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person:"Kapetanios, George"
~isPartOf:"CREATES research paper"
~person:"Delle Monache, Davide"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
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Search: subject_exact:"Time series analysis"
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Kapetanios, George
Delle Monache, Davide
Koopman, Siem Jan
Maravall Herrero, Agustín
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
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Kruse, Robinson
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Grassi, Stefano
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Podolskij, Mark
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Proietti, Tommaso
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Santucci de Magistris, Paolo
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Hillebrand, Eric
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Nonejad, Nima
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Silvennoinen, Annastiina
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Voev, Valeri
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Bennedsen, Mikkel
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Bredahl Kock, Anders
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He, Changli
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CREATES research paper
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102
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International journal of forecasting
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Suntory Toyota International Centre for Economics and Related Disciplines
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Suntory and Toyota International Centres for Economics and Related Disciplines
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A history of market performance : from ancient Babylonia to the modern world
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ECONIS (ZBW)
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
2
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
3
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
4
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
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