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  • Search: subject:"Time Series Model"
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Year of publication
Subject
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Zeitreihenanalyse 99 Time series analysis 89 Theorie 45 Theory 42 structural time series model 32 Schätzung 28 Prognoseverfahren 27 Forecasting model 25 Kalman filter 24 State space model 23 Estimation 22 Time series model 22 Zustandsraummodell 22 Estimation theory 18 Schätztheorie 18 Structural time series model 18 time series model 18 Konjunktur 15 business cycle 11 Business cycle 10 USA 10 unobserved components time series model 10 Germany 9 Stochastischer Prozess 8 Structural Time Series Model 8 Unobserved components time series model 8 Wirtschaftswachstum 8 time series model specification 8 Coronavirus 7 Deutschland 7 Economic growth 7 Nichtlineare Regression 7 Nonlinear regression 7 Stochastic process 7 Time Series Model 7 Volatility 7 Volatilität 7 forecasting 7 nonlinear time series model 7 structural change 7
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Online availability
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Free 129 Undetermined 71 CC license 8
Type of publication
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Book / Working Paper 118 Article 114 Other 2
Type of publication (narrower categories)
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Article in journal 67 Aufsatz in Zeitschrift 67 Working Paper 43 Graue Literatur 25 Non-commercial literature 25 Arbeitspapier 19 Article 4 Aufsatz im Buch 2 Book section 2 Amtliche Publikation 1 Conference Paper 1 research-article 1 review-article 1
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Language
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English 148 Undetermined 82 German 3 Spanish 1
Author
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Koopman, Siem Jan 29 Marczak, Martyna 20 Teräsvirta, Timo 12 Hindrayanto, Irma 8 Proietti, Tommaso 8 Franses, Philip Hans 7 Beissinger, Thomas 6 Brakel, Jan A. van den 6 Hunt, Lester C 6 Dilaver, Zafer 5 Ooms, Marius 5 Aston, John A.D. 4 Bos, Charles S. 4 Creal, Drew 4 Gómez, Víctor 4 Hunt, Lester C. 4 Ihle, Rico 4 Kock, Anders Bredahl 4 Zivot, Eric 4 van Dijk, Dick 4 Buchen, Teresa 3 Carstensen, Kai 3 Franses, Ph.H.B.F. 3 Galati, Gabriele 3 Harvey, Andrew C 3 Henzel, Steffen 3 Lundbergh, Stefan 3 Rua, Antonio 3 Ruiz de Aguirre, Pep 3 Skalin, Joakim 3 Smeets, Marc 3 Smeral, Egon 3 Vlekke, Marente 3 Wollmershäuser, Timo 3 Wüger, Michael 3 Akarsu, Mahmut Zeki 2 Alfalah, Osama 2 Alqaralleh, Huthaifa 2 Andirasdini, Indah G. 2 Azevedo, Joao Valle e 2
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 7 Surrey Energy Economics Centre (SEEC), School of Economics 6 Tinbergen Instituut 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften 4 Tinbergen Institute 4 Erasmus University Rotterdam, Econometric Institute 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 3 School of Economics and Management, University of Aarhus 2 Agricultural and Applied Economics Association - AAEA 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Courant Research Centre PEG 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa 1 European Central Bank 1 Institute for the Study of Labor (IZA) 1 Institutionen för Nationalekonomi, Umeå Universitet 1 International Centre for Economic Research (ICER) 1 International Economics Section, The Graduate Institute of International and Development Studies 1 International Institute of Social and Economic Sciences 1 International Monetary Fund (IMF) 1 London School of Economics (LSE) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 de Nederlandsche Bank 1 Österreichisches Institut für Wirtschaftsforschung (WIFO) 1
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Published in...
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Discussion paper / Tinbergen Institute 9 Tinbergen Institute Discussion Papers 9 Tinbergen Institute Discussion Paper 8 Energy economics 7 SSE/EFI Working Paper Series in Economics and Finance 7 International journal of forecasting 6 Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 6 Discussion paper / Statistics Netherlands 5 FZID Discussion Paper 4 FZID Discussion Papers 4 MPRA Paper 4 Econometric Institute Report 3 Econometric Institute Research Papers 3 Journal of econometrics 3 Mathematics and Computers in Simulation (MATCOM) 3 STICERD - Econometrics Paper Series 3 The empirical economics letters : a monthly international journal of economics 3 Applied Energy 2 Applied economics 2 CREATES Research Papers 2 Econometrics Journal 2 IZA Discussion Papers 2 International Journal of Energy Economics and Policy : IJEEP 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Management Science 2 Statistics & Probability Letters 2 WIFO Working Papers 2 Working Paper 2 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 Advanced Studies in Theoretical and Applied Econometrics 1 Agricultural Economics Research 1 Agricultural Economics of Agricultural Economists 1 Annals of the Institute of Statistical Mathematics 1 Análisis económico 1 Applied econometrics and international development 1 Asia-Pacific journal of management research and innovation 1 Atlantic economic journal : AEJ 1 Australasian Agribusiness Review 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Aspects of the German Economy 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1
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Source
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RePEc 100 ECONIS (ZBW) 97 EconStor 29 BASE 5 Other ZBW resources 3
Showing 151 - 160 of 234
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Analysis of daily solar power prediction with data-driven approaches
Long, Huan; Zhang, Zijun; Su, Yan - In: Applied Energy 126 (2014) C, pp. 29-37
Daily solar power prediction using data-driven approaches is studied. Four famous data-driven approaches, the Artificial Neural Network (ANN), the Support Vector Machine (SVM), the k-nearest neighbor (kNN), and the multivariate linear regression (MLR), are applied to develop the prediction...
Persistent link: https://www.econbiz.de/10010776565
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Time series modelling of real estate prices
Ishijima, Hiroshi; Maeda, Akira - In: Global business & economics review 16 (2014) 1, pp. 26-45
Persistent link: https://www.econbiz.de/10010495079
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The commercial contribution of clinical studies for pharmaceutical drugs
Sood, Ashish; Kappe, Eelco; Stremersch, Stefan - In: International journal of research in marketing : IJRM ; … 31 (2014) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10010370705
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Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric - In: International journal of forecasting 30 (2014) 3, pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
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Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl; Teräsvirta, Timo - In: International journal of forecasting 30 (2014) 3, pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
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Estimating Price Elasticities of Supply for Cotton: A Structural Time-Series Approach
Shepherd, Ben - Volkswirtschaftliche Fakultät, … - 2006
The Kalman Filter is used to estimate a structural time-series model of cotton supply for 30 countries and 16 …
Persistent link: https://www.econbiz.de/10005836642
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Impacts of Mandatory Meat Hygiene Regulations on the New Zealand Meat Trade
Cao, Kay; Johnson, Robin - In: Australasian Agribusiness Review 14 (2006)
combined cross-section and time series model of the New Zealand meat trade for the period 1994-2003 including the impact of …
Persistent link: https://www.econbiz.de/10010882873
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Prudent consumers: New evidence from the Consumer Expenditure Survey
Kim, Seewon - In: Economic Modelling 33 (2013) C, pp. 77-85
saving motive is an important force governing consumer behavior. A time series model is obtained by aggregating a log …
Persistent link: https://www.econbiz.de/10010737982
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On a constrained mixture vector autoregressive model
Wong, C.S. - In: Mathematics and Computers in Simulation (MATCOM) 93 (2013) C, pp. 19-28
A mixture vector autoregressive model has recently been introduced to the literature. Although this model is a promising candidate for nonlinear multiple time series modeling, high dimensionality of the parameters and lack of method for computing the standard errors of estimates limit its...
Persistent link: https://www.econbiz.de/10010751806
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Lag weighted lasso for time series model
Park, Heewon; Sakaori, Fumitake - In: Computational Statistics 28 (2013) 2, pp. 493-504
account for lag effects, which are essential for a time series model. Consequently, the adaptive lasso can not reflect certain … properties of a time series model. To improve the forecast accuracy of a time series model, we propose a lag weighted lasso. The …
Persistent link: https://www.econbiz.de/10010848023
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