//--> //--> //-->
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:"Economics letters"
~isPartOf:"CoFE discussion papers"
~subject:"VAR model"
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 integrated moving average"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
VAR model
ARMA model
44
ARMA-Modell
44
Theorie
22
Theory
22
Time series analysis
13
Zeitreihenanalyse
13
Estimation theory
7
Schätztheorie
7
USA
7
United States
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Forecasting model
5
Prognoseverfahren
5
fractional ARIMA
5
long-range dependence
5
Einheitswurzeltest
4
Estimation
4
Schätzung
4
Unit root test
4
VAR-Modell
4
bandwidth selection
4
semiparametric models
4
Börsenkurs
3
Cointegration
3
Kointegration
3
Markov chain
3
Markov-Kette
3
Share price
3
Welt
3
World
3
kernel estimation
3
trend
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
BIC
2
Box-Jenkins ARIMA
2
Dynamic equilibrium
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Cavicchioli, Maddalena
1
Izzeldin, Marwan
1
Kam, Timothy
1
Li, Zhenxiong
1
Meyer-Gohde, Alexander
1
Neuhoff, Daniel
1
Vahid, Farshid
1
Yao, Wenying
1
Yao, Xingzhi
1
more ...
less ...
Published in...
All
Economics letters
CoFE discussion papers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied economics
3
IMF working papers
3
Journal of econometrics
3
Journal of forecasting
3
IMF working paper
2
Staff working paper / Bank of Canada
2
Use R!
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of financial economics
1
BLS working papers
1
Banca central
1
Bank of England Working Paper
1
Berichte aus der Volkswirtschaft
1
CAMA working paper series
1
CBN journal of applied statistics
1
CESifo working papers
1
CFS working paper series
1
CREATES research paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Contemporary economic policy : a journal of Western Economic Association International
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Discussion papers of interdisciplinary research project 373
1
ECARES working paper
1
EUI working paper / ECO
1
Econometric Institute research papers
1
Econometric reviews
1
Econometric theory
1
Econometrics : open access journal
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
IMF Working Papers, Vol. , pp. 1-19, 2010
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International Journal of Energy Economics and Policy : IJEEP
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
2
On weak identification in structural VARMA models
Yao, Wenying
;
Kam, Timothy
;
Vahid, Farshid
- In:
Economics letters
156
(
2017
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011822327
Saved in:
3
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
4
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->