//--> //--> //-->
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:"Journal of applied econometrics"
~subject:"Autocorrelation"
~isPartOf:"Energy 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:"Time series analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Time series analysis
345
Zeitreihenanalyse
344
Theorie
143
Theory
143
Forecasting model
91
Prognoseverfahren
91
Estimation
89
Schätzung
89
Oil price
79
Ölpreis
79
Volatility
78
Volatilität
78
Welt
53
World
53
USA
51
United States
51
Estimation theory
39
Schätztheorie
39
ARCH model
33
ARCH-Modell
33
Cointegration
31
Electricity price
31
Strompreis
31
Kointegration
30
Energiekonsum
27
Energy consumption
27
Business cycle
24
Commodity derivative
24
Electric power industry
24
Elektrizitätswirtschaft
24
Oil market
24
Rohstoffderivat
24
State space model
24
Zustandsraummodell
24
Ölmarkt
24
Konjunktur
23
Structural break
23
Strukturbruch
23
VAR model
23
VAR-Modell
23
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Gupta, Rangan
2
He, Changli
2
Kang, Jian
2
Niu, Mengyi
2
Pierdzioch, Christian
2
Qu, Hui
2
Teräsvirta, Timo
2
Çepni, Oğuzhan
2
Billé, Anna Gloria
1
Bonato, Matteo
1
Cagli, Efe Çaglar
1
Catania, Leopoldo
1
Chen, Wei
1
Clements, Michael P.
1
Creal, Drew
1
Duan, Qingling
1
Franses, Philip Hans
1
Heinen, Florian
1
Kaufmann, Hendrik
1
Kisswani, Khalid M.
1
Koopman, Siem Jan
1
Lanne, Markku
1
Li, Xindan
1
Lof, Matthijs
1
Lucas, André
1
Luoma, Arto
1
Luoto, Jani
1
Mandacı, Pınar Evrım
1
Nusair, Salah
1
Nyberg, Henri
1
Paap, Richard
1
Pienaar, Daniel
1
Sibbertsen, Philipp
1
Silvennoinen, Annastiina
1
Smith, Jeremy
1
Taskin, Dilvin
1
Zhang, Shuhua
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Energy economics
Journal of econometrics
38
Economics letters
21
Econometric reviews
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Discussion paper / Tinbergen Institute
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
International journal of forecasting
16
Econometric theory
15
Journal of forecasting
13
Applied economics letters
11
CREATES research paper
9
Cowles Foundation discussion paper
9
The econometrics journal
8
Applied economics
6
CESifo working papers
6
Cowles Foundation Discussion Paper
6
Journal of empirical finance
6
SSE EFI working paper series in economics and finance
6
Working paper
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Economic modelling
5
Cambridge working papers in economics
4
Discussion papers in economics
4
Econometric Institute research papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of economics and financial issues : IJEFI
4
International review of financial analysis
4
Journal of financial econometrics
4
Oxford bulletin of economics and statistics
4
Quantitative finance
4
The empirical economics letters : a monthly international journal of economics
4
CBN journal of applied statistics
3
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
3
CEIS Working Paper
3
CORE discussion paper : DP
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
2
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
3
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
4
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
5
The short- and long-run efficiency of energy, precious metals, and base metals markets : evidence from the exponential smooth transition autoregressive models
Cagli, Efe Çaglar
;
Taskin, Dilvin
;
Mandacı, Pınar Evrım
- In:
Energy economics
84
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012183301
Saved in:
6
Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets
Qu, Hui
;
Duan, Qingling
;
Niu, Mengyi
- In:
Energy economics
74
(
2018
),
pp. 767-776
Persistent link: https://www.econbiz.de/10011972967
Saved in:
7
Noncausality and the commodity currency hypothesis
Lof, Matthijs
;
Nyberg, Henri
- In:
Energy economics
65
(
2017
),
pp. 424-433
Persistent link: https://www.econbiz.de/10011804018
Saved in:
8
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
9
Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui
;
Chen, Wei
;
Niu, Mengyi
;
Li, Xindan
- In:
Energy economics
54
(
2016
),
pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
Saved in:
10
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
Saved in:
11
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
12
Non-linearities in the dynamics of oil prices
Kisswani, Khalid M.
;
Nusair, Salah
- In:
Energy economics
36
(
2013
),
pp. 341-353
Persistent link: https://www.econbiz.de/10009724688
Saved in:
13
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku
;
Luoma, Arto
;
Luoto, Jani
- In:
Journal of applied econometrics
27
(
2012
)
5
,
pp. 812-830
Persistent link: https://www.econbiz.de/10010219731
Saved in:
14
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
15
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->