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type_genre:"Graue Literatur"
~subject:"Cointegration"
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Search: subject_exact:"ARFIMA model"
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Cointegration
ARMA model
326
ARMA-Modell
326
Theorie
154
Theory
154
Zeitreihenanalyse
150
Time series analysis
149
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74
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74
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52
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46
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46
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30
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23
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21
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21
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19
Kointegration
18
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Stochastischer Prozess
18
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Welt
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World
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Graue Literatur
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35
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Lütkepohl, Helmut
4
Poskitt, Donald Stephen
4
McAleer, Michael
3
Athanasopoulos, George
2
Kascha, Christian
2
Oxley, Les
2
Trenkler, Carsten
2
Vahid, Farshid
2
Yao, Wenying
2
Allen, David E.
1
Asai, Manabu
1
Bartel, Holger
1
Becker, Janis
1
Cochrane, John H.
1
Cubadda, Gianluca
1
Haulde, Javier
1
Hecq, Alain W. J.
1
Nielsen, Morten Ørregaard
1
Palm, Franz C.
1
Peiris, Shelton
1
Prokopczuk, Marcel
1
Sibbertsen, Philipp
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
European University Institute / Department of Economics
1
Gottfried Wilhelm Leibniz Universität Hannover
1
University of Canterbury / Dept. of Economics and Finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
Discussion papers of interdisciplinary research project 373
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
4
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
5
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
6
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
7
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
Saved in:
8
Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009561276
Saved in:
9
On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen
-
2004
Persistent link: https://www.econbiz.de/10002474731
Saved in:
10
Cointegrated VARMA models and forecasting US interest rates
Kascha, Christian
;
Trenkler, Carsten
-
2011
Persistent link: https://www.econbiz.de/10009491985
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