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Fitting dynamic factor models...
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von Sachs, Rainer
5
Eichler, Michael
3
Guo, Wensheng
3
Ombao, Hernando
3
Sachs, Rainer Von
3
Sachs, Rainer von
3
Motta, Giovanni
2
Ombao, Hernando C.
2
Bellegem, Sébastien Van
1
Dai, Ming
1
Delouille, Véroniquc
1
Freyermuth, Jean-Marc
1
Fryzlewicz, Piotr
1
Hafner, Christian M.
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Malow, Beth A.
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Annals of the Institute of Statistical Mathematics : AISM
4
Journal of the American Statistical Association : JASA
4
Journal of econometrics
2
Econometric theory
1
International journal of forecasting
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
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1
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1
Fitting dynamic factor models to non-stationary time series
Eichler, Michael
;
Motta, Giovanni
;
von Sachs, Rainer
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009017643
Saved in:
2
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
Motta, Giovanni
;
Hafner, Christian M.
;
von Sachs, Rainer
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1279-1320
Persistent link: https://www.econbiz.de/10009804265
Saved in:
3
Granger causality and path diagrams for multivariate time series
Eichler, Michael
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 334-353
Persistent link: https://www.econbiz.de/10007604728
Saved in:
4
Vergütung in Banken — Ein öffentlichkeitswirksames Thema im regulatorischen Dauerstress
Eichler, Michael
;
Weber, Thorsten
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
66
(
2013
)
6
,
pp. 282-283
Persistent link: https://www.econbiz.de/10010095822
Saved in:
5
The SLEX Model of a Non-Stationary Random Process
Ombao, Hernando
;
Raz, Jonathan
;
von Sachs, Rainer
;
Guo, …
- In:
Annals of the Institute of Statistical Mathematics : AISM
54
(
2002
)
1
,
pp. 171-200
Persistent link: https://www.econbiz.de/10006559746
Saved in:
6
Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien
;
von Sachs, Rainer
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 611-628
Persistent link: https://www.econbiz.de/10006961489
Saved in:
7
Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series
Freyermuth, Jean-Marc
;
Ombao, Hernando
;
von Sachs, Rainer
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 634-647
Persistent link: https://www.econbiz.de/10008452552
Saved in:
8
Theory and Methods - Automatic Statistical Analysis of Bivariate Nonstationary Time Series
Ombao, Hernando C.
;
Raz, Jonathan A.
;
Sachs, Rainer Von
; …
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
454
,
pp. 543-560
Persistent link: https://www.econbiz.de/10006620173
Saved in:
9
Time series - Estimation of nonlinear autoregressive models using design-adapted wavelets
Delouille, Véroniquc
;
Sachs, Rainer von
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10006545360
Saved in:
10
Time series - Forecasting non-stationary time series by wavelet process modelling
Fryzlewicz, Piotr
;
Bellegem, Sébastien Van
;
Sachs, …
- In:
Annals of the Institute of Statistical Mathematics : AISM
55
(
2003
)
4
,
pp. 737-764
Persistent link: https://www.econbiz.de/10006552765
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