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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~person:"Teräsvirta, Timo"
~subject:"Regression analysis"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Regression analysis
Theorie
91
Theory
91
Time series analysis
62
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Estimation theory
21
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Feng, Yuanhua
Teräsvirta, Timo
Härdle, Wolfgang
77
Franses, Philip Hans
68
Gil-Alaña, Luis A.
68
Koopman, Siem Jan
65
Caporale, Guglielmo Maria
62
Dette, Holger
56
Phillips, Peter C. B.
53
Pesaran, M. Hashem
51
Maravall Herrero, Agustín
41
Diebold, Francis X.
40
Dijk, Herman K. van
40
Timmermann, Allan
37
Lucas, André
36
Sibbertsen, Philipp
36
Koop, Gary
34
Kunst, Robert M.
34
Lütkepohl, Helmut
34
McAleer, Michael
34
Marcellino, Massimiliano
33
Hallin, Marc
32
Beran, Jan
31
Hyndman, Rob J.
29
Swanson, Norman R.
28
Bauwens, Luc
26
Chernozhukov, Victor
26
Linton, Oliver
26
Johansen, Søren
25
Lux, Thomas
24
Bollerslev, Tim
23
Robinson, Peter M.
22
Schmid, Wolfgang
22
Hassler, Uwe
21
Weihs, Claus
21
Fried, Roland
20
Gao, Jiti
20
Saikkonen, Pentti
20
Stambaugh, Robert F.
20
Dijk, Dick van
19
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Ekonomiska forskningsinstitutet <Stockholm>
11
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2
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1
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15
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13
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8
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8
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5
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3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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2
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2
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ECONIS (ZBW)
72
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
2
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
Saved in:
3
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression
Feng, Yuanhua
;
Härdle, Wolfgang
-
2021
Persistent link: https://www.econbiz.de/10012625953
Saved in:
4
Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
5
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
6
Growth trends and systematic patterns of booms and busts : testing 200 years of business cycle dynamics
Fritz, Marlon
;
Gries, Thomas
;
Feng, Yuanhua
-
2016
Persistent link: https://www.econbiz.de/10011520469
Saved in:
7
An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
8
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010194513
Saved in:
9
A multivariate random walk model with slowly changing drift and cross-correlation applied to finance
Feng, Yuanhua
;
Hand, D. J.
;
Yu, Keming
-
2012
Persistent link: https://www.econbiz.de/10009572920
Saved in:
10
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Bredahl Kock, Anders
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009267762
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