Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARMA 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
Testing multiple equation syst...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARMA model
Theorie
49
Theory
49
Time series analysis
35
Zeitreihenanalyse
35
Estimation
31
Forecasting model
31
Prognoseverfahren
31
Schätzung
31
Australia
22
Australien
22
VAR model
22
VAR-Modell
22
Cointegration
21
Estimation theory
21
Schätztheorie
21
Kointegration
20
USA
16
United States
16
Schock
13
Shock
13
ARMA-Modell
10
Economic indicator
10
Volatility
10
Volatilität
10
Welt
10
Wirtschaftsindikator
10
World
10
Capital income
9
Climate change
9
Kapitaleinkommen
9
Klimawandel
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Autocorrelation
8
Autokorrelation
8
Börsenkurs
6
Mortality
6
Nichtlineare Regression
6
Nonlinear regression
6
more ...
less ...
Online availability
All
Free
6
Undetermined
2
Type of publication
All
Book / Working Paper
6
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
6
Working Paper
6
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
4
Non-commercial literature
4
Language
All
English
10
Author
All
Vahid, Farshid
10
Athanasopoulos, George
8
Poskitt, Donald Stephen
5
Yao, Wenying
5
Kam, Timothy
2
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
2
Econometric reviews
1
Economics letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
2
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
Saved in:
3
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 60-83
Persistent link: https://www.econbiz.de/10009515972
Saved in:
4
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301166
Saved in:
5
A complete VARMA modelling methodology based on scalar components
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301178
Saved in:
6
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
7
VAR(MA), what is it good for? : More bad news for reduced-form estimation and inference
Yao, Wenying
;
Kam, Timothy
;
Vahid, Farshid
-
2014
Persistent link: https://www.econbiz.de/10010520887
Saved in:
8
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
9
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
