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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~subject:"Estimation theory"
~subject:"Theorie"
~subject:"Time series analysis"
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Volatility
Estimation theory
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
Hyndman, Rob J.
4
Armstrong, Jon Scott
3
Kapetanios, George
3
Panagiotelis, Anastasios
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Tao, Hong
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Taylor, James W.
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Teräsvirta, Timo
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Chaleampong Kongcharoen
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Espasa Terrades, Antoni
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International journal of forecasting
KBI
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Discussion paper / Department of Economics, University of California San Diego
11
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Econometric theory
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SFB 649 discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Advanced texts in econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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Chung-hua series of lectures by invited eminent economists
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Discussion paper series / Center for Economic Studies, Leuven
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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1
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
2
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
3
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
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