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~person:"Brooks, Chris"
~person:"Enders, Walter"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Nonlinear statistics"
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Zeitreihenanalyse
Nichtlineare Regression
16
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16
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Brooks, Chris
Enders, Walter
Teräsvirta, Timo
33
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21
Caporale, Guglielmo Maria
19
Dijk, Dick van
14
Gao, Jiti
14
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14
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13
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12
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11
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11
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10
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10
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8
Wang, Qiying
8
Chen, Xiaohong
7
Koop, Gary
7
McAleer, Michael
7
Xiao, Zhijie
7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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ECONIS (ZBW)
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1
Grain prices, oil prices, and multiple smooth breaks in a VAR
Enders, Walter
;
Jones, Paul
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 399-419
Persistent link: https://www.econbiz.de/10011649121
Saved in:
2
Pretesting for multi-step-ahead exchange rate forecasts with STAR models
Enders, Walter
;
Pascalau, Razvan
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 473-487
Persistent link: https://www.econbiz.de/10011474176
Saved in:
3
Testing for time dependence in parameters
Becker, Ralf
;
Enders, Walter
;
Hurn, Stan
-
2001
Persistent link: https://www.econbiz.de/10001619263
Saved in:
4
Forecasting series containing offsetting breaks : old school and new school methods of forecasting transnational terrorism
Enders, Walter
;
Liu, Yu
;
Prodan, Ruxandra
- In:
Defence and peace economics
20
(
2009
)
6
,
pp. 441-463
Persistent link: https://www.econbiz.de/10003938360
Saved in:
5
Modeling inflation and money demand using a Fourier-series approximation
Becker, Ralf
;
Enders, Walter
;
Hurn, Stan
- In:
Nonlinear time series analysis of business cycles
,
(pp. 221-246)
.
2006
Persistent link: https://www.econbiz.de/10003309369
Saved in:
6
A general test for time dependence in parameters
Becker, Ralf
;
Enders, Walter
;
Hurn, Stan
- In:
Journal of applied econometrics
19
(
2004
)
7
,
pp. 899-906
Persistent link: https://www.econbiz.de/10002467876
Saved in:
7
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economics letters
67
(
2000
)
3
,
pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
Saved in:
8
Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of empirical finance
6
(
1999
)
4
,
pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
Saved in:
9
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
-
1999
Persistent link: https://www.econbiz.de/10001430158
Saved in:
10
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
Saved in:
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