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~person:"Kunst, Robert M."
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Search: subject:"time series"
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Zeitreihenanalyse
82
Time series analysis
72
Theorie
55
Theory
52
Prognoseverfahren
32
Forecasting model
27
time series
24
Schätzung
23
Estimation
19
Saisonale Schwankungen
19
Seasonal variations
19
Modellierung
17
Statistischer Test
16
Scientific modelling
15
Austria
13
model selection
13
Österreich
13
Großbritannien
12
USA
12
Einheitswurzeltest
11
Unit root test
11
encompassing tests
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Statistical test
10
United Kingdom
10
United States
10
Deutschland
9
Prognose
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Saisonkomponente
9
Seasonal component
9
Germany
8
Prognosemodell
8
Wirtschaft
8
Kointegration
7
Cointegration
6
Estimation theory
6
Japan
6
Schätztheorie
6
Seasonality
6
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Free
64
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3
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Book / Working Paper
85
Article
21
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Working Paper
60
Graue Literatur
54
Non-commercial literature
54
Arbeitspapier
47
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
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1
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English
94
Undetermined
10
German
2
Author
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Kunst, Robert M.
Gil-Alaña, Luis A.
350
Koopman, Siem Jan
275
Caporale, Guglielmo Maria
265
Franses, Philip Hans
252
Phillips, Peter C. B.
238
Teräsvirta, Timo
171
McAleer, Michael
165
Gao, Jiti
160
Lütkepohl, Helmut
136
Gupta, Rangan
116
Kapetanios, George
113
Pesaran, M. Hashem
112
Sibbertsen, Philipp
112
Harvey, Andrew C.
106
Koop, Gary
106
Hyndman, Rob J.
98
Härdle, Wolfgang
94
Lucas, André
93
Watson, Mark W.
93
Taylor, Robert
92
Proietti, Tommaso
88
Marcellino, Massimiliano
87
Stock, James H.
87
Johansen, Søren
86
Saikkonen, Pentti
84
Perron, Pierre
82
Hendry, David F.
81
Dijk, Herman K. van
79
Hallin, Marc
78
Hassler, Uwe
78
Engle, Robert F.
77
Linton, Oliver
77
Mills, Terence C.
77
Robinson, Peter M.
76
Dijk, Dick van
75
Nielsen, Morten Ørregaard
73
Swanson, Norman R.
73
Diebold, Francis X.
71
Granger, C. W. J.
71
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Institution
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
13
Institut für Höhere Studien
3
Published in...
All
IHS economics series : working paper
22
Reihe Ökonomie
16
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
13
Reihe Ökonomie / Economics Series
11
Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
8
Journal of forecasting
4
Applied financial economics
2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
2
Discussion paper / Tinbergen Institute
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IHS Economics Series
2
International journal of forecasting
2
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Research memorandum / Institute for Advanced Studies, Vienna / Institut für Höhere Studien, Wien
2
Working paper series / Universität München, Center for Economic Studies
2
Applied economics
1
Applied economics letters
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Econometric Institute research papers
1
Econometric analysis of financial markets
1
Econometrics of short and unreliable time series
1
Economic modelling
1
Journal of Forecasting
1
Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Special issue on new developments in time series econometrics
1
The review of economics and statistics
1
Working papers / Department of Economics, University of Vienna
1
Workshop proceedings / Institut für Höhere Studien, Wien
1
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ECONIS (ZBW)
78
RePEc
14
EconStor
13
USB Cologne (EcoSocSci)
1
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106
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1
On using predictive-ability tests in the selection of
time-series
prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
-
2018
), and also model selection via the AIC as a benchmark strategy. Our Monte Carlo simulations focus on basic univariate
time-series
…
Persistent link: https://www.econbiz.de/10011895825
Saved in:
2
A combined nonparametric test for seasonal unit roots
Kunst, Robert M.
-
2014
Nonparametric unit-root tests are a useful addendum to the tool-box of
time-series
analysis. They tend to trade off …
Persistent link: https://www.econbiz.de/10010252130
Saved in:
3
On using predictive-ability tests in the selection of
time-series
prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
Saved in:
4
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
-
2014
-Granger weighting. For a realistic simulation design, we generate multivariate
time-series
samples from a macroe- conomic DSGE-VAR model …
Persistent link: https://www.econbiz.de/10010459181
Saved in:
5
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
Saved in:
6
On using predictive-ability tests in the selection of
time-series
prediction models: A Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
-
2018
), and also model selection via the AIC as a benchmark strategy. Our Monte Carlo simulations focus on basic univariate
time-series
…
Persistent link: https://www.econbiz.de/10011917383
Saved in:
7
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
For many economic
time-series
variables that are observed regularly and frequently, for example weekly, the underlying …. -- seasonality ; time deformation ; prediction ;
time
series
…
Persistent link: https://www.econbiz.de/10009733809
Saved in:
8
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008661365
Saved in:
9
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
Saved in:
10
A nonparametric test for seasonal unit roots
Kunst, Robert M.
-
2009
Persistent link: https://www.econbiz.de/10003797660
Saved in:
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