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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Finanzanalyse"
~subject:"Fusion"
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Zeitreihenanalyse
Finanzanalyse
Fusion
Schätzung
222
Estimation
221
Theorie
106
Theory
106
Deutschland
102
Germany
102
Estimation theory
39
Schätztheorie
39
Börsenkurs
34
Share price
34
Time series analysis
31
Erfolgsfaktor
25
Nichtparametrisches Verfahren
24
Nonparametric statistics
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Success factor
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USA
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United States
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Consumer behaviour
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Panel
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Panel study
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Welt
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World
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German
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Gao, Jiti
13
Linton, Oliver
4
Hyndman, Rob J.
3
Athanasopoulos, George
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Cai, Biqing
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Cheng, Tingting
2
Forbes, Catherine Scipione
2
Hesselmann, Christoph
2
Martin, Gael M.
2
Peng, Bin
2
Poskitt, Donald Stephen
2
Vahid, Farshid
2
Weese, Andreas
2
Yan, Yayi
2
Yang, Yanrong
2
Bailey, Natalia
1
Bohn, Andreas
1
Bollen, Bernard
1
Chen, Xiangjin B.
1
Dong, Chaohua
1
Dreger, Christian
1
Funke, Christian
1
Gamakumara, Puwasala
1
Grose, Simone D.
1
Guo, M.
1
Haghbin, Hossein
1
Harris, David
1
Hashemi, Maryam
1
Hoyningen-Huene, Joachim von
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Jiang, Bin
1
Johanning, Lutz
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Kalb, Guyonne
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Kapetanios, George
1
Kew, Hsein
1
Koch, Joachim
1
Kofman, Paul
1
Koo, Bonsoo
1
Kreuzberg, Klaus
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Gabler Edition Wissenschaft
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
115
Applied economics
104
Economic modelling
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
Applied economics letters
83
CESifo working papers
76
International journal of forecasting
76
Economics letters
74
Discussion paper / Tinbergen Institute
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Energy economics
54
Working paper
51
Journal of forecasting
50
International review of economics & finance : IREF
46
Journal of banking & finance
44
Econometric reviews
42
Applied financial economics
38
Journal of empirical finance
37
The North American journal of economics and finance : a journal of financial economics studies
37
Finance research letters
36
Journal of applied econometrics
36
Journal of economic dynamics & control
33
NBER Working Paper
32
Working paper / National Bureau of Economic Research, Inc.
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
30
Economics and finance working paper series
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International review of financial analysis
29
Discussion paper / Centre for Economic Policy Research
28
Macroeconomic dynamics
28
Journal of international money and finance
27
NBER working paper series
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CAMA working paper series
26
The empirical economics letters : a monthly international journal of economics
26
CREATES research paper
25
Computational economics
25
International journal of finance & economics : IJFE
25
Journal of macroeconomics
25
Journal of risk and financial management : JRFM
24
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ECONIS (ZBW)
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Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
7
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
8
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
9
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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