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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Hallin, Marc"
~person:"Kunst, Robert M."
~person:"Perron, Pierre"
~subject:"Algorithmus"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Algorithmus
Theorie
106
Theory
106
Time series analysis
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25
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25
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17
Statistischer Test
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Newbold, Paul
Hallin, Marc
Kunst, Robert M.
Perron, Pierre
Franses, Philip Hans
63
Koopman, Siem Jan
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
52
Dijk, Herman K. van
49
Phillips, Peter C. B.
46
Härdle, Wolfgang
41
Maravall Herrero, Agustín
40
Sibbertsen, Philipp
36
Pesaran, M. Hashem
35
Lütkepohl, Helmut
34
Koop, Gary
33
McAleer, Michael
33
Lucas, André
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Hyndman, Rob J.
29
Beran, Jan
28
Marcellino, Massimiliano
28
Swanson, Norman R.
26
Bauwens, Luc
24
Johansen, Søren
24
Hassler, Uwe
21
Lux, Thomas
21
Grassi, Stefano
20
Schmid, Wolfgang
20
Dijk, Dick van
19
Fried, Roland
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Timmermann, Allan
19
Weihs, Claus
19
Harvey, Andrew C.
17
Gao, Jiti
16
Athanasopoulos, George
15
Breitung, Jörg
15
Fiorentini, Gabriele
15
Paap, Richard
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19
IHS economics series : working paper
15
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11
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3
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2
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2
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2
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2
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1
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1
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1
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1
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Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
70
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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
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:
3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
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:
5
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
6
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
7
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:
8
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:
9
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
10
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
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