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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"ECARES working paper"
~language:"eng"
~person:"Hallin, Marc"
~person:"Proietti, Tommaso"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Zeitreihenanalyse
ARCH model
Stochastischer Prozess
Theorie
33
Theory
33
Time series analysis
19
Factor analysis
8
Faktorenanalyse
8
Multivariate Analyse
8
Multivariate analysis
8
Volatility
7
Volatilität
7
High-dimensional time series
6
Ranking method
6
Ranking-Verfahren
6
ARCH-Modell
5
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Statistical distribution
5
Statistische Verteilung
5
Multivariate Verteilung
4
Multivariate distribution
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Panel
4
Panel study
4
Statistical test
4
Statistischer Test
4
Stochastic process
4
Dynamic Factor Models
3
Ranks
3
Regression analysis
3
Regressionsanalyse
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multivariate quantiles
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volatility
3
Capital income
2
Copula
2
Copulas
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2
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Working Paper
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English
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Newbold, Paul
Hallin, Marc
Proietti, Tommaso
Barigozzi, Matteo
6
Dette, Holger
5
Kley, Tobias
5
Volgushev, Stanislav
5
Lippi, Marco
3
Birr, Stefan
2
Forni, Mario
2
Mélard, Guy
2
Soccorsi, Stefano
2
Zaffaroni, Paolo
2
Alj, Abdelkamel
1
Azrak, Rajae
1
Drton, Mathias
1
Giovannelli, Alessandro
1
Goto, Yuichi
1
Han, Fang
1
Hotta, Luiz K.
1
Hörmann, Siegfried
1
Kollmann, Robert
1
Liu, Hang
1
Luciani, Matteo
1
Mazzeu, João H. G.
1
Nisol, Gilles
1
Pereira, Pedro L. Valls
1
Sedefoğlu, Gülşah
1
Shi, Hongjian
1
Skowronek, Stefan
1
Tavakoli, Shahin
1
Trucios, Carlos
1
Trucíos, Carlos
1
Van Hecke, Ria
1
Werker, Bas J. M.
1
Zevallos, Mauricio
1
Zhou, Bo
1
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ECARES working paper
CEIS Working Paper
8
Journal of econometrics
7
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
CREATES research paper
4
International journal of forecasting
4
Applied economics
3
Discussion paper / Center for Economic Research, Tilburg University
3
Econometric reviews
3
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
The econometrics journal
3
A companion to economic forecasting
2
Advanced texts in econometrics
2
Discussion paper / Centre for Economic Policy Research
2
EERI research paper series
2
EUI working paper / ECO
2
Econometric theory
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Journal of forecasting
2
Journal of the American Statistical Association : JASA
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Advanced Texts in Econometrics Ser
1
An Elgar reference collection
1
CC economics
1
CEIS Research Paper
1
CentER Discussion Paper Series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Discussion papers in economics / School of Economics
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Discussion papers of interdisciplinary research project 373
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1
Economic theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
20
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
On bounded completeness and the l1-densensess of likelihood ratios
Hallin, Marc
;
Werker, Bas J. M.
;
Zhou, Bo
-
2023
Persistent link: https://www.econbiz.de/10014251867
Saved in:
3
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
4
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
5
Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc
;
Shi, Hongjian
;
Drton, Mathias
;
Han, Fang
-
2021
Persistent link: https://www.econbiz.de/10012694896
Saved in:
6
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
7
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
8
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
9
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
10
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
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