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Time series analysis
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Gil-Alaña, Luis A.
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118
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Lütkepohl, Helmut
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61
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54
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50
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Perron, Pierre
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Timmermann, Allan
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Dijk, Dick van
41
Ghysels, Eric
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Gao, Jiti
40
Johansen, Søren
40
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40
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Eric Cuvillier <Firma>
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University of Chicago / Center for Research in Security Prices
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University of Southampton / Department of Economics
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University of Strathclyde / Department of Economics
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Journal of econometrics
318
International journal of forecasting
293
Economics letters
262
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Econometric theory
210
Discussion paper / Tinbergen Institute
167
Econometric reviews
137
Applied economics
124
Economic modelling
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Journal of applied econometrics
95
Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
Computational economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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NBER Working Paper
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Journal of economic dynamics & control
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
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CREATES research paper
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NBER working paper series
67
Cowles Foundation discussion paper
63
Oxford bulletin of economics and statistics
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Journal of empirical finance
59
Energy economics
58
Working paper / National Bureau of Economic Research, Inc.
58
Discussion papers of interdisciplinary research project 373
57
CESifo working papers
55
EUI working paper / ECO
54
Finance research letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
52
European journal of operational research : EJOR
50
Working papers
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Journal of macroeconomics
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
13,826
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1
Algunos resultados sobre memoria de largo plazo en series bursátiles
Olmeda, Ignacio
- In:
Moneda y crédito : revista de economía
(
1998
),
pp. 145-203
Persistent link: https://www.econbiz.de/10001427830
Saved in:
2
Estimating J (>1) quarterly time series in fulfilling annual and quarterly constraints
Cabrer, Bernardí
;
Pavía, Jose Manuel
- In:
International advances in economic research : IAER ; an …
5
(
1999
)
3
,
pp. 339-349
Persistent link: https://www.econbiz.de/10001432000
Saved in:
3
Agregación temporal y filtro Hodrick-Prescott
Río, Ana del
-
1999
Persistent link: https://www.econbiz.de/10001462267
Saved in:
4
Seasonal adjustment in economic time series : the experience of the Banco de España : (with the model-based method)
Cabrero Bravo, Alberto
-
2000
Persistent link: https://www.econbiz.de/10001473272
Saved in:
5
An application of Padé approximation to volatility modeling
Gil Fari~na, María Candelaria
;
Lorenzo Alegría, Rosa …
- In:
International advances in economic research : IAER ; an …
5
(
1999
)
4
,
pp. 446-465
Persistent link: https://www.econbiz.de/10001490640
Saved in:
6
Longevity studies based on kernel hazard estimation
Felipe, Angie
;
Guillén, Montserrat
;
Nielsen, Jens Perch
-
2000
Persistent link: https://www.econbiz.de/10001493540
Saved in:
7
Can univariate models forecast turning points in seasonal economic times series?
García-Ferrer, Antonio
;
Queralt, Ricardo A.
- In:
International journal of forecasting
14
(
1998
)
4
,
pp. 433-446
Persistent link: https://www.econbiz.de/10001368076
Saved in:
8
Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.
;
Reischauer, Robert D.
- In:
Economics letters
62
(
1999
)
2
,
pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
Saved in:
9
Modelos para series temporales heterocedásticas
Ruiz, Esther
- In:
Información comercial española / Cuadernos económicos
(
1994
),
pp. 73-108
Persistent link: https://www.econbiz.de/10001339984
Saved in:
10
¿Son las rentabilidades de las acciones series fraccionalmente integradas? : Resultados en el mercado de valores español
Blasco, Natividad
- In:
Revista de economía aplicada : publicación cuatrimestral
2
(
1994
)
6
,
pp. 5-28
Persistent link: https://www.econbiz.de/10001179908
Saved in:
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