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~person:"Hallin, Marc"
~subject:"Multivariate analysis"
~subject:"Zeitreihenanalyse"
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Multivariate analysis
Zeitreihenanalyse
Theorie
69
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68
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45
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17
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17
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16
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Hallin, Marc
Gil-Alaña, Luis A.
167
Franses, Philip Hans
154
Koopman, Siem Jan
147
Caporale, Guglielmo Maria
144
Phillips, Peter C. B.
132
Lütkepohl, Helmut
76
Härdle, Wolfgang
75
Pesaran, M. Hashem
75
Koop, Gary
73
McAleer, Michael
72
Sibbertsen, Philipp
72
Teräsvirta, Timo
69
Kunst, Robert M.
66
Lucas, André
62
Swanson, Norman R.
62
Harvey, Andrew C.
61
Marcellino, Massimiliano
59
Stock, James H.
59
Dijk, Herman K. van
58
Hassler, Uwe
58
Kapetanios, George
56
Engle, Robert F.
55
Maravall Herrero, Agustín
55
Granger, C. W. J.
54
Gupta, Rangan
53
Watson, Mark W.
51
Feng, Yuanhua
50
Bauwens, Luc
48
Lux, Thomas
48
Hyndman, Rob J.
47
Herwartz, Helmut
46
Ghysels, Eric
44
Proietti, Tommaso
44
Timmermann, Allan
44
Dijk, Dick van
43
Gao, Jiti
43
Perron, Pierre
43
Saikkonen, Pentti
43
Ravazzolo, Francesco
42
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25
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5
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3
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2
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Locally optimal tests against periodic autoregression : parametric and nonparametric approaches
Bentarzi, Mohamed
- In:
Econometric theory
12
(
1996
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10001201816
Saved in:
2
Séquences généralisées : un outil pour l'analyse des séries hétéroscédastiques?
Hallin, Marc
- In:
Journal de la Société de Statistique de Paris
135
(
1994
)
3
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001173934
Saved in:
3
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
4
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
5
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
6
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
7
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
8
Quantile spectral analysis for locally stationary time series
Birr, Stefan
;
Volgushev, Stanislav
;
Kley, Tobias
; …
-
2015
Persistent link: https://www.econbiz.de/10011622344
Saved in:
9
Center-outward quantiles and the measurement of multivariate risk
Beirlant, Jan
;
Buitendag, Sven
;
Barrio, Eustasio del
; …
-
2019
Persistent link: https://www.econbiz.de/10012179678
Saved in:
10
Multivariate goodness-of-fit tests based on Wasserstein distance
Hallin, Marc
;
Mordant, Gilles
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012179699
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