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Theory
Zeitreihenanalyse
31,029
Time series analysis
30,612
Theorie
13,976
Schätztheorie
6,824
Estimation theory
6,818
Prognoseverfahren
6,257
Forecasting model
6,234
Schätzung
6,047
Estimation
6,046
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3,721
Volatility
3,717
USA
2,750
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2,744
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2,354
ARCH-Modell
2,353
Kointegration
2,288
Cointegration
2,282
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2,153
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2,145
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2,111
Share price
2,106
VAR model
1,855
VAR-Modell
1,852
Capital income
1,748
Kapitaleinkommen
1,748
Stochastischer Prozess
1,748
Unit root test
1,740
Einheitswurzeltest
1,739
Stochastic process
1,736
time series
1,468
State space model
1,427
Zustandsraummodell
1,427
Strukturbruch
1,281
Structural break
1,280
Regressionsanalyse
1,247
Regression analysis
1,235
Welt
1,176
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1,174
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1,148
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4,443
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2,508
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204
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6,997
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6,950
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11
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2
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Gil-Alaña, Luis A.
155
Phillips, Peter C. B.
149
Franses, Philip Hans
135
Caporale, Guglielmo Maria
116
Koopman, Siem Jan
109
Lütkepohl, Helmut
80
Härdle, Wolfgang
79
Harvey, Andrew C.
68
Teräsvirta, Timo
68
Pesaran, M. Hashem
63
Granger, C. W. J.
61
Taylor, Robert
58
Maravall Herrero, Agustín
57
Lucas, André
56
McAleer, Michael
55
Sibbertsen, Philipp
55
Dijk, Herman K. van
54
Swanson, Norman R.
53
Hyndman, Rob J.
52
Koop, Gary
52
Kunst, Robert M.
52
Proietti, Tommaso
52
Engle, Robert F.
51
Saikkonen, Pentti
51
Stock, James H.
49
Bauwens, Luc
46
Hassler, Uwe
46
Mills, Terence C.
45
Perron, Pierre
45
Timmermann, Allan
43
Dijk, Dick van
41
Ghysels, Eric
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Gao, Jiti
40
Watson, Mark W.
40
Johansen, Søren
39
Breitung, Jörg
38
Haldrup, Niels
38
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All
National Bureau of Economic Research
89
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
11
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Econometrisch Instituut <Rotterdam>
7
European Commission / Statistical Office of the European Union
7
Centre for Quantitative Economics & Computing
6
European Commission / Joint Research Centre
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Birkbeck College / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Eric Cuvillier <Firma>
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
London School of Economics and Political Science
3
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
3
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Published in...
All
Journal of econometrics
318
International journal of forecasting
292
Economics letters
261
Journal of forecasting
252
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Econometric theory
210
Discussion paper / Tinbergen Institute
167
Econometric reviews
137
Economic modelling
119
Applied economics
117
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
93
Applied economics letters
92
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Computational economics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
83
NBER Working Paper
80
Journal of economic dynamics & control
79
Working paper
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
74
CREATES research paper
72
NBER working paper series
67
European journal of operational research : EJOR
66
Cowles Foundation discussion paper
64
Oxford bulletin of economics and statistics
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
60
Journal of empirical finance
59
Working paper / National Bureau of Economic Research, Inc.
58
Discussion papers of interdisciplinary research project 373
57
CESifo working papers
54
Finance research letters
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
The econometrics journal
52
EUI working paper / ECO
51
Working papers
47
Journal of macroeconomics
45
SFB 649 discussion paper
43
Discussion paper / Center for Economic Research, Tilburg University
42
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Source
All
ECONIS (ZBW)
13,957
RePEc
1
Showing
1
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10
of
13,958
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date (oldest first)
1
Mathematical programming formulations and algorithms for discrete k-median
clustering
of time-series data
Seref, Onur
;
Fan, Ya-ju
;
Chaovalitwongse, Wanpracha
- In:
INFORMS journal on computing : JOC
26
(
2014
)
1
,
pp. 160-172
Persistent link: https://www.econbiz.de/10010344112
Saved in:
2
Time series forecasting based on a multidimensional Taylor network model with
clustering
of dynamic characteristics
Yan, Hong-Sen
;
Zheng, Xiao-Yi
;
Zhou, Bo
;
Zhang, Jiao-Jun
- In:
Journal of the Operational Research Society
73
(
2022
)
12
,
pp. 2660-2669
Persistent link: https://www.econbiz.de/10013533308
Saved in:
3
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and
clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1641-1667
Persistent link: https://www.econbiz.de/10015196952
Saved in:
4
Formation of seasonal groups and application of seasonal indices
Boylan, John E.
;
Chen, H.
;
Mohammadipour, M.
;
Syntetos, A.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10010239945
Saved in:
5
Cash demand forecasting in ATMs by
clustering
and neural networks
Venkatesh, Kamini
;
Ravi, Vadlamani
;
Prinzie, Anita
;
Van …
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 383-392
Persistent link: https://www.econbiz.de/10010224693
Saved in:
6
Regression discontinuity designs with clustered data : variance and bandwidth choice
Bartalotti, Otávio C.
;
Brummet, Quentin O.
-
2016
Persistent link: https://www.econbiz.de/10011542737
Saved in:
7
Exploring the influence of industries and randomness in stock prices
Contreras, Ivan
;
Hidalgo, José Ignacio
;
Nuñez, Laura
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 713-729
Persistent link: https://www.econbiz.de/10011949899
Saved in:
8
Machine learning in macro-economic series forecasting
Liao, Yun
- In:
International journal of economics and finance
9
(
2017
)
12
,
pp. 71-76
Persistent link: https://www.econbiz.de/10011782656
Saved in:
9
A cluster driven log-volatility factor model : a deepening on the source of the volatility
clustering
Verma, Anshul
;
Buonocore, R. J.
;
Di Matteo, Tiziana
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 981-996
Persistent link: https://www.econbiz.de/10012194736
Saved in:
10
Tree-based methods for
clustering
time series using domain-relevant attributes
Ashouri, Mahsa
;
Shmueli, Galit
;
Sin, Chor-yiu
- In:
Journal of business analytics
2
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012170261
Saved in:
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