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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
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Time series analysis
Theorie
2,175
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2,175
Estimation theory
499
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499
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457
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238
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238
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198
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198
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Phillips, Peter C. B.
20
Taylor, Robert
9
Koop, Gary
8
Swanson, Norman R.
8
Yu, Jun
8
Franses, Philip Hans
7
Teräsvirta, Timo
7
Mariano, Roberto S.
6
McAleer, Michael
6
Spanos, Aris
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Hendry, David F.
5
Kilian, Lutz
5
Andreou, Elena
4
Bai, Jushan
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chan, Joshua
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
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4
Hong, Yongmiao
4
Horváth, Lajos
4
Johansen, Søren
4
Kapetanios, George
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Maasoumi, Esfandiar
4
Ng, Serena
4
Park, Joon Y.
4
Perron, Pierre
4
Pesaran, M. Hashem
4
Politis, Dimitris N.
4
Rombouts, Jeroen V. K.
4
Velasco, Carlos
4
Andersen, Torben
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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190
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168
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112
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103
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102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
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94
Journal of applied econometrics
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78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
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60
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57
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55
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Oxford bulletin of economics and statistics
53
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52
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51
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49
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48
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47
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47
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45
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45
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41
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ECONIS (ZBW)
457
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61
A multicointegration model of global climate change
Bruns, Stephan B.
;
Csereklyei, Zsuzsanna
;
Stern, David I.
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
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62
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
63
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
64
Does modeling a structural break improve forecast accuracy?
Boot, Tom
;
Pick, Andreas
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
Saved in:
65
Sequential monitoring for changes from stationarity to mild non-stationarity
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012439449
Saved in:
66
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
67
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
68
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
69
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
70
Threshold factor models for high-dimensional time series
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012439636
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