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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hallin, Marc"
~subject:"Volatilität"
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Newbold, Paul
Hallin, Marc
Phillips, Peter C. B.
11
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9
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8
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7
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Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
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2
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
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3
Locally optimal tests against periodic autoregression : parametric and nonparametric approaches
Bentarzi, Mohamed
- In:
Econometric theory
12
(
1996
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10001201816
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4
Uncertainty about the persistence of economic shocks
Miller, John P.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 435-440
Persistent link: https://www.econbiz.de/10001190283
Saved in:
5
Spurious break
Nunes, Luis C.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
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