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isPartOf:"CREATES research paper"
subject:"Time series analysis"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~type:"book"
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CREATES research paper
Econometrics : open access journal
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Long and short memory in dynamic term structure models
Huseynov, Salman
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2021
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This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
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2021
Persistent link: https://www.econbiz.de/10012816374
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Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
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2020
Persistent link: https://www.econbiz.de/10012433973
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4
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
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2019
Persistent link: https://www.econbiz.de/10012316908
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6
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
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2019
Persistent link: https://www.econbiz.de/10011991275
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7
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
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2018
Persistent link: https://www.econbiz.de/10011913753
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8
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
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9
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
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10
Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre
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2016
Persistent link: https://www.econbiz.de/10011421769
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