Search Results

Missing Values in Vector Time Series,
H. Mitchell, from Melbourne - Centre in Finance (1997)
Keywords: TIME SERIES ; ESTIMATOR

From turbulence to financial time series,
B Holdom, in Physica A: Statistical Mechanics and its Applications (1998)
Keywords: Time series; Turbulence; Autocorrelation;

Time Series Analysis, Cointegration, and Applications,
Clive Granger, from Department of Economics, UC San Diego (2004)
Keywords: Time Series, co-integration

Recent developments in bootstrapping time series,
Jeremy Berkowitz and Lutz Kilian, from Board of Governors of the Federal Reserve System (U.S.) (1996)
Keywords: time series analysis

Statistical Methods for Economic Time Series,
Nobel Prize Committee, from Nobel Prize Committee (2003)
Keywords: Time series; cointegation

Time Series Analysis, Cointegration, and Applications,
Clive Granger, from Nobel Prize Committee (2003)
Keywords: time series; cointegration

Introduction to Time Series Using Stata,
Sean Becketti, from StataCorp LP (2013)
Keywords: time series, Stata

Time Series Modelling using TSMod 3.24,
Charles Bos, from Tinbergen Institute (2003)
Keywords: Time series; software; econometrics

Priors for macroeconomic time series and their application,
John Geweke, from Federal Reserve Bank of Minneapolis (1992)
Keywords: time series analysis

Aggregation of time series variables-a survey,
Clive Granger, from Federal Reserve Bank of Minneapolis (1988)
Keywords: time series analysis

System Priors for Econometric Time Series,
Michal Andrle and Miroslav Plašil, from International Monetary Fund (2016)
Keywords: WP;time series

Nonlinear time series modelling: an introduction,
Simon Potter, from Federal Reserve Bank of New York (1999)
Keywords: time series analysis

On predictability of time series,
Paiheng Xu, Likang Yin, Zhongtao Yue and Tao Zhou, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Predictability; Human mobility; Time series;

Seasonal Outliers in Time Series,
Regina Kaiser and Agustin Maravall, from Banco de España (1999)
Keywords: ECONOMETRICS ; TIME SERIES ; MATHEMATICAL ANALYSIS

Time Series Analysis,
Francis Diebold, Lutz Kilian and Marc Nerlove, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2006)
Keywords: time series analysis, time domain, frequency domain

Multi-Scale Shapelets Discovery for Time-Series Classification,
Borui Cai, Guangyan Huang, Yong Xiang, Maia Angelova, Limin Guo and Chi-Hung Chi, in International Journal of Information Technology & Decision Making (IJITDM) (2020)
Keywords: Time-series, shapelets, classification

Bayesian Analysis of Nonlinear Time Series Models with Threshold,
Michel Lubrano, from Universite Aix-Marseille III (1996)
Keywords: ECONOMETRICS;TIME SERIES;STATISTICS

Bayesian Analysis of Nonlinear Time Series Models with a Threshold,
Michel Lubrano, from Universite Aix-Marseille III (1998)
Keywords: TIME SERIES ; MODELS

Strong Rules for Detecting the Number of Breaks in a Time Series,
Filippo Altissimo and V. Corradi, from University of Exeter, Department of Economics (2000)
Keywords: TESTS ; TIME SERIES ; BEHAVIOUR

On the C++ Object Programming for Time Series, in the Linux framework,
George Daniel Mateescu, from Institutul National de Cercetari Economice (INCE) (2012)
Keywords: Object Programming, Time Series

On the C++ Object Programming for Time Series, in the Linux framework,
George Mateescu, from Institutul National de Cercetari Economice (INCE) (2013)
Keywords: Object Programming, Time Series

The Role of Linear Recursive Estimators in Time Series Forecasting,
D. J. Pack, D. H. Pike and D. J. Downing, in Management Science (1985)
Keywords: forecasting/time series

A State Space Modeling Approach for Time Series Forecasting,
Tep Sastri, in Management Science (1985)
Keywords: forecasting: time series

An Index of Co-Movements in Financial Time Series,
Enrique Sentana and M. Shah, from Centro de Estudios Monetarios Y Financieros- (1994)
Keywords: TIME SERIES;ECONOMETRICS

Threshold Autoregression for Strongly Autocorrelated Time Series,
Markku Lanne and Pentti Saikkonen, from Department of Economics (2000)
Keywords: TESTS ; MODELS ; TIME SERIES

Budget constraints and time-series evidence on consumption: comment,
William Roberds, from Federal Reserve Bank of Atlanta (1992)
Keywords: Budget; time series analysis

COINTEGRATED ECONOMIC TIME SERIES: A SURVEY WITH NEW RESULTS,
Robert Engle and Byung Sam Yoo, from Pennsylvania State - Department of Economics (1989)
Keywords: time series ; mathematics ; evaluation

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

Time Series Properties of Canadian real Interest Rates,
Chris Matier and W. Schule, from Department of Finance Canada (1995)
Keywords: INTEREST RATE;TIME SERIES

Rank Tests for Time Series Analysis, A Survey,
Marc Hallin and M.L. Puri, from Universite Libre de Bruxelles - C.E.M.E. (1992)
Keywords: time series ; econometrics

Recent Advances in Energy Time Series Forecasting,
Francisco Martínez-Álvarez, Alicia Troncoso and José C. Riquelme, in Energies (2017)
Keywords: energy; time series; forecasting

Extension of Granger causality in multivariate time series models,
Michael L. Bagshaw, from Federal Reserve Bank of Cleveland (1983)
Keywords: time series analysis

Modeling the time-series behavior of the aggregate wage rate,
Chan Guk Huh and Bharat Trehan, in Economic Review (1995)
Keywords: time series analysis; Wages

Unit roots in economic time series: a selective survey,
Francis Diebold and Marc Nerlove, from Board of Governors of the Federal Reserve System (U.S.) (1988)
Keywords: time series analysis; Econometrics

Joint seasonal adjustment of economic time series,
Eric Bartelsman and William P. Cleveland, from Board of Governors of the Federal Reserve System (U.S.) (1993)
Keywords: time series analysis

State space modeling of time series: a review essay,
Francis Diebold, from Board of Governors of the Federal Reserve System (U.S.) (1988)
Keywords: Forecasting; time series analysis

Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity,
Nobel Prize Committee, from Nobel Prize Committee (2003)
Keywords: time-series; cointegration

Analisys of Hidden Cointegration in Financial Time Series,
Claudio Pizzi, Isabella Procidano and Parpinel Francesca, from Society for Computational Economics (2006)
Keywords: Hidden cointegration, time series

Testing for a Unit Root in a Time Series with Mean Shifts,
Param Silvapulle, from School of Economics, La Trobe University (1993)
Keywords: econometrics, 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

On Optimal Instrumental Variables Estimation of Time Series Models,
Kenneth West, from Wisconsin Madison - Social Systems (1997)
Keywords: TIME SERIES ; EVALUATION

Time Series Properties of an Artificial Stock Market,
W.B. Arthur, Blake Lebaron and R. Palmer, from Wisconsin Madison - Social Systems (1997)
Keywords: FINANCIAL MARKET ; TIME SERIES

Missing Observations and Additive Outliers in Time Series Models,
Agustin Maravall and Daniel Peña, from Banco de España (1996)
Keywords: TIME SERIES; EVALUATION; ECONOMETRICS

Seasonal Adjustment and Signal Extraction in Economic Time Series,
Víctor Gómez and Agustin Maravall, from Banco de España (1998)
Keywords: TIME SERIES ; SEASONAL FLUCTUATIONS

A time series model with periodic stochastic regime switching,
Eric Ghysels, from Federal Reserve Bank of Minneapolis (1993)
Keywords: time series analysis

Recursive estimation and modelling of nonstationary and nonlinear time series,
David E. Runkle and Peter C. Young, from Federal Reserve Bank of Minneapolis (1989)
Keywords: time series analysis

Isolating Cyclical Patterns in Irregular Time Series Data,
Stan Hurn and A.D. McDonald, from The University of Melbourne (1995)
Keywords: TIME SERIES;ECONOMETRICS

Principal Components Analysis of Cointegrated Time Series,
David Harris, from Monash University, Department of Econometrics and Business Statistics (1996)
Keywords: COINTEGRATION;TIME SERIES;EVALUATION

Comparison and Classification of Stationary Multivariate Time Series,
A. Maharaj, from Monash University, Department of Econometrics and Business Statistics (1997)
Keywords: ECONOMETRICS ; TIME SERIES

The Comparison of two or more Stationary Time Series,
A. Maharaj, from Monash University, Department of Econometrics and Business Statistics (1997)
Keywords: ECONOMETRICS ; TIME SERIES

Bayesian Approaches to Segmenting A Simple Time Series,
J.J. Oliver and Catherine Forbes, from Monash University, Department of Econometrics and Business Statistics (1997)
Keywords: ECONOMETRICS ; TIME SERIES

Asymmetric Business Cycles: Theory and Time-series Evidence,
Andrew Scott and Daron Acemoglu, from University of Oxford, Department of Economics (1995)
Keywords: TIME SERIES;BUSINESS CYCLES

Convergence and the U.S states: a time series analysis,
Gerald Carlino and Leonard O. Mills, from Federal Reserve Bank of Philadelphia (1994)
Keywords: Income; time series analysis

Testing the Validity of the Single Interrupted Time Series Design,
Katherine Baicker and Theodore Svoronos, from Center for International Development at Harvard University (2019)
Keywords: Single Interrupted Time Series

A Consistent Nonparametric Test of Ergodicity for Time Series with Applications,
Ian Domowitz and Mahmoud El-Gamal, from Wisconsin Madison - Social Systems (1997)
Keywords: TESTS ; TIME SERIES

TSLIST: Stata module to list time series data,
Christopher Baum and Michael Hanson, from Boston College Department of Economics (2004)
Keywords: time series, list

TSPLOT: Stata module to produce a time series plot,
Aurelio Tobias, from Boston College Department of Economics (1999)
Keywords: graphics, time series

Description of complex time series by multipoles,
M. Lewkowicz, J. Levitan, N. Puzanov, N. Shnerb and K. Saermark, in Physica A: Statistical Mechanics and its Applications (2002)
Keywords: Time series analysis; Non-stationary time series; Heart rate variability;

Econometric Modeling of GDP Time Series,
Elena-Adriana Andrei and Elena Bugudui, in Theoretical and Applied Economics (2011)
Keywords: stationary time series; nonstationary time series; statistical tests.

The Time Series Behaviour of Corporate Earnings,
G. P. Whittred, in Australian Journal of Management (1978)
Keywords: EARNINGS; RANDOM-WALK; TIME-SERIES

Stability in Stochastic Forecasting of Time Series,
Yuriy Kharin, in Applied Econometrics (2006)
Keywords: time-series models; forecasting; stability

SVM kernels for time series analysis,
Stefan Rüping, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2001)
Keywords: Support Vector Machines, Time Series

Forecasting using Fuzzy Time Series,
Fatih Chellai, from University Library of Munich, Germany (2022)
Keywords: Fuzzy logic; Forecasting; Time Series

Modeling seasonality in bimonthly time series,
Philip Hans Franses, in Statistics & Probability Letters (1992)
Keywords: Time series seasonality model selection

Compositional Time Series: Past and Present,
Juan Larrosa, from University Library of Munich, Germany (2005)
Keywords: compositional data analysis, time series

Velocity: a multivariate time-series approach,
Michael L. Bagshaw and William Gavin, from Federal Reserve Bank of Cleveland (1984)
Keywords: Money supply; time series analysis

Semiparametric Efficient Estimation in Time Series,
Douglas Hodgson, from University of Rochester - Center for Economic Research (RCER) (1997)
Keywords: TIME SERIES ; EVALUATION ; ECONOMIC MODELS

Unobserved Components in Economic Time Series,
Agustin Maravall, from Banco de España (1996)
Keywords: TIME SERIES; ECONOMETRICS; BUSINESS CYCLES

Time Series Data Modeling and Application,
He Gao, Xiao-li Cai and Yu Fei, from Springer (2013)
Keywords: GDP, Gross exports, Time series

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

Thick pen transformation for time series,
Piotr Fryzlewicz and H. S. Oh, from London School of Economics and Political Science, LSE Library (2011)
Keywords: multiscale; non-stationary time series; testing for stationarity; time series dependence measures; time series visualization

Wavelets in Time Series Analysis,
G.P. Nason and R. von Sachs, from Catholique de Louvain - Institut de statistique (1999)
Keywords: TIME SERIES ; STATISTICAL ANALYSIS ; ESTIMATION OF PARAMETERS

DYNAMIC/CHRONOLOGICAL (TIME) SERIES,
Constantin Anghelache and Alexandru Manole, in Romanian Statistical Review (2012)
Keywords: series, terms, methodology, time interval, average

Clustering Macroeconomic Time Series,
Iwo Augustyński and Paweł Laskoś-Grabowski, in EconStor Open Access Articles and Book Chapters (2018)
Keywords: time series clustering, similarity, cluster analysis, GDP

Clustering Macroeconomic Time Series,
Iwo Augustyński and Paweł Laskoś-Grabowski, from ZBW - Leibniz Information Centre for Economics (2017)
Keywords: time series clustering, similarity, cluster analysis, GDP

Beauty of financial time series,
Danuta Makowiec and Andrzej Posiewnik, in Physica A: Statistical Mechanics and its Applications (2001)
Keywords: Econophysics; AIP-patterns; Empirical study of time series;

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

Ordinal analysis of time series,
K. Keller and M. Sinn, in Physica A: Statistical Mechanics and its Applications (2005)
Keywords: Time series; Complexity; Ordinal patterns; Permutation entropy;

Clustering Macroeconomic Time Series,
Augustyński Iwo and Laskoś-Grabowski Paweł, in Econometrics. Advances in Applied Data Analysis (2018)
Keywords: time series clustering, similarity, cluster analysis, GDP

INTUITIVE TIME-SERIES EXTRAPOLATION,
Irc Eggleton, in Journal of Accounting Research (1982)
Keywords: Auditing, Extrapolation, Time-series, Cost variance

Calendar adjustment and time series,
William P. Cleveland, from Board of Governors of the Federal Reserve System (U.S.) (1986)
Keywords: time series analysis; Seasonal variations (Economics)

Basic Time Series,
Vikram Dayal, from Springer (2015)
Keywords: Time series, Forecasting, Autoregressive model, Volatility, Inflation

Exploratory Classification of Time-Series,
Sergio Camiz, from Springer (2021)
Keywords: Exploratory analysis, Principal component analysis, Classification, Hierarchical factor classification, Time-series, Multidimensional time-series, Stock prices

Clustering Nonlinear, Nonstationary Time Series Using BSLEX,
Jane L. Harvill, Priya Kohli and Nalini Ravishanker, in Methodology and Computing in Applied Probability (2017)
Keywords: Nonlinear time series, Nonstationary time series, Time series clustering, Time-dependent bispectrum, SLEX

Generating synthetic energy time series: A review,
M. Turowski, B. Heidrich, L. Weingärtner, L. Springer, K. Phipps, B. Schäfer, R. Mikut and V. Hagenmeyer, in Renewable and Sustainable Energy Reviews (2024)
Keywords: Energy time series; Time series generation; Synthetic time series; Generation approach; Synthetic time series characteristics; Synthetic time series use cases; Synthetic time series evaluation;

LM Tests and Nonlinear Error Correction in Economic Time Series,
Norman Swanson, from Pennsylvania State - Department of Economics (1995)
Keywords: ECONOMETRICS;TIME SERIES

The Interrelation of the Time Series of Wage and Employment at the Firm Level, Common Features and Contracts,
A. Schwartz, from Tel Aviv (1995)
Keywords: TIME SERIES;WAGES;EMPLOYMENT

Testing for asymmetry in economic time series using bootstrap methods,
Claudio Lupi and Patrizia Ordine, in Economics Bulletin (2001)
Keywords: Asymmetric time series

A Simple Method of Computing Prediction Intervals for Time Series Forecasts,
Everette S. Gardner, Jr., in Management Science (1988)
Keywords: forecasting: time series

Kernel density approach to error estimation of MF-DFA measures on time series,
Jesús A. Sosa-Herrera and Suemi Rodríguez-Romo, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Regression; Multifractals; Time series;