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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Abeysinghe, Tilak"
~person:"Pan, Guangming"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Abeysinghe, Tilak
Pan, Guangming
Gao, Jiti
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
1
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ECONIS (ZBW)
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Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
Saved in:
2
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
Saved in:
3
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
4
Forecasting performance of seasonal-dummy models relative to some alternatives
Abeysinghe, Tilak
- In:
Economics letters
44
(
1994
)
4
,
pp. 365-370
Persistent link: https://www.econbiz.de/10001164015
Saved in:
5
Inappropriate use of seasonal dummies in regression
Abeysinghe, Tilak
- In:
Economics letters
36
(
1991
)
2
,
pp. 175-179
Persistent link: https://www.econbiz.de/10001107948
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