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Search: subject:"Multivariate Time Series"
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Subject
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Zeitreihenanalyse
109
Time series analysis
105
Multivariate time series
72
Prognoseverfahren
56
Theorie
56
Theory
55
Forecasting model
54
multivariate time series
51
Estimation theory
32
Schätztheorie
32
Multivariate Analyse
29
Multivariate analysis
27
VAR model
24
VAR-Modell
24
ARCH model
13
ARCH-Modell
13
forecasting
12
Bayes-Statistik
11
Bayesian inference
11
Estimation
11
Multivariate Time Series
11
Schätzung
11
Maximum likelihood estimation
9
Multivariate time series models
9
Volatility
9
Volatilität
9
Causality analysis
8
Kausalanalyse
8
Multivariate Verteilung
8
Multivariate distribution
8
Nonparametric statistics
8
multivariate time series models
8
Cointegration
7
Copula
7
Economic forecast
7
Kalman filter
7
Nichtparametrisches Verfahren
7
Prognose
7
Regression analysis
7
Regressionsanalyse
7
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Online availability
All
Free
103
Undetermined
77
CC license
6
Type of publication
All
Article
106
Book / Working Paper
90
Other
1
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Working Paper
42
Arbeitspapier
29
Graue Literatur
28
Non-commercial literature
28
Article
6
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
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Language
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English
137
Undetermined
59
Portuguese
1
Author
All
Koopman, Siem Jan
11
Athanasopoulos, George
7
Lit, Rutger
7
Costantini, Mauro
6
Hautsch, Nikolaus
6
Hlouskova, Jaroslava
6
Okhrin, Ostap
6
Ristig, Alexander
6
Vahid, Farshid
6
Gather, Ursula
5
Cuaresma, Jesus Crespo
4
Francke, Marc K.
4
Fried, Roland
4
Koop, Gary
4
Korobilis, Dimitris
4
Mélard, Guy
4
Aron, Janine
3
Breitenfellner, Andreas
3
Crespo Cuaresma, Jesús
3
Gao, Jiti
3
Hill, Jonathan B.
3
Hyndman, Rob J.
3
Imhoff, Michael
3
Lucas, André
3
Muellbauer, John
3
Peng, Bin
3
Pettenuzzo, Davide
3
Shang, Han Lin
3
Smeral, Egon
3
Thomakos, Dimitrios D.
3
Tsay, Ruey S.
3
Wang, Yongning
3
Wüger, Michael
3
Yan, Yayi
3
Alj, Abdelkamel
2
Azrak, Rajae
2
Barigozzi, Matteo
2
Bermúdez, José D.
2
Berta, Paolo
2
Cappuccio, Nunzio
2
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Institution
All
Department of Econometrics and Business Statistics, Monash Business School
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
EconWPA
3
Tinbergen Instituut
3
C.E.P.R. Discussion Papers
2
Faculteit Economie en Bedrijfskunde, Universiteit Gent
2
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
London School of Economics (LSE)
2
Bangor Business School, Bangor University
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
Center for Financial Studies
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics, Florida International University
1
Econometric Society
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Faculty of Economics, University of Cambridge
1
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
1
Institute of Economics, Academia Sinica
1
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Economics, Finance and Management, University of Bristol
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Institute
1
Vienna University of Economics and Business, Department of Economics
1
Österreichisches Institut für Wirtschaftsforschung (WIFO)
1
Økonomisk Institut, Københavns Universitet
1
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Published in...
All
International journal of forecasting
13
Econometrics
7
Journal of forecasting
7
Computational economics
6
Monash Econometrics and Business Statistics Working Papers
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
ECARES working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
International Journal of Forecasting
4
Journal of econometrics
4
MPRA Paper
4
Tinbergen Institute Discussion Papers
4
Discussion paper / Tinbergen Institute
3
Econometrics : open access journal
3
Physica A: Statistical Mechanics and its Applications
3
Tinbergen Institute Discussion Paper
3
CEPR Discussion Papers
2
Economic modelling
2
Economics letters
2
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
2
Insurance / Mathematics & economics
2
Journal of Applied Statistics
2
LSE Research Online Documents on Economics
2
Mathematics and Computers in Simulation (MATCOM)
2
Metrika
2
Risks : open access journal
2
Technical Report
2
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
WIFO Working Papers
2
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
2
Annals of Economics and Finance
1
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
BLS working papers
1
Bristol Economics Discussion Papers
1
Business & information systems engineering
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CFS Working Paper
1
CFS Working Paper Series
1
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Source
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ECONIS (ZBW)
107
RePEc
70
EconStor
19
BASE
1
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71
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197
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71
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer
;
Azrak, Rajae
;
Ley, Christophe
;
Mélard, Guy
-
2016
Persistent link: https://www.econbiz.de/10011672524
Saved in:
72
Macroeconomic forecasting using approximate factor models with outliers
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 267-291
Persistent link: https://www.econbiz.de/10012414745
Saved in:
73
Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
Saved in:
74
Automatic Interpretable Retail forecasting with promotional scenarios
Özden Gür Ali
;
Gürlek, Ragıp
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1389-1406
Persistent link: https://www.econbiz.de/10012546793
Saved in:
75
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel
;
Ley, Christophe
;
Mélard, Guy
-
2015
Persistent link: https://www.econbiz.de/10011289207
Saved in:
76
Dilated convolutional neural networks for time series forecasting
Borovykh, Anastasia
;
Bohte, Sander
;
Oosterlee, Cornelis …
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 73-101
Persistent link: https://www.econbiz.de/10012042219
Saved in:
77
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
78
Dynamic principal component regression : application to age-specific mortality forecasting
Shang, Han Lin
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012116374
Saved in:
79
Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting
Messner, Jakob W.
;
Pinson, Pierre
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10012305378
Saved in:
80
Hidden Markov and Semi-Markov models with multivariate leptokurtic-normal components for robust modeling of daily returns series
Maruotti, Antonello
;
Punzo, Antonio
;
Bagnato, Luca
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10012054429
Saved in:
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