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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 61 - 70 of 234
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An augmented P-Star model of US inflation
Moosa, Imad A.; Al-Nakeeb, Basil - In: Eurasian economic review : a journal in applied … 10 (2020) 4, pp. 555-566
Persistent link: https://www.econbiz.de/10012309583
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Tourism forecast combination using the stochastic frontier analysis technique
Wu, Ji; Cheng, Xian; Liao, Stephen Shaoyi - In: Tourism economics : the business and finance of tourism … 26 (2020) 7, pp. 1086-1107
Persistent link: https://www.econbiz.de/10012310062
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Determinants of entrepreneurship in Latvia and Baltic countries in general : an empirical approach
Brás, Gonçalo Rodrigues - In: European journal of international management : EJIM 14 (2020) 5, pp. 817-841
Persistent link: https://www.econbiz.de/10012316135
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A data-cleaning augmented Kalman filter for robust estimation of state space models
Marczak, Martyna; Proietti, Tommaso; Grassi, Stefano - 2015
basic structural time series model, a popular unobserved components model in the analysis of seasonal time series. First, a …
Persistent link: https://www.econbiz.de/10011379777
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Cover Image
A data-cleaning augmented Kalman filter for robust estimation of state space models
Marczak, Martyna; Proietti, Tommaso; Grassi, Stefano - 2015
basic structural time series model, a popular unobserved components model in the analysis of seasonal time series. First, a …
Persistent link: https://www.econbiz.de/10011377755
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The persistence-based decomposition (PBD) time series model : theory and empirical application
Rende, Jonas; Krauss, Christopher; Clegg, Matthew - In: Essays on financial time series analysis, (pp. 47-84). 2019
Persistent link: https://www.econbiz.de/10012321322
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Growth of real GDP and total factor productivity in Asia with an emphasis on Malaysian growth
Das, Sibabrata; Upadhyay, Mukti P. - In: Atlantic economic journal : AEJ 47 (2019) 4, pp. 391-413
Persistent link: https://www.econbiz.de/10012320123
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Forecasting seasonal tourism demand using a multiseries structural time series method
Chen, Jason Li; Li, Gang; Wu, Chenguang; Shen, Shujie - In: Journal of travel research : a quarterly publication of … 58 (2019) 1, pp. 92-103
Persistent link: https://www.econbiz.de/10011982242
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Foreign direct investment and economic growth in india : a sector-specific analysis
Jana, Shib Sankar; Sahu, Tarak Nath; Pandey, Krishna Dayal - In: Asia-Pacific journal of management research and innovation 15 (2019) 1/2, pp. 53-67
Persistent link: https://www.econbiz.de/10012160598
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Outlier detection in structural time series models: The indicator saturation approach
Marczak, Martyna; Proietti, Tommaso - 2014
Structural change affects the estimation of economic signals, like the underlying growth rate or the seasonally adjusted series. An important issue, which has at- tracted a great deal of attention also in the seasonal adjustment literature, is its detection by an expert procedure. The...
Persistent link: https://www.econbiz.de/10010398373
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