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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Frazier, David T."
~person:"Gouriéroux, Christian"
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Time series analysis
Theorie
74
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74
Estimation theory
16
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9
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9
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Frazier, David T.
Gouriéroux, Christian
Hyndman, Rob J.
27
Caporale, Guglielmo Maria
19
Gil-Alaña, Luis A.
17
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Guégan, Dominique
9
Martin, Gael M.
9
Pesaran, M. Hashem
9
Comte, Fabienne
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Francq, Christian
4
Jasiak, Joann
4
Lütkepohl, Helmut
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Plastun, Alex
4
Renault, Eric
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Timmermann, Allan
4
Zakoïan, Jean-Michel
4
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3
Doukhan, Paul
3
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3
Florens, Jean-Pierre
3
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3
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3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Pick, Andreas
3
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3
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Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
Journal of macroeconomics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Annales d'économie et de statistique
2
International journal of forecasting
2
Princeton series in finance
2
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1
Collection "Economie et statistiques avancées"
1
Journal de la Société de Statistique de Paris
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
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Themes in modern econometrics
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ECONIS (ZBW)
12
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1
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
4
Duration time series models with proportional hazard
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714344
Saved in:
5
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
6
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
7
Nonlinear innovations and impulse responses
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001421278
Saved in:
8
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
9
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
10
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
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