EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Multivariate time-series"
Narrow search

Narrow search

Year of publication
Subject
All
Zeitreihenanalyse 114 Time series analysis 110 Multivariate time series 73 Theorie 59 Prognoseverfahren 58 Theory 58 Forecasting model 56 multivariate time series 53 Estimation theory 34 Schätztheorie 34 Multivariate Analyse 30 Multivariate analysis 28 VAR model 26 VAR-Modell 26 ARCH model 13 ARCH-Modell 13 Bayes-Statistik 12 Bayesian inference 12 forecasting 12 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
more ... less ...
Online availability
All
Free 106 Undetermined 78 CC license 6
Type of publication
All
Article 110 Book / Working Paper 91 Other 1
Type of publication (narrower categories)
All
Article in journal 81 Aufsatz in Zeitschrift 81 Working Paper 43 Arbeitspapier 30 Graue Literatur 29 Non-commercial literature 29 Article 6 Collection of articles of several authors 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammelwerk 1 Sammlung 1
more ... less ...
Language
All
English 142 Undetermined 59 Portuguese 1
Author
All
Koopman, Siem Jan 11 Athanasopoulos, George 7 Lit, Rutger 7 Okhrin, Ostap 7 Costantini, Mauro 6 Hautsch, Nikolaus 6 Hlouskova, Jaroslava 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
more ... less ...
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
more ... less ...
Published in...
All
International journal of forecasting 14 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 Economic modelling 3 Physica A: Statistical Mechanics and its Applications 3 Tinbergen Institute Discussion Paper 3 CEPR Discussion Papers 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 2 Journal of Applied Statistics 2 LSE Research Online Documents on Economics 2 Mathematics and Computers in Simulation (MATCOM) 2 Metrika 2 Quantitative finance 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 ASTIN bulletin : the journal of the International Actuarial Association 1 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
more ... less ...
Source
All
ECONIS (ZBW) 112 RePEc 70 EconStor 19 BASE 1
Showing 1 - 10 of 202
Cover Image
Global sourcing under tariffs : a perspective of time series analysis
Zhang, D. James; Dabadghao, Shaunak S.; Udenio, Maximiliano - In: International journal of production economics 280 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015372035
Saved in:
Cover Image
Adaptive local VAR for dynamic economic policy uncertainty spillover
Gillmann, Niels; Okhrin, Ostap - In: Economic modelling 148 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015440322
Saved in:
Cover Image
Shock propagation in LSTM multivariate time series systems
Chan-Lau, Jorge A.; Quach, Toan Long - 2025
Persistent link: https://www.econbiz.de/10015448581
Saved in:
Cover Image
Assessing driving risk through unsupervised detection of anomalies in telematics time series data
Chan, Ian Weng; Badescu, Andrei L.; Lin, X. Sheldon - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 205-241
Persistent link: https://www.econbiz.de/10015450030
Saved in:
Cover Image
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times
Katz, Harrison; Brusch, Kai Thomas; Weiss, Robert E. - In: International journal of forecasting 40 (2024) 4, pp. 1556-1567
Persistent link: https://www.econbiz.de/10015438453
Saved in:
Cover Image
Improving demand forecasting for customers with missing downstream data in intermittent demand supply chains with supervised multivariate clustering
Ducharme, Corey; Agard, Bruno; Trépanier, Martin - In: Journal of forecasting 43 (2024) 5, pp. 1661-1681
Persistent link: https://www.econbiz.de/10015108428
Saved in:
Cover Image
Multivariate rough volatility
Dugo, Ranieri; Giorgio, Giacomo; Pigato, Paolo - 2024
Persistent link: https://www.econbiz.de/10015326256
Saved in:
Cover Image
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano; Pfarrhofer, Michael - 2024
Persistent link: https://www.econbiz.de/10015077624
Saved in:
Cover Image
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - 2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
Cover Image
Order-up-to-level inventory optimization model using time-series demand forecasting with ensemble deep learning
Seyedan, Mahya; Mafakheri, Fereshteh; Wang, Chun - In: Supply chain analytics 3 (2023), pp. 1-13
Inventory control aims to meet customer demands at a given service level while minimizing cost. As a result of market volatility, customer demand is generally changing, and ignoring this uncertainty could lead to under or over-estimation of inventories resulting in shortages or inefficiencies....
Persistent link: https://www.econbiz.de/10014516502
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...