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subject:"Zeitreihenanalyse"
type_genre:"Arbeitspapier"
~person:"Hallin, Marc"
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Zeitreihenanalyse
Theorie
45
Theory
45
Time series analysis
29
Factor analysis
11
Faktorenanalyse
11
Multivariate Analyse
8
Multivariate analysis
8
Volatility
8
Volatilität
8
Panel
7
Panel study
7
Ranking method
7
Ranking-Verfahren
7
Statistical distribution
7
Statistische Verteilung
7
Estimation
6
High-dimensional time series
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Prognoseverfahren
5
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
Multivariate Verteilung
4
Multivariate distribution
4
volatility
4
Dynamic Factor Models
3
Dynamic factor models
3
Dynamische Wirtschaftstheorie
3
Economic dynamics
3
Einheitswurzeltest
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Nichtparametrisches Verfahren
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Free
24
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2
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Book / Working Paper
29
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Arbeitspapier
Working Paper
29
Graue Literatur
20
Non-commercial literature
20
Article in journal
13
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13
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English
29
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Hallin, Marc
Koopman, Siem Jan
64
Franses, Philip Hans
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
52
Phillips, Peter C. B.
46
Härdle, Wolfgang
41
Maravall Herrero, Agustín
41
Dijk, Herman K. van
37
Sibbertsen, Philipp
36
Pesaran, M. Hashem
35
Lütkepohl, Helmut
34
McAleer, Michael
33
Koop, Gary
32
Kunst, Robert M.
32
Lucas, André
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Hyndman, Rob J.
29
Beran, Jan
28
Marcellino, Massimiliano
28
Swanson, Norman R.
26
Bauwens, Luc
24
Hassler, Uwe
21
Lux, Thomas
21
Schmid, Wolfgang
20
Dijk, Dick van
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Timmermann, Allan
19
Weihs, Claus
19
Harvey, Andrew C.
17
Athanasopoulos, George
15
Breitung, Jörg
15
Fiorentini, Gabriele
15
Gao, Jiti
15
Grassi, Stefano
15
Paap, Richard
15
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European University Institute / Department of Economics
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
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ECARES working paper
20
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Centre for Economic Policy Research
2
CentER Discussion Paper Series
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
EUI working paper
1
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ECONIS (ZBW)
29
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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
Saved in:
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
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:
9
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
Saved in:
10
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
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