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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Hyndman, Rob J."
~person:"Lütkepohl, Helmut"
~person:"Omay, Tolga"
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Zeitreihenanalyse
Estimation theory
21
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10
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6
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Hyndman, Rob J.
Lütkepohl, Helmut
Omay, Tolga
Gao, Jiti
10
Phillips, Peter C. B.
10
Li, Jia
9
Zhu, Ke
8
Kapetanios, George
7
Koopman, Siem Jan
7
Linton, Oliver
7
Taylor, Robert
7
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7
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6
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6
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6
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6
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6
Marcellino, Massimiliano
6
Nielsen, Morten Ørregaard
6
Shang, Han Lin
6
Todorov, Viktor
6
Wang, Shouyang
6
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
5
Francq, Christian
5
Sucarrat, Genaro
5
Tauchen, George Eugene
5
Agiakloglou, Christos N.
4
Andersen, Torben
4
Bollerslev, Tim
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Fan, Jianqing
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4
Hendry, David F.
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Hong, Yongmiao
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4
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International journal of forecasting
5
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3
Journal of economic dynamics & control
2
Applied economics
1
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
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2
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
3
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
Saved in:
4
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
5
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
6
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
7
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
8
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
9
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
Saved in:
10
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
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