//--> //--> //-->
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:"Applied economics"
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:"Autoregressive fractionally integrated moving average"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARMA model
21
ARMA-Modell
21
Time series analysis
8
Zeitreihenanalyse
8
Forecasting model
5
Prognoseverfahren
5
USA
5
United States
5
Canada
3
Großbritannien
3
Kanada
3
United Kingdom
3
VAR model
3
VAR-Modell
3
Arbeitslosigkeit
2
Cointegration
2
Deutschland
2
Einheitswurzeltest
2
Estimation theory
2
Forecast
2
Germany
2
Kointegration
2
National income
2
Nationaleinkommen
2
Prognose
2
Schock
2
Schätztheorie
2
Shock
2
Structural break
2
Strukturbruch
2
Theorie
2
Theory
2
Unemployment
2
Unit root test
2
Welt
2
World
2
1870-1993
1
1950-1997
1
1952-2004
1
1958-2007
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Adongo, Jonathan
1
Andreano, Maria Simona
1
Belbute, José M.
1
Bessec, Marie
1
Brorsen, B. Wade
1
Byers, J. David
1
Chung, Sang-Kuck
1
Davidson, James E. H.
1
Eberwein, Curtis J.
1
Feng, Hui
1
Fouquau, Julien
1
Gil-Alaña, Luis A.
1
Greasley, David
1
Gschwandtner, Adelina
1
Gupta, Rangan
1
Halkos, George E.
1
Handa, Jagdish
1
Hassani, Hossein
1
Hauser, Michael A.
1
Homaifar, Ghassem
1
Kargbo, J. M.
1
Kevork, Ilias S.
1
Kouretas, Georgios P.
1
Lee, Jong Eun
1
Lee, Yoonsuk
1
Liu, Jia
1
Louzis, Dimitrios P.
1
Matsuki, Takashi
1
Meritet, Sophie
1
Mikhail, O.
1
Norrbin, Stefan C.
1
Oxley, Les
1
Peel, David
1
Pereira, Alfredo M.
1
Prinz, Alexander
1
Refenes, Apostolos-Paul
1
Savio, Giovanni
1
Schulze, Peter M.
1
Segnon, Mawuli
1
Silva, Emmanuel Sirimal
1
more ...
less ...
Published in...
All
Applied economics
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied financial economics
11
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Economic modelling
10
CoFE discussion papers
9
Econometric Institute research papers
9
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
Journal of banking & finance
8
Journal of time series econometrics
8
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
Advances in business and management forecasting
7
Discussion papers in economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric reviews
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of applied econometrics
5
Journal of empirical finance
5
Tourism management : research, policies, practice
5
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
21
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Permanent shocks and forecasting with moving averages
Lee, Yoonsuk
;
Brorsen, B. Wade
- In:
Applied economics
49
(
2017
)
12
,
pp. 1213-1225
Persistent link: https://www.econbiz.de/10011811267
Saved in:
2
Do global CO2 emissions from fossil-fuel consumption exhibit long memory? : a fractional-integration analysis
Belbute, José M.
;
Pereira, Alfredo M.
- In:
Applied economics
49
(
2017
)
40
,
pp. 4055-4070
Persistent link: https://www.econbiz.de/10011820014
Saved in:
3
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
Saved in:
4
Forecasting the price of gold
Hassani, Hossein
;
Silva, Emmanuel Sirimal
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4141-4152
Persistent link: https://www.econbiz.de/10011294643
Saved in:
5
The long-run relationship between stock return dispersion and output
Homaifar, Ghassem
;
Adongo, Jonathan
;
Zhao, Kevin
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 943-952
Persistent link: https://www.econbiz.de/10009718486
Saved in:
6
The dynamics of inflation : a study of a large number of countries
Kouretas, Georgios P.
;
Wohar, Mark E.
- In:
Applied economics
44
(
2012
)
16/18
,
pp. 2001-2026
Persistent link: https://www.econbiz.de/10009572813
Saved in:
7
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
Saved in:
8
China's regional convergence in panels with multiple structural breaks
Matsuki, Takashi
;
Usami, Ryoichi
- In:
Applied economics
43
(
2011
)
7/9
,
pp. 873-890
Persistent link: https://www.econbiz.de/10009124380
Saved in:
9
Generalized long memory and mean reversion of the real exchange rate
Norrbin, Stefan C.
;
Smallwood, Aaron D.
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1377-1386
Persistent link: https://www.econbiz.de/10008658488
Saved in:
10
Forecasting container transshipment in Germany
Schulze, Peter M.
;
Prinz, Alexander
- In:
Applied economics
41
(
2009
)
22/24
,
pp. 2809-2815
Persistent link: https://www.econbiz.de/10003894874
Saved in:
11
Modelling profit series : nonstationary and long memory
Gschwandtner, Adelina
;
Hauser, Michael A.
- In:
Applied economics
40
(
2008
)
10/12
,
pp. 1475-1482
Persistent link: https://www.econbiz.de/10003742995
Saved in:
12
Forecasting agricultural exports and imports in South Africa
Kargbo, J. M.
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2069-2084
Persistent link: https://www.econbiz.de/10003589691
Saved in:
13
The long memory model of political support : some further results
Byers, J. David
;
Davidson, James E. H.
;
Peel, David
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2547-2552
Persistent link: https://www.econbiz.de/10003609221
Saved in:
14
Testing for a unit root under the alternative hypothesis of ARIMA (0,2,1)
Halkos, George E.
;
Kevork, Ilias S.
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2753-2767
Persistent link: https://www.econbiz.de/10003609512
Saved in:
15
Estimating persistence in Canadian unemployment : evidence from a Bayesian ARFIMA
Mikhail, O.
;
Eberwein, Curtis J.
;
Handa, Jagdish
- In:
Applied economics
38
(
2006
)
15
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10003367895
Saved in:
16
A SETAR model for Canadian GDP : non-linearities and forecast comparisons
Feng, Hui
;
Liu, Jia
- In:
Applied economics
35
(
2003
)
18
,
pp. 1957-1964
Persistent link: https://www.econbiz.de/10001863393
Saved in:
17
Real interest rates in regional economic blocs
Lee, Jong Eun
- In:
Applied economics
34
(
2002
)
7
,
pp. 859-864
Persistent link: https://www.econbiz.de/10001663178
Saved in:
18
Further evidence on business cycle asymmetries in G7 countries
Andreano, Maria Simona
;
Savio, Giovanni
- In:
Applied economics
34
(
2002
)
7
,
pp. 895-904
Persistent link: https://www.econbiz.de/10001663182
Saved in:
19
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
Gil-Alaña, Luis A.
- In:
Applied economics
33
(
2001
)
10
,
pp. 1263-1269
Persistent link: https://www.econbiz.de/10001590553
Saved in:
20
Asymptotics of rend stationary fractionally integrated ARMA models
Chung, Sang-Kuck
- In:
Applied economics
32
(
2000
)
12
,
pp. 1509-1514
Persistent link: https://www.econbiz.de/10001524416
Saved in:
21
International evidence on shock persistence : structural change, nonlinearities and subsample robustness
Greasley, David
;
Oxley, Les
- In:
Applied economics
31
(
1999
)
4
,
pp. 499-507
Persistent link: https://www.econbiz.de/10001418339
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->