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  • Search: subject:"Time Series Model"
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Year of publication
Subject
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Zeitreihenanalyse 97 Time series analysis 87 Theorie 43 Theory 40 structural time series model 32 Prognoseverfahren 26 Schätzung 26 Forecasting model 24 Kalman filter 23 State space model 22 Time series model 21 Zustandsraummodell 21 Estimation 20 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 Unobserved components time series model 8 Wirtschaftswachstum 8 time series model specification 8 Coronavirus 7 Deutschland 7 Economic growth 7 Stochastic process 7 Structural Time Series Model 7 Time Series Model 7 Volatility 7 Volatilität 7 forecasting 7 structural change 7 Band-pass filter 6 Cointegration 6 Demand 6
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Online availability
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Free 126 Undetermined 71 CC license 7
Type of publication
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Book / Working Paper 117 Article 112 Other 2
Type of publication (narrower categories)
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Article in journal 65 Aufsatz in Zeitschrift 65 Working Paper 43 Graue Literatur 24 Non-commercial literature 24 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 145 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) 94 EconStor 29 BASE 5 Other ZBW resources 3
Showing 11 - 20 of 231
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Modified exponential time series model with prediction of total COVID-19 cases in Belgium, Czech Republic, Poland and Switzerland
Wachirapond Permpoonsinsup; Rapin Sunthornwat - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 147-165
aims of the study are: to estimate the compound growth rate, to develop a modified exponential time-series model compared … with the hyperbolic time-series model, and to estimate the optimal parameters for the models based on the exponential least …
Persistent link: https://www.econbiz.de/10013428856
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Savings and collective behavioral patterns in Mexico's pension system
Triberti, Giuliana; Massa, Ricardo - In: Análisis económico 37 (2022) 94, pp. 7-21
Persistent link: https://www.econbiz.de/10013257084
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Términos de intercambio, progreso técnico y crecimiento económico
Cásares, Enrique R.; García-Salazar, María Guadalupe; … - In: EconoQuantum : Revista de Economía y Negocios 19 (2022) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10013539247
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From 30- to 5-minute settlement rule in the NEM : an early evaluation
Mwampashi, Muthe Mathias; Nikitopoulos, Christina Sklibosios - In: Energy policy : the international journal of the … 194 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015149607
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Hierarchical mortality forecasting with EVT tails : an application to solvency capital requirement
Li, Han; Chen, Hua - In: International journal of forecasting 40 (2024) 2, pp. 549-563
Persistent link: https://www.econbiz.de/10014547182
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The impact of the Turkish presidential system on the Turkish Lira
Akarsu, Mahmut Zeki - In: Journal of banking and financial economics 1 (2021) 15, pp. 14-24
structural time-series model in R software. According to the literature search, this study is the first article that analyzes how …
Persistent link: https://www.econbiz.de/10012887831
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Estimating residential demand for water in Kuwait : a cointegration analysis
Alfalah, Osama - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 283-287
Persistent link: https://www.econbiz.de/10012623583
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Official statistics based on the Dutch health survey during Covid-19 pandemic
Smeets, Marc; Brakel, Jan A. van den - 2021
Persistent link: https://www.econbiz.de/10012667946
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The impact of the Turkish presidential system on the Turkish Lira
Akarsu, Mahmut Zeki - In: Journal of Banking and Financial Economics (JBFE) (2021) 15, pp. 14-24
structural time-series model in R software. According to the literature search, this study is the first article that analyzes how …
Persistent link: https://www.econbiz.de/10015330096
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Structural analysis and forecast of gold price returns
Chai, Jian; Zhao, Chenyu; Hu, Yi; Zhang, Zhe George - In: Journal of management science and engineering 6 (2021) 2, pp. 135-145
structural time series model to predict the gold price returns, and compare their performance with the benchmark models. The …
Persistent link: https://www.econbiz.de/10013206193
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