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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~language:"eng"
~person:"Escribano, Álvaro"
~person:"Maravall Herrero, Agustín"
~subject:"Einheitswurzeltest"
~subject:"Unit root test"
~type_genre:"Aufsatz im Buch"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Einheitswurzeltest
Unit root test
Theorie
70
Theory
70
Time series analysis
50
Estimation theory
25
Schätztheorie
25
Saisonale Schwankungen
11
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11
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7
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Newbold, Paul
Escribano, Álvaro
Maravall Herrero, Agustín
Gil-Alaña, Luis A.
74
Franses, Philip Hans
66
Koopman, Siem Jan
65
Phillips, Peter C. B.
61
Caporale, Guglielmo Maria
56
Pesaran, M. Hashem
46
Lütkepohl, Helmut
45
Härdle, Wolfgang
42
Kunst, Robert M.
38
Dijk, Herman K. van
37
McAleer, Michael
37
Sibbertsen, Philipp
35
Teräsvirta, Timo
35
Feng, Yuanhua
34
Koop, Gary
34
Lucas, André
32
Saikkonen, Pentti
31
Beran, Jan
28
Hallin, Marc
28
Hyndman, Rob J.
28
Marcellino, Massimiliano
28
Breitung, Jörg
27
Hassler, Uwe
27
Swanson, Norman R.
27
Bauwens, Luc
25
Taylor, Robert
23
Lux, Thomas
22
Johansen, Søren
21
Timmermann, Allan
21
Dijk, Dick van
20
Fried, Roland
20
Kilian, Lutz
20
Lanne, Markku
20
Robinson, Peter M.
20
Schmid, Wolfgang
20
Weihs, Claus
20
Haldrup, Niels
19
Harvey, Andrew C.
19
Gao, Jiti
16
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ECONIS (ZBW)
52
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1
Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2021
Persistent link: https://www.econbiz.de/10013259967
Saved in:
2
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
3
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
Saved in:
4
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2007
Persistent link: https://www.econbiz.de/10003541855
Saved in:
5
An application of the TRAMO-SEATS automatic procedure : direct versus indirect adjustment
Maravall Herrero, Agustín
-
2005
Persistent link: https://www.econbiz.de/10003173081
Saved in:
6
Synchronicity between macroeconomic time series
Escribano, Álvaro
;
Sipols, Ana E.
- In:
Progress in financial markets research
,
(pp. 189-220)
.
2012
Persistent link: https://www.econbiz.de/10009678548
Saved in:
7
Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777071
Saved in:
8
The Hodrick-Prescott filter at time series endpoints
Mise, Emi
(
contributor
);
Kim, Tae-hwan
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766035
Saved in:
9
A complete model-based interpretation of the Hodrick- Prescott Filter: spuriousness reconsidered
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2002
Persistent link: https://www.econbiz.de/10001675832
Saved in:
10
Time aggregation and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2001
Persistent link: https://www.econbiz.de/10001577413
Saved in:
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