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~isPartOf:"The review of economics and statistics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Forni, Mario
2
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The review of economics and statistics
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International review of economics & finance : IREF
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International journal of economics and financial issues : IJEFI
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Tourism economics : the business and finance of tourism and recreation
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Working paper series in economics and finance
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ECONIS (ZBW)
67
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1
Are the effects of financial market disruptions big or small?
Barnichon, Regis
;
Matthes, Christian
;
Ziegenbein, Alexander
- In:
The review of economics and statistics
104
(
2022
)
3
,
pp. 557-570
Persistent link: https://www.econbiz.de/10013282522
Saved in:
2
A quasi-maximum likelihood approach for large, approximate dynamic factor models
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 1014-1024
Persistent link: https://www.econbiz.de/10009668442
Saved in:
3
Why you should never use the Hodrick-Prescott filter
Hamilton, James D.
- In:
The review of economics and statistics
100
(
2018
)
5
,
pp. 831-843
Persistent link: https://www.econbiz.de/10011959934
Saved in:
4
The explicit formula for the Hodrick-Prescott filter in a finite sample
Cornea-Madeira, Adriana
- In:
The review of economics and statistics
99
(
2017
)
2
,
pp. 314-318
Persistent link: https://www.econbiz.de/10011781053
Saved in:
5
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
6
The econometrics of the Hodrick-Prescott filter
Jong, Robert M. de
;
Sakarya, Neslihan
- In:
The review of economics and statistics
98
(
2016
)
2
,
pp. 310-317
Persistent link: https://www.econbiz.de/10011477245
Saved in:
7
Dynamic hierarchical factor models
Mönch, Emanuel
;
Ng, Serena
;
Potter, Simon M.
- In:
The review of economics and statistics
95
(
2013
)
5
,
pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
Saved in:
8
The propagation of regional recessions
Hamilton, James D.
;
Owyang, Michael T.
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 935-947
Persistent link: https://www.econbiz.de/10009668459
Saved in:
9
The asymmetric business cycle
Morley, James C.
;
Piger, Jeremy Max
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 208-221
Persistent link: https://www.econbiz.de/10009565361
Saved in:
10
Measurement and testing of inequality from time series of declines with an applicatrion to US wages
Harvey, Andrew C.
;
Bernstein, Jared
- In:
The review of economics and statistics
85
(
2003
)
1
,
pp. 141-152
Persistent link: https://www.econbiz.de/10001739948
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