//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"AR(1) model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Autocorrelation
23
Autokorrelation
23
Forecasting model
16
Prognoseverfahren
16
Time series analysis
16
Zeitreihenanalyse
16
Theorie
9
Theory
9
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Neural networks
3
Neuronale Netze
3
Bayes-Statistik
2
Bayesian inference
2
Bias
2
Deutschland
2
Einheitswurzeltest
2
Forecast
2
Functional data analysis
2
Germany
2
Prognose
2
Risikomaß
2
Risk measure
2
Systematischer Fehler
2
USA
2
Unit root test
2
United States
2
VAR model
2
VAR-Modell
2
Volatility forecast
2
ACD-POT
1
Adjustment costs
1
Anpassungskosten
1
Ansteckungseffekt
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Dijk, Dick van
3
Medeiros, Marcelo C.
3
Teräsvirta, Timo
3
Falk, Barry
2
Novales, Alfonso
2
Amaral, Luiz Felipe Moreira do
1
Argiento, Raffaele
1
Berloco, Claudia
1
Bokun, Kathryn O.
1
Canale, Antonio
1
Cubadda, Gianluca
1
Demetrescu, Matei
1
Galbraith, John W.
1
Golosnoy, Vasyl
1
Gonzalo, Jesús
1
González, Nicolás
1
Guardabascio, Barbara
1
Herrera, Rodrigo
1
Horváth, Lajos
1
Izzeldin, Marwan
1
Jackson, Laura
1
Kim, Jae H.
1
Kliesen, Kevin L.
1
Lahiri, Kajal
1
Lanne, Markku
1
Lazar, Emese
1
Li, Zhenxiong
1
Liu, Zhenya
1
Luoto, Jani
1
Montagna, Silvia
1
Owyang, Michael T.
1
Peng, Huaming
1
Pfann, Gerard A.
1
Pitarakis, Jean-Yves
1
Rapach, David E.
1
Rice, Gregory
1
Roy, Anindya
1
Saikkonen, Pentti
1
Shoesmith, Gary L.
1
Souza, Reinaldo Castro
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
135
Economics letters
78
Econometric theory
62
Econometric reviews
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
32
Applied economics letters
31
Regional science & urban economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
The econometrics journal
29
Journal of forecasting
27
Cowles Foundation discussion paper
26
Applied economics
22
Economic modelling
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
21
Working paper
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
CESifo working papers
17
The journal of real estate finance and economics
16
CREATES research paper
15
Energy economics
15
Journal of regional science
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Econometrics : open access journal
13
European journal of operational research : EJOR
13
The European journal of finance
13
Cowles Foundation Discussion Paper
12
Journal of applied econometrics
12
Finance research letters
11
Oxford bulletin of economics and statistics
11
SSE EFI working paper series in economics and finance
11
Spatial economic analysis : the journal of the Regional Studies Association
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Applied financial economics
10
Discussion papers in economics and econometrics
10
NBER Working Paper
10
Papers in regional science : the journal of the Regional Science Association International
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
23
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods
Berloco, Claudia
;
Argiento, Raffaele
;
Montagna, Silvia
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1065-1077
Persistent link: https://www.econbiz.de/10014465243
Saved in:
2
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
3
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
4
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
5
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
6
Forecasting risk measures using intraday data in a generalized autoregressive score framework
Lazar, Emese
;
Xue, Xiaohan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1057-1072
Persistent link: https://www.econbiz.de/10012497719
Saved in:
7
A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1318-1331
Persistent link: https://www.econbiz.de/10012305326
Saved in:
8
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
Saved in:
9
Constrained functional time series : applications to the Italian gas market
Canale, Antonio
;
Vantini, Simone
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1340-1351
Persistent link: https://www.econbiz.de/10011622161
Saved in:
10
Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal
;
Peng, Huaming
;
Zhao, Yongchen
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
Saved in:
11
The modeling and forecasting of extreme events in electricity spot markets
Herrera, Rodrigo
;
González, Nicolás
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 477-490
Persistent link: https://www.econbiz.de/10010511552
Saved in:
12
Space-time autoregressive models and forecasting national, regional and state crime rates
Shoesmith, Gary L.
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 191-201
Persistent link: https://www.econbiz.de/10009706162
Saved in:
13
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 623-631
Persistent link: https://www.econbiz.de/10009659890
Saved in:
14
A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting
Amaral, Luiz Felipe Moreira do
;
Souza, Reinaldo Castro
; …
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 603-615
Persistent link: https://www.econbiz.de/10003808323
Saved in:
15
The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
Rapach, David E.
;
Wohar, Mark E.
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 341-361
Persistent link: https://www.econbiz.de/10003315668
Saved in:
16
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Teräsvirta, Timo
;
Dijk, Dick van
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 755-774
Persistent link: https://www.econbiz.de/10003150707
Saved in:
17
Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Novales, Alfonso
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 775-780
Persistent link: https://www.econbiz.de/10003150708
Saved in:
18
Reply: [Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination]
Teräsvirta, Timo
;
Dijk, Dick van
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 781-783
Persistent link: https://www.econbiz.de/10003150710
Saved in:
19
Forecasting using the trend model with autoregressive errors
Falk, Barry
;
Roy, Anindya
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 291-302
Persistent link: https://www.econbiz.de/10002687865
Saved in:
20
Forecasting autoregressive time series with bias-corrected parameter estimators
Kim, Jae H.
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 493-502
Persistent link: https://www.econbiz.de/10001793034
Saved in:
21
Content horizons for univariate time-series forecasts
Galbraith, John W.
- In:
International journal of forecasting
19
(
2003
)
1
,
pp. 43-55
Persistent link: https://www.econbiz.de/10001735029
Saved in:
22
Measuring and forecasting asymmetries in employment cycles with US labor market applications
Pfann, Gerard A.
- In:
International journal of forecasting
17
(
2001
)
3
,
pp. 433-445
Persistent link: https://www.econbiz.de/10001604365
Saved in:
23
Fitting autoregressive trend stationary models with finite samples
Falk, Barry
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10001428413
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->