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subject:"Time series analysis"
type_genre:"Glossary included"
~type_genre:"Article in journal"
~type_genre:"Handbook"
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Phillips, Peter C. B.
55
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24
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Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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ECONIS (ZBW)
5,622
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11
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
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12
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
Saved in:
13
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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14
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
15
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
16
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
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17
Is peer-to-peer demand cointegrated at the listing level?
Pérez Rodríguez, Jorge V.
;
Rachinger, Heiko
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2249-2275
Persistent link: https://www.econbiz.de/10014520147
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18
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
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19
How do environmental quality and technology affect public debt in Indonesia? : a time series analysis
Azikin, Ilham Syah
;
Utina, Dian Anggriani
;
Maddatuang, …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 441-446
Persistent link: https://www.econbiz.de/10014492231
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20
Singular spectrum analysis (SSA) based hybrid models for emergency ambulance demand (EAD) time series forecasting
Wang, Jing
;
Peng, Xuhong
;
Wu, Jindong
;
Ding, Youde
; …
- In:
IMA journal of management mathematics
35
(
2024
)
1
,
pp. 45-64
Persistent link: https://www.econbiz.de/10014526094
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