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~person:"Beran, Jan"
~person:"Lucas, André"
~subject:"Volkswirtschaftslehre"
~subject:"Zeitreihenanalyse"
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Volkswirtschaftslehre
Zeitreihenanalyse
Theorie
205
Theory
175
Time series analysis
75
Nichtparametrisches Verfahren
48
Nonparametric statistics
34
Schätztheorie
32
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Beran, Jan
Lucas, André
Franses, Philip Hans
140
Koopman, Siem Jan
126
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
94
Lütkepohl, Helmut
74
Koop, Gary
72
Sibbertsen, Philipp
71
Härdle, Wolfgang
68
Pesaran, M. Hashem
67
Teräsvirta, Timo
66
Kunst, Robert M.
60
Swanson, Norman R.
60
McAleer, Michael
58
Harvey, Andrew C.
56
Hassler, Uwe
55
Maravall Herrero, Agustín
55
Granger, C. W. J.
52
Feng, Yuanhua
50
Marcellino, Massimiliano
48
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lux, Thomas
47
Engle, Robert F.
46
Hallin, Marc
46
Bauwens, Luc
45
Kapetanios, George
44
Perron, Pierre
44
Proietti, Tommaso
43
Ghysels, Eric
42
Taylor, Robert
42
Hendry, David F.
41
Mills, Terence C.
41
Saikkonen, Pentti
41
Gao, Jiti
40
Johansen, Søren
39
Robinson, Peter M.
39
Stock, James H.
39
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Discussion paper / Tinbergen Institute
27
CoFE discussion papers
11
CoFE Discussion Paper
10
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
International journal of forecasting
3
Technical Report
3
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3
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2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
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ECONIS (ZBW)
75
EconStor
16
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1
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
2
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
3
Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Dijk, Ronald van
;
Kloek, Teunis
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966934
Saved in:
4
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis
;
Lucas, André
;
Dijk, Ronald van
-
1995
Persistent link: https://www.econbiz.de/10000922344
Saved in:
5
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.
;
Lucas, André
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994244
Saved in:
6
Outlier robust GMM estimation of leverage determinants
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teun
-
1994
Persistent link: https://www.econbiz.de/10000151692
Saved in:
7
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan
;
Feng, Yuanhua
-
1999
Persistent link: https://www.econbiz.de/10001400363
Saved in:
8
Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan
;
Feng, Yuanhua
-
1999
Persistent link: https://www.econbiz.de/10001400379
Saved in:
9
SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001366045
Saved in:
10
Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
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