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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The econometrics journal"
~subject:"Einheitswurzeltest"
~subject:"Volatility"
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Search: subject:"Time series analysis"
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Einheitswurzeltest
Volatility
Time series analysis
203
Zeitreihenanalyse
203
Theorie
113
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113
Estimation theory
50
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50
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Perron, Pierre
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Yu, Xuewen
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Journal of economic dynamics & control
The econometrics journal
Journal of econometrics
146
Economic modelling
88
Discussion paper / Tinbergen Institute
79
Energy economics
79
Economics letters
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Applied economics
68
Applied economics letters
63
International journal of forecasting
61
Econometric reviews
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of empirical finance
51
Econometric theory
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of forecasting
41
International review of economics & finance : IREF
37
Working paper
36
The North American journal of economics and finance : a journal of financial economics studies
33
CREATES research paper
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International review of financial analysis
30
Journal of financial econometrics
28
Journal of risk and financial management : JRFM
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Cowles Foundation discussion paper
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
3
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
5
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
6
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
7
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
8
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
9
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
10
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
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