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subject:"General equilibrium"
type_genre:"Arbeitspapier"
~isPartOf:"CREATES research paper"
~subject:"Game theory"
~subject:"Zeitreihenanalyse"
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General equilibrium
Game theory
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
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Arbeitspapier
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70
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70
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70
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Podolskij, Mark
6
Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Bauwens, Luc
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
2
Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
Boldrini, Lorenzo
1
Borup, Daniel
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casarin, Roberto
1
Christoffersen, Peter F.
1
Davidson, Russell
1
Dijk, Herman K. van
1
Dolatabadi, Sepideh
1
Dorion, Christian
1
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1
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CREATES research paper
Discussion paper / Center for Economic Research, Tilburg University
295
Working paper / National Bureau of Economic Research, Inc.
283
Discussion paper / Tinbergen Institute
282
Discussion paper / Centre for Economic Policy Research
261
CESifo working papers
221
Working paper
203
CORE discussion paper : DP
182
Cowles Foundation discussion paper
114
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
101
Nota di lavoro / Fondazione Eni Enrico Mattei
91
Discussion paper
86
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
82
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
77
Discussion paper series / IZA
74
EUI working paper / ECO
74
Working paper series
73
Discussion papers in economics
62
Série des documents de travail / Centre de Recherche en Économie et Statistique
61
Working papers / Institute of Mathematical Economics, Universität Bielefeld
61
Kieler Arbeitspapiere
60
Working papers
60
Discussion paper / B
54
SFB 649 discussion paper
54
Research paper / University of Melbourne, Department of Economics
53
Research memorandum / METEOR
48
Kiel working paper
47
Discussion papers of interdisciplinary research project 373
46
Discussion paper / Tinbergen Institute / Tinbergen Institute
45
Warwick economic research papers
45
Working papers in economics
44
Discussion papers / CEPR
42
IHS economics series : working paper
42
Discussion papers / Institute of Economics, University of Copenhagen
40
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
40
Nota di lavoro / Fondazione ENI Enrico Mattei / Fondazione ENI Enrico Mattei
40
Working papers / Rutgers University, Department of Economics
40
Discussion paper / Economics series / Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
39
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ECONIS (ZBW)
70
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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
Saved in:
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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