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:"Zeitreihenanalyse"
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
Fitting dynamic factor models...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
11
Theory
11
Time series analysis
11
Estimation
7
Schätzung
7
Factor analysis
5
Faktorenanalyse
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Electricity price
4
Multivariate Analyse
4
Multivariate analysis
4
Stochastic process
4
Stochastischer Prozess
4
Strompreis
4
Forecasting model
3
Prognoseverfahren
3
Spot market
3
Spotmarkt
3
State space model
3
Zustandsraummodell
3
Bayes-Statistik
2
Bayesian inference
2
Causality analysis
2
Estimation theory
2
Kausalanalyse
2
Markov chain
2
Markov-Kette
2
Robust statistics
2
Robustes Verfahren
2
Schätztheorie
2
Welt
2
World
2
2004-2010
1
Application of theory
1
Australia
1
Australien
1
B-splines
1
Bandwidth selection
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
8
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
11
Author
All
Sachs, Rainer von
8
Eichler, Michael
5
Barigozzi, Matteo
2
Guo, Wensheng
2
Hallin, Marc
2
Motta, Giovanni
2
Soccorsi, Stefano
2
Dai, Ming
1
Didelez, Vanessa
1
Freyermuth, Jean-Marc
1
Manner, Hans
1
Omba, Hernando
1
Ombao, Hernando
1
Ombao, Hernando C.
1
Türk, Dennis
1
Van Bellegem, Sébastien
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Journal of the American Statistical Association : JASA
3
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Energy economics
1
International journal of forecasting
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fitting dynamic factor models to non-stationary time series
Eichler, Michael
;
Motta, Giovanni
;
Sachs, Rainer von
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009270587
Saved in:
2
Fitting dynamic factor models to non-stationary time series
Eichler, Michael
;
Motta, Giovanni
;
Sachs, Rainer von
-
2009
Persistent link: https://www.econbiz.de/10003934781
Saved in:
3
Granger causality and path diagrams for multivariate time series
Eichler, Michael
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 334-353
Persistent link: https://www.econbiz.de/10003441751
Saved in:
4
On Granger-causality and the effect of interventions in time series
Eichler, Michael
;
Didelez, Vanessa
-
2009
Persistent link: https://www.econbiz.de/10003934782
Saved in:
5
Modeling and forecasting multivariate electricity price spikes
Manner, Hans
;
Türk, Dennis
;
Eichler, Michael
- In:
Energy economics
60
(
2016
),
pp. 255-265
Persistent link: https://www.econbiz.de/10011699897
Saved in:
6
Smoothing spline ANOVA for time-dependent spectral analysis
Guo, Wensheng
;
Dai, Ming
;
Ombao, Hernando C.
;
Sachs, …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
463
,
pp. 643-652
Persistent link: https://www.econbiz.de/10001828675
Saved in:
7
Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien
;
Sachs, Rainer von
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 611-627
Persistent link: https://www.econbiz.de/10002434284
Saved in:
8
SLEX analysis of multivariate nonstationary time series
Omba, Hernando
;
Sachs, Rainer von
;
Guo, Wensheng
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 519-531
Persistent link: https://www.econbiz.de/10002929323
Saved in:
9
Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
Freyermuth, Jean-Marc
;
Ombao, Hernando
;
Sachs, Rainer von
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 634-646
Persistent link: https://www.econbiz.de/10008736085
Saved in:
10
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
