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accessRights:"free"
type_genre:"Forschungsbericht"
~isPartOf:"CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series"
~subject:"HAR"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Time series analysis
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dimension reduction
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common features
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multivariate autoregressive index model
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Cubadda, Gianluca
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Barrio Castro, Tomás del
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Damette, Olivier
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Hecq, Alain W. J.
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
Discussion paper / Tinbergen Institute
69
Working paper / Department of Econometrics and Business Statistics, Monash University
61
CREATES research paper
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
SFB 649 discussion paper
26
Cowles Foundation discussion paper
24
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Discussion papers of interdisciplinary research project 373
15
Discussion papers / Department of Economics, University of Copenhagen
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Working paper series
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CESifo working papers
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Queen's Economics Department working paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECARES working paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Working papers
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Working papers series in theoretical and applied economics
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Economics discussion papers
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KBI
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Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
8
Working papers / Rutgers University, Department of Economics
8
Discussion paper
7
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
6
Discussion papers in economics
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series / Department of Economics, University of Missouri-Columbia
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Birkbeck working papers in economics and finance : BWPEF
5
CEMFI working paper
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CORE discussion papers : DP
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Department of Economics discussion paper series / University of Oxford
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Discussion paper / Central Bureau voor de Statistiek
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
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2
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Casini, Alessandro
-
2022
Persistent link: https://www.econbiz.de/10013255861
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3
Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2022
Persistent link: https://www.econbiz.de/10013257768
Saved in:
4
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012487978
Saved in:
5
On cointegration for processes integrated at different frequencies
Barrio Castro, Tomás del
;
Cubadda, Gianluca
;
Osborn, …
-
2020
Persistent link: https://www.econbiz.de/10012489057
Saved in:
6
A test of sufficient condition for infinite-step Granger noncausality in infinite order vector autoregressive process
Triacca, Umberto
;
Damette, Olivier
;
Giovannelli, Alessandro
-
2020
Persistent link: https://www.econbiz.de/10012489251
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