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isPartOf:"CREATES research paper"
subject:"Time series analysis"
~isPartOf:"Econometrics : open access journal"
~subject:"Schätztheorie"
~type:"book"
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Time series analysis
Schätztheorie
Theorie
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Theory
211
Zeitreihenanalyse
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Forecasting model
46
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39
Volatilität
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Podolskij, Mark
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Santucci de Magistris, Paolo
6
Grassi, Stefano
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Johansen, Søren
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CREATES research paper
Econometrics : open access journal
Discussion paper / Tinbergen Institute
227
Série des documents de travail / Centre de Recherche en Économie et Statistique
183
Working paper / National Bureau of Economic Research, Inc.
135
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
128
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
126
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110
Working paper
99
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
97
CORE discussion paper : DP
95
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Cowles Foundation discussion paper
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SFB 649 discussion paper
76
CESifo working papers
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EUI working paper / ECO
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Technical working paper / National Bureau of Economic Research
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Europäische Hochschulschriften / 5
63
Discussion paper / Department of Economics, University of California San Diego
57
NBER Working Paper
57
Report / Econometric Institute, Erasmus University Rotterdam
57
Discussion papers of interdisciplinary research project 373
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47
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
41
SpringerLink / Bücher
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Reihe Quantitative Ökonomie : Ökon
39
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
39
Discussion paper / School of Economics, The University of New South Wales
37
Cambridge working papers in economics
36
Discussion papers in economics
36
Umeå economic studies
36
Documentos de trabajo / Banco de España, Servicio de Estudios
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Working paper series in economics and finance
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ECONIS (ZBW)
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1
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
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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5
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
6
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
7
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
8
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
9
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
Saved in:
10
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
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