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:"Time series analysis"
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
Measuring non-linearity, long...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
74
Theory
73
Exchange rate
35
Wechselkurs
35
Zeitreihenanalyse
32
Estimation theory
31
Schätztheorie
31
ARCH-Modell
24
Volatilität
24
Volatility
23
ARCH model
22
Estimation
21
Schätzung
21
Currency derivative
19
Währungsderivat
19
Devisenmarkt
18
Foreign exchange market
17
Deutschland
15
Welt
15
World
15
Germany
14
Exchange rate policy
13
Interest rate parity
13
Regression analysis
13
Regressionsanalyse
13
USA
13
United States
13
Wechselkurspolitik
13
Zinsparität
13
Risikoprämie
12
Risk premium
12
ARMA model
11
ARMA-Modell
11
US dollar
10
US-Dollar
10
Long memory
9
Forecasting model
8
Prognoseverfahren
8
Capital income
7
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
22
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
30
Author
All
Baillie, Richard
23
Kapetanios, George
10
Baillie, Richard T.
3
Bollerslev, Tim
3
Kim, Kun Ho
3
Morana, Claudio
3
Cho, Dooyeon
2
Chung, Ching-fan
2
Diebold, Francis X.
2
Han, Young Wook
2
Mikkelsen, Hans Ole Æ.
2
Papailias, Fotis
2
Rho, Seunghwa
2
Tieslau, Margie A.
2
Xiao, Linlan
2
Arteche, Josu
1
Bailey, Ralph W.
1
Calonaci, Fabio
1
Cecen, A. A.
1
Cecen, Aydin
1
Chaleampong Kongcharoen
1
Jain, Pawan
1
King, Maxwell L.
1
Mora, Aaron
1
Schmidt, Peter
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Journal of econometrics
5
Working paper
4
Economic modelling
2
Economics letters
2
Communications in Nonlinear Science and Numerical Simulation 2021
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of forecasting
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of macroeconomics
1
NBER working paper series
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
Working papers / Penn Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Capital flows and current account dynamics in Turkey : a nonlinear time series analysis
Cecen, A. A.
;
Xiao, Linlan
- In:
Economic modelling
39
(
2014
),
pp. 240-246
Persistent link: https://www.econbiz.de/10010421852
Saved in:
2
Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
Saved in:
3
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
4
Common stochastic trends in a system of exchange rates
Baillie, Richard
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Saved in:
5
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
6
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Saved in:
7
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
8
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10001755335
Saved in:
9
Testing for neglected nonlinearity in long memory models
Baillie, Richard
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808664
Saved in:
10
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
