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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~person:"Hallin, Marc"
~person:"Kunst, Robert M."
~person:"Swanson, Norman R."
~subject:"USA"
~type_genre:"Arbeitspapier"
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Capital income
Zeitreihenanalyse
USA
Theorie
101
Theory
101
Time series analysis
64
Forecasting model
30
Prognoseverfahren
30
Modellierung
18
Scientific modelling
18
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16
Estimation theory
16
Schätztheorie
16
Schätzung
16
Volatility
16
Volatilität
16
Statistical test
15
Statistischer Test
15
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10
Faktorenanalyse
10
United States
10
Multivariate Analyse
8
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Nichtparametrisches Verfahren
8
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8
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8
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7
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7
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7
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7
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Stochastischer Prozess
7
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7
Cointegration
6
Heteroskedastizität
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English
68
Author
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Hallin, Marc
Kunst, Robert M.
Swanson, Norman R.
Koopman, Siem Jan
59
Gil-Alaña, Luis A.
53
Caporale, Guglielmo Maria
49
Härdle, Wolfgang
39
Phillips, Peter C. B.
38
Sibbertsen, Philipp
34
Pesaran, M. Hashem
33
Lucas, André
31
Dijk, Herman K. van
30
Hautsch, Nikolaus
30
Hyndman, Rob J.
28
Feng, Yuanhua
27
McAleer, Michael
27
Diebold, Francis X.
26
Koop, Gary
26
Heckman, James J.
24
Lütkepohl, Helmut
23
Franses, Philip Hans
22
Bauwens, Luc
21
Weihs, Claus
20
Beran, Jan
19
Fried, Roland
18
Bollerslev, Tim
17
Dette, Holger
17
Dijk, Dick van
17
Marcellino, Massimiliano
17
Timmermann, Allan
17
Acemoglu, Daron
16
Kehoe, Patrick J.
16
Ravazzolo, Francesco
16
Athanasopoulos, George
15
Bos, Charles S.
15
Caballero, Ricardo J.
15
Gao, Jiti
15
Gather, Ursula
15
Grassi, Stefano
15
Johansen, Søren
15
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European University Institute / Department of Economics
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Exeter / Department of Economics
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ECARES working paper
20
IHS economics series : working paper
16
Working papers / Rutgers University, Department of Economics
13
Reihe Ökonomie
9
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4
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ECONIS (ZBW)
68
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1
The dynamic, the static, and the weak factor models and the analysis of high-dimensional time series
Barigozzi, Matteo
;
Hallin, Marc
-
2024
Persistent link: https://www.econbiz.de/10015050256
Saved in:
2
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
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
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:
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
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:
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
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