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~isPartOf:"Journal of economic dynamics & control"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
Time series analysis
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Chambers, Marcus J.
2
Amir Ahmadi, Pooyan
1
Berger, Tino
1
Chan, Joshua
1
Chorro, Christophe
1
Dendramis, Yiannis
1
Everaert, Gerdie
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Journal of economic dynamics & control
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Econometric theory
23
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CAMA working paper series
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Computational economics
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International journal of forecasting
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The econometrics journal
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
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Applied economics letters
10
Journal of empirical finance
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Energy economics
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European journal of operational research : EJOR
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial econometrics
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Journal of forecasting
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of theoretical and applied finance
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1
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:
2
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:
3
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
Saved in:
4
Classical and restricted impulse control for the exchange rate under a stochastic trend model
Runggaldier, Wolfgang J.
;
Yasuda, Kazuhiro
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 369-390
Persistent link: https://www.econbiz.de/10011974210
Saved in:
5
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 48-65
Persistent link: https://www.econbiz.de/10011817599
Saved in:
6
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
Saved in:
7
Testing for time variation in an unobserved components model for the U.S. economy
Berger, Tino
;
Everaert, Gerdie
;
Vierke, Hauke
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 179-208
Persistent link: https://www.econbiz.de/10011708530
Saved in:
8
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
9
Discrete time representation of stationary and non-stationary continuous time systems
Chambers, Marcus J.
- In:
Journal of economic dynamics & control
23
(
1999
)
4
,
pp. 619-639
Persistent link: https://www.econbiz.de/10001411163
Saved in:
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