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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~person:"Lucas, André"
~subject:"Unit root test"
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Zeitreihenanalyse
Unit root test
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Lucas, André
Hyndman, Rob J.
4
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International journal of forecasting
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
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2
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
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