Search Results

Comment on Harding and Pagan 'The econometric analysis of some constructed binary time series',
Michael Dueker, from Federal Reserve Bank of St. Louis (2007)
Keywords: Business cycles; time series analysis

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

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

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

A Time Series Analysis of Finance and Growth in Bangladesh,
Md. Islam, Md. Wahidul Habib and Md Khan, in Bangladesh Development Studies (2004)
Keywords: Time Series Analysis; Finance and Growth; Bangladesh

Minimum entropy density method for the time series analysis,
Jeong Won Lee, Joongwoo Brian Park, Hang-Hyun Jo, Jae-Suk Yang and Hie-Tae Moon, in Physica A: Statistical Mechanics and its Applications (2009)
Keywords: Econophysics; Entropy density; Time series analysis;

Complex network-based time series analysis,
Yue Yang and Huijie Yang, in Physica A: Statistical Mechanics and its Applications (2008)
Keywords: Complex networks; Time series analysis; Network construction;

On the use of variance ratios in the analysis of nonstationary time series,
M. S. Leslie Chandrakantha, J. S. Mehta and P. A. V. B. Swamy, from Board of Governors of the Federal Reserve System (U.S.) (1989)
Keywords: Random walks (Mathematics); time series analysis

Scaling analysis of hyperchaotic time series,
J. S. Murguía, in International Journal of Modern Physics C (IJMPC) (2017)
Keywords: Hyperchaotic time series, wavelet transform, detrended fluctuation analysis, scaling laws

Advances in Historical Time Series Analysis,
Claude Diebolt, from HAL (2008)
Keywords: Analysis procedure,Econometrics,History of science,Time series,Method

Circulant Matrices and Time-series Analysis,
Stephen Pollock, from Queen Mary University of London, School of Economics and Finance (2000)
Keywords: Time-series analysis, Circulant matrices, Discrete Fourier transforms, Periodograms

Empirical Analysis of Time Series,
Marcel Ausloos, from University Library of Munich, Germany (2002)
Keywords: time series; finance; fourier transform; Hurst exponenet; multifractal; detrended fluctuation analysis; moving average; Zipf; crashes

Singular spectrum analysis and forecasting of failure time series,
Claudio M. Rocco S, in Reliability Engineering and System Safety (2013)
Keywords: Time-to-failure forecasting; Singular spectrum analysis; Time series decomposition;

Analysis of financial time series through forbidden patterns,
Aiwen Ji and Pengjian Shang, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Time series analysis; Forbidden patterns; Underlying determinism; Time delay;

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

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

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

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

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

Multivariate time series analysis,
E. J. Hannan, in Journal of Multivariate Analysis (1973)
Keywords: time series analysis Fourier analysis of data Strong law central limit theorem regression estimation of frequency estimation of velocity of a wave

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

Time series analysis of ozone data in Isfahan,
M. Omidvari, S. Hassanzadeh and F. Hosseinibalam, in Physica A: Statistical Mechanics and its Applications (2008)
Keywords: Spectral analysis; Trend analysis; Seasonal component; Time series;

Valuation of a Company using Time Series Analysis,
Pohl Philipp, in Journal of Business Valuation and Economic Loss Analysis (2017)
Keywords: time series analysis, value-at-risk analysis, value-based management

Multivariate singular spectrum analysis for traffic time series,
Xuegeng Mao and Pengjian Shang, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Multivariate singular spectrum analysis; Time series decomposition; Reconstruction; Traffic time series;

Discriminant analysis of multivariate time series using wavelets,
Elizabeth Ann Maharaj, from Universidad Carlos III de Madrid. Departamento de Estadística (2012)
Keywords: Time series

Using Time Series in the Analysis of the Gross Domestic Product,
Catalin Deatcu and Zoica Nicola, in Romanian Statistical Review Supplement (2013)
Keywords: time series, foresight, short time analysis, long time analysis, econometric models

Fast time series detrending with applications to heart rate variability analysis,
M. Andrecut, in International Journal of Modern Physics C (IJMPC) (2019)
Keywords: Time series analysis, heart rate variability

Detection and Analysis of Small-Amplitude Seasonal Variation in a Short Time Series,
Osvaldo Marrero, in The American Economist (2019)
Keywords: statistical test for seasonality; time-series analysis

On the Autoregressive Time Series Model Using Real and Complex Analysis,
Torsten Ullrich, in Forecasting (2021)
Keywords: data analysis; time series; autoregressive model

A Time Series Analysis Using R for Understanding Car Sales On The Romanian Market,
Mihaela Cornelia Sandu, Elena Druica and Rodica Ianole, in Romanian Statistical Review (2015)
Keywords: automotive industry, time series analysis, positional goods

Interaction between the economic growth and the construction industry: A time series analysis on Turkey (2000-2012),
Bilal Kargi, in EconStor Open Access Articles and Book Chapters (2013)
Keywords: Economic Growth, Construction Industry, Time Series Analysis

Interaction Between The Economic Growth and the Construction Industry: A Time Series Analysis on Turkey (2000-2012),
Bilal Kargi, from University Library of Munich, Germany (2010)
Keywords: Economic growth, construction industry, time series analysis.

Role of Institutional Credit on Agricultural Production: A Time Series Analysis of Pakistan,
Maqbool Sial, Masood Awan and Muhammad Waqas, from University Library of Munich, Germany (2011)
Keywords: Agricultural Credit, Time series analysis, Pakistan

Migrant Workers' Remittances And Economic Growth: A Time Series Analysis,
Oluwasheyi S. Oladipo, in Journal of Developing Areas (2020)
Keywords: remittances; development; economic growth; time series analysis

ENTREPRENEURIAL ACTIVITY IN ROMANIA - A TIME SERIES CLUSTERING ANALYSIS AT THE NUTS3 LEVEL,
Sipos-Gug Sebastian and Alina Badulescu, in Annals of Faculty of Economics (2013)
Keywords: entrepreneurship; cluster analysis; time series; regional clustering

Time series analysis of publication counts of a university: what are the implications?,
Oguz K. Baskurt, in Scientometrics (2011)
Keywords: Research productivity, Articles, Time-series analysis

The role of the exchange rate in the monetary transmission mechanism: a time-series analysis,
Gabriel De Kock and Thomas DeLeire, from Federal Reserve Bank of New York (1994)
Keywords: Foreign exchange rates; time series analysis

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

Examining the Link between Crime and Unemployment: A Time Series Analysis for Canada,
Zuzana Janko and Gurleen Popli, from The University of Sheffield, Department of Economics (2013)
Keywords: crime; unemployment; Canada; time series analysis

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

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

Unit roots in macroeconomic time series: some critical issues,
Bennett McCallum, in Economic Quarterly (1993)
Keywords: time series analysis

Trends and random walks in macroeconomic time series: a re-examination,
Glenn Rudebusch, from Board of Governors of the Federal Reserve System (U.S.) (1990)
Keywords: time series analysis

Theoretical confidence level problems with confidence intervals for the spectrum of a time series,
Jon Faust, from Board of Governors of the Federal Reserve System (U.S.) (1996)
Keywords: time series analysis

Are apparent findings of nonlinearity due to structural instability in economic time series?,
Gary Koop and Simon Potter, from Federal Reserve Bank of New York (1999)
Keywords: time series analysis

Decomposition of feedback between time series in a bivariate error-correction model,
Paul Johnson and Jahyeong Koo, from Federal Reserve Bank of Dallas (1997)
Keywords: time series; analysis

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

Descriptive Analysis of Matrix-Valued Time-Series,
Gerard Antille, in Applied Econometrics (2007)
Keywords: matrix-valued time-series; data analysis; statistical units

Generalized information entropy analysis of financial time series,
Zhengli Liu and Pengjian Shang, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Rényi permutation entropy; Multiscale analysis; Weight; Financial time series;

Dimension of the minimal cover and fractal analysis of time series,
M.m Dubovikov, N.v Starchenko and M.s Dubovikov, in Physica A: Statistical Mechanics and its Applications (2004)
Keywords: Time series; Fractal analysis; Scaling; Multifractals; Stock price; Feedback;

Nonparametric factor analysis of residual time series,
Juan Rodríguez-Poo and Oliver Linton, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2001)
Keywords: factor analysis, nonparametric kernel regression, time series, 62G08, 62G10, 62P20,

Alternative Trend Analysis: Half Time Series Methodology,
Yavuz Selim Güçlü, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2018)
Keywords: 1:1 straight-line, Rainfall, Time series, Trend analysis, Turkey

Spectral Analysis of Non-Stationary Time Series,
D M Nachane, from eSocialSciences (2010)
Keywords: spectral analysis, non-stationary, empirical sciences, 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;

Is value premium a proxy for time-varying investment opportunities: some time series evidence,
Hui Guo, Robert Savickas, Zijun Wang and Jian Yang, from Federal Reserve Bank of St. Louis (2006)
Keywords: time series analysis; Stocks

Web quantlets for time series analysis,
Wolfgang Härdle, Torsten Kleinow and Rolf Tschernig, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000)
Keywords: distributed computing, lag selection, nonparametric time series analysis, quantlets, web based computing

Web Quantlets for Time Series Analysis,
Wolfgang Härdle, Torsten Kleinow and Rolf Tschernig, in Annals of the Institute of Statistical Mathematics (2001)
Keywords: Distributed computing, lag selection, nonparametric time series analysis, Quantlets, Web based computing,

Multiresolution analysis of S&P500 time series,
Deniz Kenan Kılıç and Ömür Uğur, in Annals of Operations Research (2018)
Keywords: Time series analysis, Frequency domain analysis, Wavelets, Multiresolution analysis, Statistical analysis

Time-dependent limited penetrable visibility graph analysis of nonstationary time series,
Zhong-Ke Gao, Qing Cai, Yu-Xuan Yang and Wei-Dong Dang, in Physica A: Statistical Mechanics and its Applications (2017)
Keywords: Time series analysis; Limited penetrable visibility graph; Complex network; ECG;

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;

A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables,
Todd Clark, from Federal Reserve Bank of Kansas City (1994)
Keywords: time series analysis

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

Fiscal competition and reality: A time series approach,
Zsolt Becsi, from Federal Reserve Bank of Atlanta (1998)
Keywords: state finances; time series analysis

Forecasting the money supply in time series models,
Michael L. Bagshaw and William Gavin, from Federal Reserve Bank of Cleveland (1983)
Keywords: Money supply; time series analysis

Modelling the time series behavior of the aggregate wage rate,
Chan Guk Huh and Bharat Trehan, from Federal Reserve Bank of San Francisco (1992)
Keywords: time series analysis; Wages; Productivity

Effects of the Hodrick-Prescott filter on integrated time series,
Timothy Cogley and James Nason, in Proceedings (1991)
Keywords: time series analysis; Business cycles

Testing for a Unit Root in Time Series Regression,
Peter Phillips, from Universite de Montreal, Departement de sciences economiques (1986)
Keywords: Distribution ; Time Series ; Regression Analysis

Latent variable analysis and partial correlation graphs for multivariate time series,
Roland Fried and Vanessa Didelez, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2003)
Keywords: Time series analysis, Dimension reduction, Factor analysis, Partial correlations

Time Series Analysis of Sentiment: A Comparison of the US and UK Coronavirus Subreddits,
Martyn Harris, Mark Levene and Andrius Mudinas, in International Journal of Information Technology & Decision Making (IJITDM) (2024)
Keywords: Time series analysis, NLP, sentiment analysis, machine learning, Reddit

Latent variable analysis and partial correlation graphs for multivariate time series,
Roland Fried and Vanessa Didelez, in Statistics & Probability Letters (2005)
Keywords: Time series analysis Dimension reduction Factor analysis Partial correlations

International Tourism Forecasts: Time-Series Analysis of World and Regional Data,
Andreas Papatheodorou and Haiyan Song, in Tourism Economics (2005)
Keywords: tourism econometrics; diagrammatic analysis; time-series analysis; forecasting; policy making

Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia,
Sunčica Vujić, Jacques Commandeur and Siem Jan Koopman, from Tinbergen Institute (2012)
Keywords: Intervention time series analysis; Crime rates; Structural time series models; Unobserved components time series models

The scaling of time series size towards detrended fluctuation analysis,
Xiaolei Gao, Liwei Ren, Pengjian Shang and Guochen Feng, in International Journal of Modern Physics C (IJMPC) (2016)
Keywords: Multivariate detrended fluctuation analysis, scaling of time series size, artificial series, stock returns series, exponential relationship

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

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

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)

Bayesian copula spectral analysis for stationary time series,
Shibin Zhang, in Computational Statistics & Data Analysis (2019)
Keywords: Copula; Hamiltonian Monte Carlo; Spectral analysis; Time series; Time reversibility; Whittle likelihood;

Malmquist Index with Time Series to Data Envelopment Analysis,
Jhon Jairo Vargas Sanchez, from IntechOpen
Keywords: data envelopment analysis, Malmquist index, DEA change over time, time series, forecast

A Bayesian analysis of exogeneity in models pooling time-series and cross-section data,
Jacek Osiewalski and Mark Steel, from Tilburg University, Center for Economic Research (1989)
Keywords: Time Series

Economic and Financial Analysis Based on Time Series Method,
Andreea-Gabriela Baltac, in International Journal of Academic Research in Accounting, Finance and Management Sciences (2015)
Keywords: Economic analysis, financial analysis, time series method, turnover, dynamics indices, growth rate

Time series analysis in intensive care medicine,
Michael Imhoff, Marcus Bauer, Ursula Gather and Dietrich Löhlein, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (1998)
Keywords: time series analysis, intervention analysis, decision support, intensive care, patient monitoring, laboratory tests

On Fourier phases and their relevance for nonlinear time series analysis,
Antonieta Martínez-Guerrero, Alejandro Aguado-García, María Corsi-Cabrera, Gustavo Martínez-Mekler, Paola V. Olguín-Rodríguez, Wady A. Ríos-Herrera, José Fernando Zapata-Berruecos and Markus F. Müller, in Physica A: Statistical Mechanics and its Applications (2022)
Keywords: Nonlinear time series analysis; Fourier phases; Auto-correlation; Nonlinear scaling; Detrended fluctuation analysis; Mutual information;

Multifractal detrended fluctuation analysis of nonstationary time series,
Jan W. Kantelhardt, Stephan A. Zschiegner, Eva Koscielny-Bunde, Shlomo Havlin, Armin Bunde and H.Eugene Stanley, in Physica A: Statistical Mechanics and its Applications (2002)
Keywords: Multifractal formalism; Scaling; Nonstationarities; Time series analysis; Long-range correlations; Broad distributions; Detrended fluctuation analysis;

Uncertain time series analysis with imprecise observations,
Xiangfeng Yang and Baoding Liu, in Fuzzy Optimization and Decision Making (2019)
Keywords: Time series analysis, Uncertainty theory, Principle of least square, Residual analysis, Confidence interval