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~subject:"Statistik Zeitreihe"
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Statistik Zeitreihe
Theorie
70
Theory
68
USA
52
United States
51
Estimation theory
41
Schätztheorie
41
Zeitreihenanalyse
35
Time series analysis
33
Konjunktur
26
Business cycle
23
Estimation
23
Markov chain
23
Markov-Kette
23
Schätzung
23
economic models
16
Börsenkurs
15
Share price
14
Capital income
13
Kapitaleinkommen
13
National income
13
Nationaleinkommen
13
Regression analysis
13
Makroökonomie
12
Regressionsanalyse
12
Yield curve
11
Zinsstruktur
11
Volatility
10
Volatilität
10
Zustandsraummodell
10
Einheitswurzeltest
9
State space model
9
Structural break
9
Unit root test
9
ARCH-Modell
8
ARMA-Modell
8
Economic growth
8
Gross domestic product
8
Statistical theory
8
Statistische Methodenlehre
8
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8
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8
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Nelson, Charles R.
8
Kang, Heejoon
2
Beveridge, Stephen
1
Plosser, Charles I.
1
Schwert, G. William
1
Shea, Gary S.
1
Sims, Christopher A.
1
Stulz, René M.
1
Wasserfallen, Walter
1
Zellner, Arnold
1
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Journal of monetary economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
The American statistician : a publication of the American Statistical Association
1
Three aspects of policy and policymaking : knowledge, data and institutions
1
Understanding monetary regimes
1
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ECONIS (ZBW)
8
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1
Pitfalls in the use of time as an explanatory variable in regression
Nelson, Charles R.
;
Kang, Heejoon
- In:
Journal of business & economic statistics : JBES ; a …
2
(
1984
)
1
,
pp. 73-82
Persistent link: https://www.econbiz.de/10002568390
Saved in:
2
The interpretation of R2 in autoregressivemoving average time series models
Nelson, Charles R.
- In:
The American statistician : a publication of the …
30
(
1976
)
4
,
pp. 175-180
Persistent link: https://www.econbiz.de/10002568376
Saved in:
3
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the 'business cycle
Beveridge, Stephen
;
Nelson, Charles R.
- In:
Journal of monetary economics
7
(
1981
)
2
,
pp. 151-174
Persistent link: https://www.econbiz.de/10001907850
Saved in:
4
Hypothesis testing based on goodness-of-fit in the moving average time series modell
Nelson, Charles R.
;
Shea, Gary S.
- In:
Journal of econometrics
10
(
1979
)
2
,
pp. 221-226
Persistent link: https://www.econbiz.de/10002568365
Saved in:
5
Spurious periodicity in inappropriately detrended time series
Nelson, Charles R.
;
Kang, Heejoon
- In:
Econometrica : journal of the Econometric Society, an …
49
(
1981
)
3
,
pp. 741-751
Persistent link: https://www.econbiz.de/10002568451
Saved in:
6
Trends and random walks in macroeconomic time series : some evidence and implications
Nelson, Charles R.
;
Plosser, Charles I.
- In:
Journal of monetary economics
10
(
1982
)
2
,
pp. 139-162
Persistent link: https://www.econbiz.de/10002568542
Saved in:
7
Tests of causality : the message in the innovations
Schwert, G. William
;
Nelson, Charles R.
;
Sims, …
- In:
Three aspects of policy and policymaking : knowledge, …
,
(pp. 55-96)
.
1979
Persistent link: https://www.econbiz.de/10002791425
Saved in:
8
Macroeconomic time-series, business cycles and macroeconomic policies
Stulz, René M.
;
Wasserfallen, Walter
;
Nelson, Charles R.
- In:
Understanding monetary regimes
,
(pp. 9-53)
.
1985
Persistent link: https://www.econbiz.de/10002884679
Saved in:
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