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  • Search: subject:"time-series analysis"
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Year of publication
Subject
All
Zeitreihenanalyse 31,052 Time series analysis 30,895 Theorie 13,778 Theory 13,769 Schätztheorie 6,796 Estimation theory 6,794 Prognoseverfahren 6,211 Forecasting model 6,194 Schätzung 6,014 Estimation 6,011 Volatilität 3,698 Volatility 3,693 USA 2,736 United States 2,725 ARCH-Modell 2,349 ARCH model 2,348 Kointegration 2,284 Cointegration 2,265 Konjunktur 2,143 Business cycle 2,130 Börsenkurs 2,086 Share price 2,083 VAR model 1,850 VAR-Modell 1,850 Stochastischer Prozess 1,741 Einheitswurzeltest 1,739 Unit root test 1,739 Stochastic process 1,728 Capital income 1,727 Kapitaleinkommen 1,727 State space model 1,424 Zustandsraummodell 1,424 Strukturbruch 1,283 Structural break 1,281 Regressionsanalyse 1,224 Regression analysis 1,216 Nichtparametrisches Verfahren 1,141 Nonparametric statistics 1,140 Welt 1,135 World 1,135
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Online availability
All
Free 11,253 Undetermined 6,318 CC license 590
Type of publication
All
Article 16,696 Book / Working Paper 15,344 Journal 50 Other 11
Type of publication (narrower categories)
All
Article in journal 14,839 Aufsatz in Zeitschrift 14,839 Graue Literatur 7,415 Non-commercial literature 7,415 Working Paper 7,295 Arbeitspapier 7,233 Aufsatz im Buch 1,017 Book section 1,017 Hochschulschrift 830 Thesis 658 Collection of articles of several authors 222 Sammelwerk 222 Collection of articles written by one author 167 Sammlung 167 Lehrbuch 163 Textbook 134 Aufsatzsammlung 128 Bibliografie enthalten 128 Bibliography included 128 Konferenzschrift 111 Amtsdruckschrift 95 Government document 95 Conference paper 92 Konferenzbeitrag 92 Systematic review 74 Übersichtsarbeit 74 Dissertation u.a. Prüfungsschriften 70 research-article 68 Forschungsbericht 65 Rezension 54 Conference proceedings 49 Article 40 Statistik 38 Monografische Reihe 33 Statistics 25 Festschrift 23 Mehrbändiges Werk 23 Multi-volume publication 23 Handbook 20 Handbuch 20
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Language
All
English 30,164 German 778 Undetermined 684 Spanish 168 French 145 Italian 42 Portuguese 38 Polish 29 Russian 20 Czech 15 Dutch 9 Croatian 7 Swedish 7 Hungarian 6 Turkish 6 Norwegian 5 Finnish 4 Malay (macrolanguage) 4 Slovak 4 Danish 3 Slovenian 3 Chinese 3 Romanian 2 Bulgarian 1 Valencian 1 Japanese 1 Serbian 1
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Author
All
Gil-Alaña, Luis A. 434 Caporale, Guglielmo Maria 292 Phillips, Peter C. B. 277 Koopman, Siem Jan 234 Franses, Philip Hans 217 Gao, Jiti 153 Lütkepohl, Helmut 137 McAleer, Michael 135 Teräsvirta, Timo 132 Lucas, André 119 Pesaran, M. Hashem 118 Gupta, Rangan 117 Sibbertsen, Philipp 115 Harvey, Andrew C. 113 Kapetanios, George 108 Härdle, Wolfgang 105 Watson, Mark W. 105 Taylor, Robert 104 Johansen, Søren 95 Hyndman, Rob J. 91 Stock, James H. 91 Marcellino, Massimiliano 90 Dijk, Herman K. van 88 Engle, Robert F. 88 Hendry, David F. 88 Koop, Gary 88 Perron, Pierre 85 Granger, C. W. J. 82 Dijk, Dick van 81 Linton, Oliver 81 Diebold, Francis X. 80 Kunst, Robert M. 79 Swanson, Norman R. 79 Nielsen, Morten Ørregaard 77 Proietti, Tommaso 76 Mills, Terence C. 72 Robinson, Peter M. 71 Hassler, Uwe 70 Maravall Herrero, Agustín 70 Leybourne, Stephen James 69
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Institution
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National Bureau of Economic Research 220 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 76 Ekonomiska forskningsinstitutet <Stockholm> 64 International Monetary Fund (IMF) 49 European University Institute / Department of Economics 35 Federal Reserve Bank of New York 35 Federal Reserve Board (Board of Governors of the Federal Reserve System) 35 Federal Reserve Bank of St. Louis 33 European Commission / Statistical Office of the European Communities 25 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 23 Umeå universitet 18 Federal Reserve Bank of Cleveland 17 European Commission / Statistical Office of the European Union 16 Econometrisch Instituut <Rotterdam> 15 Centre for Quantitative Economics & Computing 14 Centre for Analytical Finance <Århus> 13 EconWPA 12 Escola de Pós-Graduação em Economia <Rio de Janeiro> 12 Umeå Universitet / Institutionen för Nationalekonomi 12 Gottfried Wilhelm Leibniz Universität Hannover 11 European University Institute / Department of Law 10 Federal Reserve Bank of Dallas 10 University of Cambridge / Department of Applied Economics 10 European Commission / Joint Research Centre 9 Federal Reserve Bank of Kansas City 9 Federal Reserve Bank of Philadelphia 9 London School of Economics and Political Science 9 Aarhus Universitet / Afdeling for Nationaløkonomi 8 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 8 Federal Reserve Bank of Atlanta 8 Federal Reserve Bank of Minneapolis 8 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 7 Europäische Kommission / Statistisches Amt 7 Federal Reserve Bank of Chicago 7 Federal Reserve Bank of San Francisco 7 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 7 University of Strathclyde / Department of Economics 7 Birkbeck College / Department of Economics 6 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 6
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Published in...
All
Journal of econometrics 766 International journal of forecasting 561 Economics letters 472 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 422 Journal of forecasting 366 Applied economics 354 Econometric theory 344 Discussion paper / Tinbergen Institute 342 Economic modelling 284 Econometric reviews 255 Applied economics letters 242 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 240 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 221 Working paper / Department of Econometrics and Business Statistics, Monash University 209 Working paper 197 Energy economics 195 NBER Working Paper 184 NBER working paper series 173 Computational economics 165 CREATES research paper 164 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 160 CESifo working papers 155 Journal of applied econometrics 154 Working paper / National Bureau of Economic Research, Inc. 139 Journal of economic dynamics & control 131 Cowles Foundation discussion paper 128 Finance research letters 124 Journal of empirical finance 121 Econometrics : open access journal 120 Oxford bulletin of economics and statistics 115 Discussion paper / Centre for Economic Policy Research 113 The econometrics journal 106 Physica A: Statistical Mechanics and its Applications 105 Journal of macroeconomics 98 International review of economics & finance : IREF 95 The North American journal of economics and finance : a journal of financial economics studies 93 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 87 International review of financial analysis 87 Discussion paper 82 SFB 649 discussion paper 82
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Source
All
ECONIS (ZBW) 30,823 RePEc 759 USB Cologne (EcoSocSci) 249 EconStor 108 Other ZBW resources 82 BASE 60 USB Cologne (business full texts) 15 ArchiDok 5
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Showing 1 - 10 of 32,101
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Toward proactive policy design : identifying "to-be" energy-poor households using Shap for early intervention
Budría, Santiago; Fermé, Eduardo; Freitas, Diogo Nuno - 2025
Identifying at-risk populations is essential for designing effective energy poverty interventions. Using data from the HILDA Survey, a longitudinal dataset representative of the Australian population, and a multidimensional index of energy poverty, we develop a machine learning model combined...
Persistent link: https://www.econbiz.de/10015196895
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"Revealing the future" : an ARIMA model analysis for predicting remittance inflows
Khan, Imran; Gunwant, Darshita Fulara - In: Journal of business and socio-economic development 5 (2025) 2, pp. 155-170
Purpose - The purpose of this research is to develop a predictive model that can estimate the volume of remittances channeled toward Yemen's economic reconstruction efforts. Design/methodology/approach - This study utilized a time-series dataset encompassing remittance inflows into Yemen's...
Persistent link: https://www.econbiz.de/10015397368
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Effect of climate-related disasters on consumption : theory and evidence from Bangladesh
Roy, Amit - In: Asian development review : studies of Asian and pacific … 42 (2025) 1, pp. 259-287
channels, this paper builds a novel climate economy model using nonlinear model predictive control. Moreover, using time-series … analysis for Bangladesh, the study uncovers compelling evidence of the existence of income and price channels through which …
Persistent link: https://www.econbiz.de/10015411771
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An investigation of Frequentist and Ensemble Bayesian-aided techniques for prioritizing anomaly detection methods in time-series data
Divakaran, Vignesh; Rana, Vipasha - 2025
Accurately detecting anomalous points in time-series data is critical, as false positives can mislead business stakeholders, waste valuable resources, and diminish the overall impact of the detection system. While various statistical and machine learning techniques are employed to flag potential...
Persistent link: https://www.econbiz.de/10015420328
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Long-term care in Germany in the context of the demographic transition : an outlook for the expenses of long-term care insurance through 2050
Vanella, Patrizio; Wilke, Christina Benita; Hess, Moritz - In: Econometrics : open access journal 12 (2024) 4, pp. 1-20
Demographic aging results in a growing number of older people in need of care in many regions all over the world. Germany has witnessed steady population aging for decades, prompting policymakers and other stakeholders to discuss how to fulfill the rapidly growing demand for care workers and...
Persistent link: https://www.econbiz.de/10015272922
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Food price inflation in the United States as a complex dynamic economic system
Parum, Faith; Dharmasena, Senarath - In: Journal of agricultural & food industrial organization 22 (2024) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10015117641
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Toward Proactive Policy Design: Identifying 'To-Be' Energy-Poor Households Using Shap for Early Intervention
Budría, Santiago; Fermé, Eduardo; Freitas, Diogo Nuno - 2025
Identifying at-risk populations is essential for designing effective energy poverty interventions. Using data from the HILDA Survey, a longitudinal dataset representative of the Australian population, and a multidimensional index of energy poverty, we develop a machine learning model combined...
Persistent link: https://www.econbiz.de/10015338963
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Assessing the impact of the establishment of Japan advanced semiconductor manufacturing on Taiwani's foreign direct investment in Japan : an interrupted time series analysis
Ko, Yi-Chun - 2025
Persistent link: https://www.econbiz.de/10015371008
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Global sourcing under tariffs : a perspective of time series analysis
Zhang, D. James; Dabadghao, Shaunak S.; Udenio, Maximiliano - 2025
Persistent link: https://www.econbiz.de/10015372035
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Forecasting atmospheric ethane : application to the Jungfraujoch Measurement Station
Friedrich, Marina; Moussa, Karim; Shapovalova, Yuliya; … - 2025
Understanding the developments of atmospheric ethane is essential for better identifying the anthropogenic sources of methane, a major greenhouse gas with high global warming potential. While previous studies have focused on analyzing past trends in ethane and modeling the inter-annual...
Persistent link: https://www.econbiz.de/10015373851
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