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  • Search: subject:"Moving average models"
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Year of publication
Subject
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Time series analysis 7 Zeitreihenanalyse 7 Estimation theory 6 Schätztheorie 6 VAR model 5 VAR-Modell 5 Estimation 4 ARMA model 3 ARMA-Modell 3 Forecasting 3 Schätzung 3 Theorie 3 Theory 3 vector autoregressive moving average models 3 Bayes-Statistik 2 Bayesian inference 2 Identification 2 Markov chain 2 Markov-Kette 2 Moving average models 2 Nichtlineare Regression 2 Nonlinear regression 2 Nyquist-Shannon sampling therorem 2 Rational expectations 2 Rationale Erwartung 2 Stochastic process 2 Stochastischer Prozess 2 Threshold moving average models 2 Vector autoregressive moving average models 2 autoregressive moving-average models 2 frequency-limited processes 2 linear rational expectations models 2 linear sochastic differential equations 2 linear systems 2 ARCH model 1 ARCH-Modell 1 All-step-ahead prediction 1 Analysis 1 Asymmetry 1 Asymptotic normality 1
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Online availability
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Free 9 Undetermined 8 CC license 1
Type of publication
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Article 12 Book / Working Paper 4 Other 1
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1
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Language
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English 11 Undetermined 6
Author
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Pollock, David Stephen G. 2 Sadoon, Majid M. al- 2 Zwiernik, Piotr 2 Aminzadeh, M. 1 Ballester, Laura 1 Bose, Arup 1 Chan, Joshua 1 Dadashova, Bahar 1 Dritsaki, Chaido 1 Eisenstat, Eric 1 Ferrari, Davide 1 Francq, Christian 1 Funovits, Bernd 1 Giannerini, Simone 1 Goracci, Greta 1 Koeneman, Pete 1 Koop, Gary 1 Li, Xiao 1 López, Jesúa 1 Moe, Wendy W. 1 Montgomery, Alan L. 1 Pavia, José Manuel 1 Ravazzolo, Francesco 1 Roy, Roch 1 Saidi, Abdessamad 1 Sbrana, Giacomo 1 Silvestrini, Andrea 1 Taştan, Hüseyin 1 Tong, Howell 1 Turner, Shawn 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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Journal of econometrics 2 MPRA Paper 2 Annals of the Institute of Statistical Mathematics 1 Barcelona GSE working paper series : working paper 1 Computational Statistics 1 Econometrics 1 Econometrics : open access journal 1 International journal of economics and financial issues : IJEFI 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Research in international business and finance 1 Socio-economic planning sciences : the international journal of public sector decision-making 1 Statistical Papers / Springer 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Working papers / Universitat Pompeu Fabra, Department of Economics and Business 1
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Source
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ECONIS (ZBW) 10 RePEc 5 BASE 1 EconStor 1
Showing 1 - 10 of 17
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Identifiability and estimation of possibly non-invertible SVARMA models : the normalised canonical WHF parametrisation
Funovits, Bernd - In: Journal of econometrics 241 (2024) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10015075190
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Robust estimation for threshold autoregressive moving-average models
Goracci, Greta; Ferrari, Davide; Giannerini, Simone; … - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 3, pp. 579-591
Persistent link: https://www.econbiz.de/10015534295
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Linear stochastic models in discrete and continuous time
Pollock, David Stephen G. - In: Econometrics : open access journal 8 (2020) 3/35, pp. 1-22
The econometric data to which autoregressive moving-average models are commonly applied are liable to contain elements …
Persistent link: https://www.econbiz.de/10012295975
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Linear stochastic models in discrete and continuous time
Pollock, David Stephen G. - In: Econometrics 8 (2020) 3, pp. 1-22
The econometric data to which autoregressive moving-average models are commonly applied are liable to contain elements …
Persistent link: https://www.econbiz.de/10012696298
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European systemic credit risk transmission using Bayesian networks
Ballester, Laura; López, Jesúa; Pavia, José Manuel - In: Research in international business and finance 65 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
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Choosing between identification schemes in noisy-news models
Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
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The identification problem for linear rational expectations models
Sadoon, Majid M. al-; Zwiernik, Piotr - 2019
Persistent link: https://www.econbiz.de/10012104109
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Multivariate time series analysis of traffic congestion measures in urban areas as they relate to socioeconomic indicators
Dadashova, Bahar; Li, Xiao; Turner, Shawn; Koeneman, Pete - In: Socio-economic planning sciences : the international … 75 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012533662
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Box-Jenkins modeling of Greek stock prices data
Dritsaki, Chaido - In: International journal of economics and financial issues … 5 (2015) 3, pp. 740-747
Persistent link: https://www.econbiz.de/10011454204
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The identification problem for linear rational expectations models
Sadoon, Majid M. al-; Zwiernik, Piotr - 2019
Persistent link: https://www.econbiz.de/10012108035
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