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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~subject:"Bewertung"
~subject:"Shock"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
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Shock
Theorie
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Newbold, Paul
Engle, Robert F.
Franses, Philip Hans
63
Koopman, Siem Jan
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
55
Phillips, Peter C. B.
46
Lütkepohl, Helmut
43
Pesaran, M. Hashem
42
Härdle, Wolfgang
41
Maravall Herrero, Agustín
41
Dijk, Herman K. van
38
Sibbertsen, Philipp
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Lucas, André
33
McAleer, Michael
33
Koop, Gary
32
Kunst, Robert M.
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Hallin, Marc
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Marcellino, Massimiliano
30
Hyndman, Rob J.
29
Beran, Jan
28
Swanson, Norman R.
26
Bauwens, Luc
24
Snower, Dennis J.
23
Hassler, Uwe
21
Kilian, Lutz
21
Lux, Thomas
21
Timmermann, Allan
21
Zanetti, Francesco
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Schmid, Wolfgang
20
Dijk, Dick van
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Weihs, Claus
19
Caballero, Ricardo J.
18
Eichenbaum, Martin S.
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ECONIS (ZBW)
14
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1
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:
2
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
3
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
4
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
Saved in:
5
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
6
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
7
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
8
Ranking competing multi-step forecasts
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1997
Persistent link: https://www.econbiz.de/10000974745
Saved in:
9
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
10
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
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