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isPartOf:"The review of economics and statistics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Ghysels, Eric"
~person:"Pettenuzzo, Davide"
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Search: subject_exact:"Zeitreihenzerlegung"
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Time series analysis
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Zeitreihenanalyse
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Ghysels, Eric
Pettenuzzo, Davide
Forni, Mario
10
Reichlin, Lucrezia
10
Camacho, Maximo
6
Marcellino, Massimiliano
6
Pérez-Quirós, Gabriel
6
Giannone, Domenico
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Lippi, Marco
5
Timmermann, Allan
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Kilian, Lutz
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Poncela, Pilar
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Ravn, Morten O.
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Croux, Christophe
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Hallin, Marc
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Harvey, Andrew C.
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Lee, Tae-hwy
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2
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The review of economics and statistics
Discussion paper / Centre for Economic Policy Research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
6
Working papers / Brandeis University, Department of Economics and International Business School
5
EUI working paper / ECO
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Cahier / Département de Sciences Économiques, Université de Montréal
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Cambridge working papers in economics
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Discussion paper / Institute for Empirical Macroeconomics
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Discussion papers / Adam Smith Business School, University of Glasgow
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Econometric Research Program research memorandum
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Peter C. B. Phillips
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Handbook of economic forecasting ; 1
1
Handbook of financial time series
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International journal of forecasting
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the European Economic Association
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L' Actualité économique : revue trimest.
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Special issue on new developments in time series econometrics
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Special section on small-sample properties of generalized method of moments (GMM)
1
The Manchester School
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The Oxford handbook of economic forecasting
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ECONIS (ZBW)
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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
2
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
Persistent link: https://www.econbiz.de/10010394161
Saved in:
3
Testing for granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
-
2013
Persistent link: https://www.econbiz.de/10010193401
Saved in:
4
A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric
;
Idier, Julien
;
Manganelli, Simone
; …
-
2013
Persistent link: https://www.econbiz.de/10010243713
Saved in:
5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
6
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398483
Saved in:
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