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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Breitung, Jörg"
~person:"Hallin, Marc"
~subject:"Estimation"
~type_genre:"Non-commercial literature"
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Capital income
Zeitreihenanalyse
Estimation
Theorie
72
Theory
72
Time series analysis
34
Panel
15
Panel study
15
Schätzung
15
Einheitswurzeltest
14
Unit root test
14
Cointegration
12
Kointegration
12
Estimation theory
11
Factor analysis
11
Faktorenanalyse
11
Schätztheorie
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Multivariate Analyse
9
Multivariate analysis
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Volatility
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High-dimensional time series
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Kausalanalyse
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Non-commercial literature
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English
40
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Breitung, Jörg
Hallin, Marc
Gil-Alaña, Luis A.
75
Caporale, Guglielmo Maria
68
Härdle, Wolfgang
67
Koopman, Siem Jan
67
Pesaran, M. Hashem
61
Franses, Philip Hans
55
Phillips, Peter C. B.
53
Marcellino, Massimiliano
46
Dijk, Herman K. van
42
Lucas, André
42
Lütkepohl, Helmut
41
Kunst, Robert M.
40
Sibbertsen, Philipp
40
Hautsch, Nikolaus
39
Maravall Herrero, Agustín
39
Timmermann, Allan
37
Koop, Gary
36
Lux, Thomas
36
McAleer, Michael
36
Diebold, Francis X.
34
Feng, Yuanhua
33
Teräsvirta, Timo
32
Kilian, Lutz
31
Beran, Jan
30
Hyndman, Rob J.
30
Linton, Oliver
30
Bauwens, Luc
29
Berg, Gerard J. van den
29
Herwartz, Helmut
29
Swanson, Norman R.
28
Bollerslev, Tim
25
Pástor, Ľuboš
24
Schmid, Wolfgang
24
Stambaugh, Robert F.
24
Johansen, Søren
23
Rubio-Ramírez, Juan Francisco
23
Heckman, James J.
22
Clark, Todd E.
21
Gao, Jiti
21
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
European University Institute / Department of Economics
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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3
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ECONIS (ZBW)
40
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc
;
Shi, Hongjian
;
Drton, Mathias
;
Han, Fang
-
2021
Persistent link: https://www.econbiz.de/10012694896
Saved in:
5
Efficient fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
Hallin, Marc
;
Hlubinka, Daniel
;
Hudecova, Sarka
-
2021
Persistent link: https://www.econbiz.de/10012596675
Saved in:
6
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
7
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
8
Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick
-
2021
Persistent link: https://www.econbiz.de/10013264907
Saved in:
9
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
10
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
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