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~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
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Search: subject:"Statistiktheorie"
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Prognoseverfahren
Time series analysis
Statistical theory
1,571
Statistische Methodenlehre
1,571
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1,078
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1,078
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406
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406
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Perron, Pierre
7
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6
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6
Taylor, Robert
5
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4
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4
White, Halbert
4
Bierens, Herman J.
3
Choi, In
3
Pesaran, M. Hashem
3
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3
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2
Bhaskara Rao, Buddhavarapu
2
Brock, William A.
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Christiano, Lawrence J.
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Journal of econometrics
12
Econometric reviews
10
Economics letters
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10
Econometric theory
6
International economic review
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5
International journal of forecasting
4
Journal of empirical finance
3
Oxford bulletin of economics and statistics
3
Revista de econometria
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
The review of economic studies
3
The review of economics and statistics
3
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2
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Hitotsubashi journal of economics
2
International journal of production research
2
Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Metrika : international journal for theoretical and applied statistics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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American journal of agricultural economics
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Apuntes / Centro de Investigación de la Universidad del Pacífico : revista de ciencias sociales
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Atlantic review of economics : AROE
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ECONIS (ZBW)
218
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1
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218
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1
Bayesian herd detection for dynamic data
Keppo, Jussi
;
Satopää, Ville A.
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10014450271
Saved in:
2
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
Distribution-free multivariate time-series monitoring with analytically determined control limits
Liu, Di
;
Kim, Heeseon
;
Kim, Seong-Hee
;
Kim, Taeheung
; …
- In:
International journal of production research
61
(
2023
)
20
,
pp. 6960-6977
Persistent link: https://www.econbiz.de/10014383268
Saved in:
4
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
5
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
6
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:
7
The existence of random walk in the Philippine stock market : evidence from unit root and variance-ratio tests
Camba, Abraham C. <Jr>
;
Camba, Aileen L.
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
10
,
pp. 523-530
Persistent link: https://www.econbiz.de/10012671436
Saved in:
8
Rescaled variance tests for seasonal stationarity
Gogebakan, Kemal Caglar
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 617-633
Persistent link: https://www.econbiz.de/10013453785
Saved in:
9
Automated and distributed statistical analysis of economic agent-based models
Vandin, Andrea
;
Giachini, Daniele
;
Lamperti, Francesco
; …
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013542997
Saved in:
10
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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