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type_genre:"Arbeitspapier"
type_genre:"Hochschulschrift"
~isPartOf:"Working papers series in theoretical and applied economics"
~subject:"Time series analysis"
~type_genre:"Konferenzschrift"
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Time series analysis
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Working papers series in theoretical and applied economics
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Optimal forecast under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10012888324
Saved in:
2
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
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3
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
4
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
5
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
6
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
7
Dynamic structure of the spot price of crude oil : does time aggregation matter?
Aghababa, Hajar
;
Barnett, William A.
-
2016
Persistent link: https://www.econbiz.de/10011565376
Saved in:
8
The exact theoretical rational expectations monetary aggregate
Barnett, William A.
;
Hinich, Melvin J.
;
Yue, Piyu
-
2012
Persistent link: https://www.econbiz.de/10009732486
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