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~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Wirtschaftswachstum"
~subject:"Zeitreihenanalyse"
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Wirtschaftswachstum
Zeitreihenanalyse
Decomposition method
9
Dekompositionsverfahren
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Time series analysis
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Estimation theory
5
Schätztheorie
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Theorie
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Capital income
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Cholesky decomposition
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Kapitaleinkommen
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Korrelation
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Violante, Francesco
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CREATES research paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Economic modelling
17
CAMA working paper series
14
Applied economics letters
12
Energy economics
12
International journal of forecasting
12
Discussion paper / Tinbergen Institute
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance and economics discussion series
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International Journal of Energy Economics and Policy : IJEEP
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Journal of economic dynamics & control
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Computational economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Technological forecasting & social change : an international journal
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Tourism management : research, policies, practice
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Working paper series / European Central Bank
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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CESifo working papers
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China economic review : an international journal
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Defence and peace economics
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International review of financial analysis
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Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
2
STR : a seasonal-trend
decomposition
procedure based on regression
Dokumentov, Alexander
;
Hyndman, Rob J.
-
2015
Persistent link: https://www.econbiz.de/10011781255
Saved in:
3
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral
decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
4
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
Saved in:
7
Forecasting time series with complex seasonal patterns using exponential smoothing
De Livera, Alysha M.
;
Hyndman, Rob J.
-
2009
Persistent link: https://www.econbiz.de/10008661972
Saved in:
8
Singular spectrum analysis of Grenander processes and sequential time series reconstruction
Poskitt, Donald Stephen
-
2016
Persistent link: https://www.econbiz.de/10011781767
Saved in:
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