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isPartOf:"SFB 649 discussion paper"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"ECARES working paper"
~source:"econis"
~subject:"Time series analysis"
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Time series analysis
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Hallin, Marc
20
Härdle, Wolfgang
18
Robinson, Peter M.
12
Barigozzi, Matteo
7
Hautsch, Nikolaus
7
Okhrin, Ostap
7
Dette, Holger
5
Kley, Tobias
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Volgushev, Stanislav
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Chen, Ying
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Zaffaroni, Paolo
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Harvey, Andrew C.
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3
Lütkepohl, Helmut
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Marinucci, Domenico
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Reiß, Markus
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Spokojnyj, Vladimir G.
3
Arteche, Josu
2
Bibinger, Markus
2
Birr, Stefan
2
Blaskowitz, Oliver
2
Forni, Mario
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Hidalgo, Javier
2
Koopman, Siem Jan
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Linton, Oliver
2
MacCrorie, J. Roderick
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Malec, Peter
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Mammen, Enno
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Mungo, Julius
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Mélard, Guy
2
Netšunajev, Aleksei
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Soccorsi, Stefano
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Song, Song
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1
Azrak, Rajae
1
Bauwens, Luc
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SFB 649 discussion paper
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
ECARES working paper
Discussion paper / Tinbergen Institute
169
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Working paper / Department of Econometrics and Business Statistics, Monash University
79
CREATES research paper
70
Working paper
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
55
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Cowles Foundation discussion paper
46
Discussion papers of interdisciplinary research project 373
45
Discussion paper / Center for Economic Research, Tilburg University
41
Discussion paper / Centre for Economic Policy Research
37
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
34
Report / Econometric Institute, Erasmus University Rotterdam
33
Working papers
32
Documentos de trabajo / Banco de España, Servicio de Estudios
29
EUI working paper / ECO
29
Econometric Institute research papers
29
CORE discussion paper : DP
27
Working paper series
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26
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
26
Economics working paper
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
SSE EFI working paper series in economics and finance
23
Discussion papers / CEPR
21
IHS economics series : working paper
21
Technical working paper / National Bureau of Economic Research
21
Working paper series in economics and finance
20
Working papers / Rutgers University, Department of Economics
20
Discussion paper / Tinbergen Institute / Tinbergen Institute
19
Discussion papers in economics
19
Cambridge working papers in economics
18
CoFE discussion papers
18
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
17
Economics and finance working paper series
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ECONIS (ZBW)
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1
The dynamic, the static, and the weak factor models and the analysis of high-dimensional time series
Barigozzi, Matteo
;
Hallin, Marc
-
2024
Persistent link: https://www.econbiz.de/10015050256
Saved in:
2
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
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5
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
6
Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc
;
Shi, Hongjian
;
Drton, Mathias
;
Han, Fang
-
2021
Persistent link: https://www.econbiz.de/10012694896
Saved in:
7
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
8
Business surveys and repeated surveys : a simulation-based study
Mélard, Guy
;
Sedefoğlu, Gülşah
-
2020
Persistent link: https://www.econbiz.de/10012242680
Saved in:
9
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
10
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
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