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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~subject:"Stochastic process"
~subject:"Theory"
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Search: subject_exact:"Trendmodell"
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Stochastic process
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Time series analysis
873
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873
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263
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263
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179
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179
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134
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133
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114
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Phillips, Peter C. B.
60
Hong, Yongmiao
6
Lieberman, Offer
6
Linton, Oliver
6
Saikkonen, Pentti
6
Wang, Qiying
6
Lütkepohl, Helmut
5
Taylor, Robert
5
Yu, Jun
5
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4
Chen, Xiaohong
4
Han, Chirok
4
Johansen, Søren
4
Moon, Hyungsik Roger
4
Park, Joon Y.
4
Robinson, Peter M.
4
Sun, Yixiao
4
Xiao, Zhijie
4
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3
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3
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3
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3
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3
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3
Gao, Jiti
3
Gil-Alaña, Luis A.
3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Zakoïan, Jean-Michel
3
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2
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2
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Cowles Foundation discussion paper
Applied financial economics
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358
International journal of forecasting
321
Economics letters
280
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245
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224
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183
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140
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
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103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Working paper / Department of Econometrics and Business Statistics, Monash University
91
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90
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80
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78
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69
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61
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48
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ECONIS (ZBW)
459
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
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2
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
3
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
4
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
5
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
6
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
7
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
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8
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
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9
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
10
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
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