503555 documents matched the search for Time series models in titles and keywords.
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Bayesian Analysis of Nonlinear Time Series Models with a Threshold,
Michel Lubrano,
from Universite Aix-Marseille III
(1998)
Keywords: TIME SERIES ; MODELS
Testing for Non-linearity in Time Series Models,
A Beg and Param Silvapulle,
from School of Economics, La Trobe University
(1996)
Keywords: Time Series, Economic Models
Modeling seasonality in bimonthly time series,
Philip Hans Franses,
in Statistics & Probability Letters
(1992)
Keywords: Time series seasonality model selection
Quasifiltering for time-series modeling,
Alexander Tsyplakov,
from University Library of Munich, Germany
(2015)
Keywords: time-series model, state-space model, score driven model
On the invertibility of time series models,
Clive Granger and Allan Andersen,
in Stochastic Processes and their Applications
(1978)
Keywords: Time series analysis non-linear models invertibility bilinear models
MODELSEL: GAUSS module for Model Selection in Time Series Analysis,
Scott Hacker and Abdulnasser Hatemi-J,
from Boston College Department of Economics
(2021)
Keywords: model selection, time series
A model selection procedure for time series with seasonality,
Philip Hans Franses,
in Statistics & Probability Letters
(1993)
Keywords: Time series seasonality model selection
Testing Serial Correlation in Semiparametric Time Series Model,
Dingding Li and Thanasis Stengos,
from University of Guelph, Department of Economics and Finance
(1999)
Keywords: TESTS ; ECONOMIC MODELS ; TIME SERIES
Modelling of Stock Returns Time-Series,
Jiří Trešl and Dagmar Blatná,
in Acta Oeconomica Pragensia
(2007)
Keywords: financial time-series, stock returns, GARCH models
A generalized fractional time series model,
Luis Gil-Alana,
from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
(2000)
Keywords: Long memory, Time series model, Fractional integration
Modeling trends in macroeconomic time series,
Nathan Balke,
in Economic and Financial Policy Review
(1991)
Keywords: Macroeconomics; Econometric models; time series analysis
Trending Time Series Models,
Li Chen, Jiti Gao and Farshid Vahid,
from World Scientific Publishing Co. Pte. Ltd.
(2024)
Keywords: Econometrics, Time Series, Time Series Analysis, Time Trend, Deterministic Trend, Stochastic Trend, Nonlinear Time Series, Nonlinear Models, Trending Time Series, Nonparametric Models, Semiparametric Models, Climate Change, Climate Change Econometrics, Strong Trend, Weak Trend, Common Trend, Statistical Tests,
Modeling with Time Series: Issues and Common Errors,
Abdulhakeem Kilishi,
from Department of Economics, University of Ilorin
(2022)
Keywords: Time Series; Time Trend; Nonstationary; Modeling
Modelling Financial Time Series,
Stephen J Taylor,
from World Scientific Publishing Co. Pte. Ltd.
(2007)
Keywords: ARCH Models, Exchange Rates, Forecasting, Stock Markets, Time Series, Volatility
Modelling time series of counts with overdispersion,
Christian Weiß,
in Statistical Methods & Applications
(2009)
Keywords: Time series of counts, INGARCH model, ACP model, Overdispersion, Autocorrelation structure,
A Time Series Model for the Long - Term Forecast of Ports’ Container Handling: The Case of Port of Piraeus,
El Thalassinos and Dr. Michalopoulos Vassilis,
in European Research Studies Journal
(2005)
Keywords: Time series models, forecasts
Maximum likelihood estimation of time series models: the Kalman filter and beyond,
Tommaso Proietti and Luati Alessandra,
from University Library of Munich, Germany
(2012)
Keywords: Time series models; Unobserved components;
Relationship between the Mean and the Constant in a Box–Jenkins Time Series Model,
Jesús Rosel, Jaime Arnau and Pilar Jara,
in Quality & Quantity: International Journal of Methodology
(1998)
Keywords: time series, Box–Jenkins models,
Markov Switching Model for Financial Time Series,
Alina Barbulescu and Cristian Stefan Dumitriu,
in Ovidius University Annals, Economic Sciences Series
(2021)
Keywords: Markov Switching Model (MSwM), time series, BET
Modelling high-frequency economic time series,
Lei-Han Tang and Zhi-Feng Huang,
in Physica A: Statistical Mechanics and its Applications
(2000)
Keywords: Economic time series; Nongaussian distribution; Langevin modelling;
Forecasting with periodic autoregressive time series models,
Philip Hans Franses and Richard Paap,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(1999)
Keywords: Forecasting, periodic autoregressive time series models
Introduction to Topics in Modelling Financial and Macroeconomic Time Series,
Fredj Jawadi,
in Computational Economics
(2020)
Keywords: Time Series modelling, Financial data, Macroeconomic data
A Mixed Exponential Time Series Model,
A. J. Lawrance and P. A. W. Lewis,
in Management Science
(1982)
Keywords: time series model, dependent mixed exponential sequence, mixed exponential distribution
Time Series Analysis, Forecasting and Econometric Modeling: The Structural Econometric Modeling, Time Series Analysis (SEMTSA) Approach,
Arnold Zellner,
from California Irvine - School of Social Sciences
(1992)
Keywords: economic models ; time series ; forecasting techniques
Spatial Time-Series Modeling: A review of the proposed methodologies,
Yiannis Kamarianakis and Poulicos Prastacos,
from University of Crete, Department of Economics
(2006)
Keywords: spatial time-series, space-time models, STARIMA, Bayesian Vector Autoregressions
An Exponential Autoregressive Time Series Model for Complex Data,
Gholamreza Hesamian, Faezeh Torkian, Arne Johannssen and Nataliya Chukhrova,
in Mathematics
(2023)
Keywords: AR model; ARMA model; fuzzy nonlinear time series; fuzzy data; time series analysis
Modelling and selecting among multiple time series methods,
Syed Shahabuddin,
in International Journal of Operational Research
(2010)
Keywords: statistical errors; forecasting; modelling; operations research; planning; time series; time series components; time series methods; sales forecasts; resource planning.
Threshold Autoregression for Strongly Autocorrelated Time Series,
Markku Lanne and Pentti Saikkonen,
from Department of Economics
(2000)
Keywords: TESTS ; MODELS ; TIME SERIES
Time Series Simulation With Quasi Monte Carlo Methods,
J.X. Li and Peter Winker,
from Pennsylvania State - Department of Economics
(2000)
Keywords: TIME SERIES ; ECONOMIC MODELS
Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model,
Jesús Rosel, Pilar Jara and Jaime Arnau,
in Quality & Quantity: International Journal of Methodology
(2002)
Keywords: time series, Box-Jenkins models, autoregressive models,
Automatic Modeling Methods for Univariate Series,
Víctor Gómez and Agustin Maravall,
from Banco de España
(1998)
Keywords: MODELS ; TIME SERIES
Modelling economic high-frequency time series with STAR-STGARCH models,
Stefan Lundbergh and Timo Teräsvirta,
from Stockholm School of Economics
(1998)
Keywords: Financial time series; model misspecification test; nonlinear time series; smooth transition autoregressive model; smooth transition GARCH; time series model specification.
A Time Series Model with Periodic Stochastic Regime Switching,
Eric Ghysels,
from Centre interuniversitaire de recherche en économie quantitative, CIREQ
(1993)
Keywords: time series
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models,
Jiti Gao and Maxwell King,
from Econometric Society
(2004)
Keywords: model specification, nonpatametric and semiparametric time series econometrics
Regression Models for Binary Time Series,
Benjamin Kedem and Konstantinos Fokianos,
from Springer
(2002)
Keywords: Regression Model, Partial Likelihood, General Regression Model, Categorical Time Series, Probit Regression Model
Time Series Modelling of Trends in Northern Hemispheric Average Temperature Series,
Terence C. Mills,
in Energy & Environment
(2004)
Keywords: hockey stick; climate change; time series analysis; trends; structural time series models
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models,
Chaohua Dong and Jiti Gao,
from Monash University, Department of Econometrics and Business Statistics
(2012)
Keywords: Consumption–income model; Integrated time series; Local–time process; Orthogonal series estimation; Parametric specification
Structural Time Series Modelling of Capacity Utilisation,
Tommaso Proietti,
from University Library of Munich, Germany
(1999)
Keywords: Structural Time Series Models, Nonlinear models, Extended Kalman Filter, Interpolation
Copula-based dynamic models for multivariate time series,
Bouchra R. Nasri and Bruno N. Rémillard,
in Journal of Multivariate Analysis
(2019)
Keywords: Copulas; Dynamic models; Generalized error models; Goodness-of-fit; Time series;
A Flexible Coefficient Smooth Transition Time Series Model,
Marcelo Medeiros and Alvaro Veiga,
from Stockholm School of Economics
(2004)
Keywords: Time series; smooth transition models; threshold models; neural networks
Nonlinear time series modelling: an introduction,
Simon Potter,
from Federal Reserve Bank of New York
(1999)
Keywords: time series analysis
Time Series Modelling using TSMod 3.24,
Charles Bos,
from Tinbergen Institute
(2003)
Keywords: Time series; software; econometrics
Metric-Based Model Selection For Time-Series Forecasting,
Yoshua Bengio and Nicolas Chapados,
from CIRANO
(2003)
Keywords: Unlabeled data, model selection, time-series, Données non-étiquetées, sélection de modèles, séries temporelles
On the Autoregressive Time Series Model Using Real and Complex Analysis,
Torsten Ullrich,
in Forecasting
(2021)
Keywords: data analysis; time series; autoregressive model
Forecasting Tourism Using Univariate and Multivariate Structural Time Series Models,
Lindsay W. Turner and Stephen F. Witt,
in Tourism Economics
(2001)
Keywords: tourism forecasting; time series models; accuracy comparisons
A non-central beta model to forecast and evaluate pandemics time series,
Paulo Renato Alves Firmino, Jair Paulino de Sales, Jucier Gonçalves Júnior and Taciana Araújo da Silva,
in Chaos, Solitons & Fractals
(2020)
Keywords: Time series; Forecasting; Pandemic models; COVID-19; Optimisation;
A Copula Discretization of Time Series-Type Model for Examining Climate Data,
Dimuthu Fernando, Olivia Atutey and Norou Diawara,
in Mathematics
(2024)
Keywords: count time series; copula; bivariate models
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2015)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2015)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2015)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2015)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2015)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2015)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Ekaterina Astafieva, Alexandra Bozhechkova, Yuriy Ponomarev, Marina Baeva, A. Buzaev, Tatiana Kiblitskaya and Anton Skrobotov,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2015)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2016)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2017)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2017)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2017)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2017)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2017)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2017)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2017)
Keywords: Russian economy, time series, forecast, ARIMA model
Model Calculations of Short-Run Forecasts of Russian Economic Time Series,
Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva,
in Model Calculations of Short-Term Forecasts of Russian Economic Time Series
(2017)
Keywords: Russian economy, time series, forecast, ARIMA model
Measuring unobserved prices using the structural time-series model: The case of cycling,
David Broadstock and Alan Collins,
in Transportation Research Part A: Policy and Practice
(2010)
Keywords: Cycling Unobserved prices Structural time-series modelling
REGRESSION-BASED INFERENCE IN LINEAR TIME SERIES MODELS WITH INCOMPLETE DYNAMICS,
Jeffrey Wooldridge,
from Massachusetts Institute of Technology (MIT), Department of Economics
(1990)
Keywords: regression analysis ; time series ; tests ; linear models
Neural Network Model Selection for Financial Time Series Prediction,
Francesco Virili and Bernd Freisleben,
in Computational Statistics
(2001)
Keywords: neural networks, model selection, time series
Short Time Series Analysis: C Statistic vs Edgington Model,
Jaume Arnau and Roser Bono,
in Quality & Quantity: International Journal of Methodology
(1998)
Keywords: short time series, C statistic, Edgington models,
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression,
R. Fraccaro, Rob Hyndman and A. Veevers,
from Monash University, Department of Econometrics and Business Statistics
(1998)
Keywords: TIME SERIES ; ECONOMIC MODELS ; REGRESSION ANALYSIS
A flexible approach to parametric inference in nonlinear time series models,
Gary Koop and Simon Potter,
from Federal Reserve Bank of New York
(2007)
Keywords: time series analysis; Economic forecasting; Econometric models
Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations,
Peter Phillips and Werner Ploberger,
from Cowles Foundation for Research in Economics, Yale University
(1991)
Keywords: Time series, modeling, Bayesian analysis, martingale
Labour Market Analysis using Time Series Models: Russia 1999-2011,
Elena Vakulenko,
from Università di Perugia, Dipartimento Economia
(2013)
Keywords: labour market, time series models, Russia
A BAYESIAN ANALYSIS OF EXOGENEITY IN MODELS POOLING TIME- SERIES AND CROSS -SECTION DATA,
Jacek Osiewalski and Mark Steel,
from Tilburg - Center for Economic Research
(1989)
Keywords: time series ; economic models ; regression analysis
The Effect of Linear Filters on Dynamic Time series with Structural Change,
Pierre Perron and Eric Ghysels,
from Centre interuniversitaire de recherche en économie quantitative, CIREQ
(1994)
Keywords: time series ; economic models
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series,
J. Berkowitz, I. Birgean and Lutz Kilian,
from Michigan - Center for Research on Economic & Social Theory
(1999)
Keywords: TIME SERIES ; ECONOMIC MODELS
The Effect of Linear Filters on Dynamic Time series with Structural Change,
Pierre Perron and Eric Ghysels,
from Universite de Montreal, Departement de sciences economiques
(1994)
Keywords: TIME SERIES ; ECONOMIC MODELS
Stability in Stochastic Forecasting of Time Series,
Yuriy Kharin,
in Applied Econometrics
(2006)
Keywords: time-series models; forecasting; stability
Testing a Time-Series for Difference Stationarity,
Brendan McCabe and Andrew Tremayne,
from Faculty of Economics, University of Cambridge
(1995)
Keywords: time series ; economic models ; econometrics
Semiparametric Efficient Estimation in Time Series,
Douglas Hodgson,
from University of Rochester - Center for Economic Research (RCER)
(1997)
Keywords: TIME SERIES ; EVALUATION ; ECONOMIC MODELS
Time-Series Models in Marketing,
Marnik Dekimpe, Philip Hans Franses, Dominique Hanssens and P. Naik,
from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
(2006)
Keywords: Marketing, Persistence, State Space, Time Series
MODELING MEMORY OF ECONOMIC AND FINANCIAL TIME SERIES,
Peter M. Robinson,
in The Singapore Economic Review (SER)
(2005)
Keywords: Time series model, short memory, long memory, stochastic volatility
WAGE DYNAMICS IN A STRUCTURAL TIME SERIES MODEL FOR LUXEMBOURG,
Bédia F. Aka and Patrice Pieretti,
in International Journal of Applied Econometrics and Quantitative Studies
(2008)
Keywords: Wage Bargaining, Labor Unions, Unobserved Components Models, Structural Time Series
Hidden Markov Model for Time Series Prediction,
Muhammad Hanif, Faiza Sami, Mehvish Hyder and Muhammad Iqbal Ch,
in Journal of Asian Scientific Research
(2017)
Keywords: Hidden markov model Estimators, Time series, Algorithm, States, Sequence, Probability.
Estimating High-Dimensional Time Series Models,
Marcelo Medeiros and Eduardo F. Mendes,
from Department of Economics and Business Economics, Aarhus University
(2012)
Keywords: sparse models, shrinkage, LASSO, adaLASSO, time series, forecasting.
Modelling Volatile Time Series with V-Transforms and Copulas,
Alexander J. McNeil,
in Risks
(2021)
Keywords: time series; volatility; probability-integral transform; ARMA model; copula
On constrained estimation of graphical time series models,
T.P. Yuen, H. Wong and K.F.C. Yiu,
in Computational Statistics & Data Analysis
(2018)
Keywords: Graphical models; Time series; Estimation; Optimization; Air pollution;
Sparse Change-Point Time Series Models,
Arnaud Dufays and V. Rombouts,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2015)
Keywords: Time series, Shrinkage prior, Change-point model, Online forecasting
Prediction of multivariate time series by autoregressive model fitting,
Richard Lewis and Gregory C. Reinsel,
in Journal of Multivariate Analysis
(1985)
Keywords: prediction mean square error autoregressive model fitting multivariate time series
A review of copula models for economic time series,
Andrew Patton,
in Journal of Multivariate Analysis
(2012)
Keywords: Correlation; Inference; Multivariate models; Semiparametric estimation; Time series;
Testing for Non-linearity in Time Series Models,
A Beg and Param Silvapulle,
from School of Economics, La Trobe University
(1996)
Keywords: Time Series, Economic Models EDIRC Provider-Institution: RePEc:edi:smlatau
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