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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Finance research letters"
~person:"Gil-Alaña, Luis A."
~person:"Pesaran, M. Hashem"
~subject:"Correlation"
~subject:"Faktorenanalyse"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Correlation
Faktorenanalyse
Zeitreihenanalyse
Estimation
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Schätzung
5
Capital income
4
Kapitaleinkommen
4
Time series analysis
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Forecasting model
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Fractional integration
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1954-1997
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Swanson, Norman R.
Gil-Alaña, Luis A.
Pesaran, M. Hashem
Gupta, Rangan
7
Engle, Robert F.
6
Ma, Feng
4
Pierdzioch, Christian
4
Granger, C. W. J.
3
Li, Yan
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Božović, Miloš
2
Cao, Zhen
2
Caporale, Guglielmo Maria
2
Christiansen, Charlotte
2
Demir, Ender
2
Gozgor, Giray
2
Han, Liyan
2
Kane, Alex
2
Launhardt, Patrick
2
Liang, Chao
2
Long, Huaigang
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Lu, Xinjie
2
Lyócsa, Štefan
2
McMillan, David G.
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Miebs, Felix
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Noh, Jaesun
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Qadan, Mahmoud
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Qian, Lihua
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Russell, Jeffrey R.
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Shuval, Kerem
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Timmermann, Allan
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Toan Luu Duc Huynh
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Wu, Xinyu
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Zaremba, Adam
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Zeng, Qing
2
Zhang, Qunzi
2
Zhang, Yaojie
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Zhu, Xiaoneng
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Discussion paper / Department of Economics, University of California San Diego
Finance research letters
CESifo working papers
47
Economics and finance working paper series
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Cambridge working papers in economics
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DAE working paper
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Applied economics letters
9
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7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Bulletin of economic research
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
2
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
3
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
4
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000914280
Saved in:
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