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subject:"Time series analysis"
type_genre:"Working Paper"
~type_genre:"Bibliografie"
~type_genre:"Mikroform"
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Time series analysis
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Franses, Philip Hans
63
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63
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Caporale, Guglielmo Maria
52
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47
Härdle, Wolfgang
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37
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31
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30
Beran, Jan
28
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28
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26
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21
Lux, Thomas
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Schmid, Wolfgang
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Fried, Roland
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Johansen, Søren
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Saikkonen, Pentti
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Weihs, Claus
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Harvey, Andrew C.
17
Athanasopoulos, George
15
Breitung, Jörg
15
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15
Gao, Jiti
15
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15
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45
Ekonomiska forskningsinstitutet <Stockholm>
30
European University Institute / Department of Economics
27
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8
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Discussion paper / Tinbergen Institute
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100
Working paper / Department of Econometrics and Business Statistics, Monash University
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55
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CESifo working papers
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Cowles Foundation discussion paper
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Discussion papers of interdisciplinary research project 373
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SFB 649 discussion paper
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EUI working paper / ECO
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Discussion paper / Center for Economic Research, Tilburg University
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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25
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SSE EFI working paper series in economics and finance
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IHS economics series : working paper
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Technical working paper / National Bureau of Economic Research
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19
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ECONIS (ZBW)
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621
Predictable recoveries
Cai, Xiaoming
;
Den Haan, Wouter J.
;
Pinder, Jonathan
-
2015
Persistent link: https://www.econbiz.de/10012171647
Saved in:
622
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
623
A new approach to forecasting based on exponential smoothing with independent regressors
Osman, Ahmad Farid
;
King, Maxwell L.
-
2015
Persistent link: https://www.econbiz.de/10011781123
Saved in:
624
Forecasting compositional time series : a state space approach
Snyder, Ralph D.
;
Ord, John Keith
;
Koehler, Anne B.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781245
Saved in:
625
Probabilistic time series forecasting with boosted additive models : an application to smart meter data
Ben Taieb, Souhaib
;
Huser, Raphael
;
Hyndman, Rob J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781252
Saved in:
626
Forecasting hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
;
Athanasopoulos, George
; …
-
2015
Persistent link: https://www.econbiz.de/10011781270
Saved in:
627
Forecasting with temporal hierarchies
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
-
2015
Persistent link: https://www.econbiz.de/10011781277
Saved in:
628
The adaptiveness in stock markets : testing the stylized facts in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
-
Latest version: September 1, 2015
Persistent link: https://www.econbiz.de/10011777493
Saved in:
629
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011796062
Saved in:
630
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
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