifo 1 Columbia University / Department of Economics 1 Cowles Foundation for Research in Economics, Yale University 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, European University Institute 1 Elinkeinoelämän Tutkimuslaitos 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 Federal Reserve Bank of St. Louis 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institut für Wirtschaftswissenschaften <Wien> 1 International Monetary Fund (IMF) 1 Jingji-Yanjiusuo <Taipeh> 1 Leibniz-Institut für Agrarentwicklung in Transformationsökonomien 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 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Suntory and Toyota International Centres for Economics and Related Disciplines 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 World Scientific Publishing Co. Pte. Ltd. 1 epubli GmbH 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
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Published in...
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International journal of forecasting 46 Economics letters 42 Journal of econometrics 41 Journal of forecasting 38 Econometric theory 28 Applied economics 26 Discussion paper / Tinbergen Institute 21 International Journal of Energy Economics and Policy : IJEEP 19 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 International journal of economics and financial issues : IJEFI 12 Economic modelling 11 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 Econometrics : open access journal 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 Working paper 9 Economics and finance working paper series 8 The empirical economics letters : a monthly international journal of economics 8 CREATES research paper 7 Discussion papers in economics 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 Asian African journal of economics and econometrics 6 CORE discussion papers : DP 6 Documentos de trabajo / Banco de España, Servicio de Estudios 6 Econometric reviews 6
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Source
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ECONIS (ZBW) 1,781 RePEc 26 USB Cologne (EcoSocSci) 9 EconStor 8 BASE 1
Showing 1 - 10 of 1,825
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Macroeconomic real-time forecasts of univariate models with flexible error structures
Trinh, Kelly; Zhang, Bo; Hou, Chenghan - In: Journal of forecasting 44 (2025) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10015373952
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"Revealing the future" : an ARIMA model analysis for predicting remittance inflows
Khan, Imran; Gunwant, Darshita Fulara - In: Journal of business and socio-economic development 5 (2025) 2, pp. 155-170
Purpose - The purpose of this research is to develop a predictive model that can estimate the volume of remittances channeled toward Yemen's economic reconstruction efforts. Design/methodology/approach - This study utilized a time-series dataset encompassing remittance inflows into Yemen's...
Persistent link: https://www.econbiz.de/10015397368
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The future of European regional inequalities : Box-Cox transformed ARMA process trend smoothing (BATS) forecasting
Duran, Hasan Engin; Elburz, Zeynep; Çifçi, Burcu Değerli - 2025
Persistent link: https://www.econbiz.de/10015396494
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Comparative study of forecasting methods to predict the energy demand for the market of Colombia
Vargas-Forero, Victor Manuel; Manotas-Duque, Diego Fernando - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10015333827
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Revisions in concurrent seasonal adjustments of daily and weekly economic time series
Webel, Karsten - 2025
The COVID-19 outbreak in 2020 has fostered in many countries the development of new weekly economic indices for the timely tracking of pandemic-related turmoils and other forms of rapid economic changes. Such indices often utilise information from daily and weekly economic time series that...
Persistent link: https://www.econbiz.de/10015373330
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Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander - In: Journal of financial econometrics 21 (2023) 4, pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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Impact of public transportation on European countries' development : a spatial perspective
Matyas, Andreea - In: Central European economic journal 10 (2023) 57, pp. 403-413
spatial errors, the model that was used was a Spatial Autoregressive Moving Average Model (SARMA). Moreover, the environmental …
Persistent link: https://www.econbiz.de/10014445233
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Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Macroeconomic dynamics 27 (2023) 1, pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
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Time Series Econometrics
Neusser, Klaus - 2025 - 2nd ed. 2025.
covariance funtions, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their …
Persistent link: https://www.econbiz.de/10015406991
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Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
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