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isPartOf:"Journal of macroeconomics"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"The econometrics journal"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Theorie
211
Theory
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Time series analysis
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Podolskij, Mark
6
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Johansen, Søren
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Santucci de Magistris, Paolo
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Journal of macroeconomics
CREATES research paper
The econometrics journal
Discussion paper / Tinbergen Institute
168
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Working paper
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
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55
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49
CESifo working papers
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46
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SFB 649 discussion paper
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EUI working paper / ECO
43
Discussion paper / Center for Economic Research, Tilburg University
41
Discussion paper / Centre for Economic Policy Research
37
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
35
Report / Econometric Institute, Erasmus University Rotterdam
33
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Econometric Institute research papers
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Documentos de trabajo / Banco de España, Servicio de Estudios
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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SSE EFI working paper series in economics and finance
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
ECARES working paper
22
IHS economics series : working paper
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Technical working paper / National Bureau of Economic Research
21
Working paper series in economics and finance
20
Working papers / Rutgers University, Department of Economics
20
Discussion paper / Tinbergen Institute / Tinbergen Institute
19
Discussion papers / CEPR
19
Discussion papers in economics
19
Cambridge working papers in economics
18
CoFE discussion papers
18
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
17
Economics and finance working paper series
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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
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:
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
Saved in:
9
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
10
Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421769
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