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~isPartOf:"Computational economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
618
Schätztheorie
618
Theorie
397
Theory
397
Forecasting model
346
Prognoseverfahren
346
Time series analysis
220
Estimation
212
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Boubaker, Heni
5
Sephton, Peter S.
4
Franses, Philip Hans
3
Gupta, Rangan
3
Jönsson, Kristian
3
Omay, Tolga
3
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Asai, Manabu
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2
Fukuda, Kosei
2
Herwartz, Helmut
2
Hurvich, Clifford M.
2
Jawadi, Fredj
2
Kvamsdal, Sturla Furunes
2
Lechner, Michael
2
Lee, Hyejin
2
Lopes, Artur C. B. da Silva
2
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2
Meng, Ming
2
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Naser, Hanan
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Akdoğan, Kurmaş
1
Alaali, Fatema
1
Alaouze, Chris M.
1
Aloy, Marcel
1
Antognini, Jonathan
1
Arce, Paola
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Computational economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of the American Statistical Association : JASA
International journal of forecasting
451
Journal of econometrics
434
Journal of forecasting
261
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
217
Economics letters
188
Discussion paper / Tinbergen Institute
177
Econometric theory
175
Econometric reviews
142
Working paper / Department of Econometrics and Business Statistics, Monash University
131
Economic modelling
103
Applied economics
96
CREATES research paper
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Applied economics letters
83
Energy economics
77
Working paper
75
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
73
Journal of applied econometrics
64
NBER Working Paper
61
Econometrics : open access journal
60
Journal of empirical finance
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Journal of time series econometrics
50
Cowles Foundation discussion paper
48
The econometrics journal
48
NBER working paper series
44
CAMA working paper series
43
Working paper series
43
CESifo working papers
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Oxford bulletin of economics and statistics
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Journal of risk and financial management : JRFM
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EUI working paper / ECO
39
The North American journal of economics and finance : a journal of financial economics studies
38
Working paper / National Bureau of Economic Research, Inc.
38
European journal of operational research : EJOR
37
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
3
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
Saved in:
4
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
5
Use of econometric predictors and artificial neural networks for the construction of stock market investment bots
Nametala, Ciniro A. L.
;
Souza, Jonas Villela de
; …
- In:
Computational economics
61
(
2023
)
2
,
pp. 743-773
Persistent link: https://www.econbiz.de/10014228461
Saved in:
6
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
7
A bootstrap
method
to test Granger-causality in the frequency domain
Farnè, Matteo
;
Montanari, Angela
- In:
Computational economics
59
(
2022
)
3
,
pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Saved in:
8
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
9
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
10
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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