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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~type_genre:"Rezension"
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Long memory in economics : with 50 tables
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Analyse saisonaler Zeitreihen
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Handbook of financial time series
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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The economic journal : the journal of the Royal Economic Society
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Bootstrap inference in time series econometrics
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Classification and clustering in business cycle analysis
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Handbook of econometrics ; Vol. 2
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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Progress in financial markets research
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State space and unobserved component models : theory and applications
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The Oxford handbook of economic forecasting
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Econometric analysis of financial and economic time series ; part B
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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On testing and forecasting in fractionally integrated time series models
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Statistical methods in finance
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Cointegration for the applied economist
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Count data autoregression modelling
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Handbook of economic forecasting ; Vol. 1
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Implikationen der Währungsunion für makroökonometrische Modelle
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Journal of economic literature
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Kondratieffs Zyklen der Wirtschaft : an der Schwelle neuer Vollbeschäftigung? ; (Beiträge zur Theorie der Langen Wellen und ihrer praktischen Anwendung - ein interdisziplinärer Dialog) ; [erarbeitet auf der Grundlage von Beiträgen zur Internationalen Fachtagung "Offensiv zu Arbeitsplätzen: Weltmärkte 2010" des Lindenthal-Instituts Köln am 14. und 15. September 1996 über die Theorie der Langen Wellen und ihre praktische Anwendung]
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Monetary transmission mechanisms and central bank policy : essays in econometric modelling
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New tools of economic dynamics
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On turning point detection in cyclical processes : with applications to the monitoring of business cycles
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Recent econometric techniques for macroeconomic and financial data
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ECONIS (ZBW)
467
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61
Nonlinear time series models and model selection
Ahmad, Yamin
;
Lo, Ming Chien
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 99-121)
.
2014
Persistent link: https://www.econbiz.de/10011406763
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62
Modelling asymmetrie cointegration and dynamic multipliers in a nonlinear ARDL framework
Shin, Yongcheol
;
Yu, Byungchul
;
Greenwood-Nimmo, Matthew
- In:
Festschrift in honor of Peter Schmidt : econometric …
,
(pp. 281-314)
.
2014
Persistent link: https://www.econbiz.de/10011559038
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63
Markow Chain Monte Carlo with particle filtering
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Handbook of research methods and applications in …
,
(pp. 169-193)
.
2013
Persistent link: https://www.econbiz.de/10011897443
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64
Robustness analysis of naı̈ve Bayesian classifier-based collaborative filtering
Kaleli, Cihan
;
Polat, Huseyin
- In:
E-commerce and web technologies : 14th international …
,
(pp. 202-209)
.
2013
Persistent link: https://www.econbiz.de/10010233384
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65
Filtering macroeconomic data
Pollock, David Stephen G.
- In:
Handbook of research methods and applications in …
,
(pp. 95-136)
.
2013
Persistent link: https://www.econbiz.de/10010206844
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66
Forecasting using nonlinear long memory models with artificial neural network expansion
Chaleampong Kongcharoen
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 241-254)
.
2013
Persistent link: https://www.econbiz.de/10009711144
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67
Penalized sieve estimation and inference of seminonparametric dynamic models : a selective review
Chen, Xiaohong
-
2013
Persistent link: https://www.econbiz.de/10010247717
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68
An OGS-based Dynamic Time Warping algorithm for time series data
Zhou, Mi
- In:
Innovation in the high-tech economy
,
(pp. 115-121)
.
2013
Persistent link: https://www.econbiz.de/10010384873
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69
The statistics of the maximum drawdown in financial time series
Casati, Alessandro
;
Tabachnik, Serge
- In:
Advances in financial risk management : corporates, …
,
(pp. 347-363)
.
2013
Persistent link: https://www.econbiz.de/10010213045
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70
Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 69-96)
.
2013
Persistent link: https://www.econbiz.de/10010412570
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