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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Hallin, Marc"
~person:"Koop, Gary"
~subject:"Theorie"
~subject:"Volatilität"
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Capital income
Zeitreihenanalyse
Theorie
Volatilität
Theory
22
Time series analysis
13
Estimation
7
Forecasting model
7
Prognoseverfahren
7
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Hallin, Marc
Koop, Gary
Phillips, Peter C. B.
36
Aït-Sahalia, Yacine
16
Ghysels, Eric
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
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Diebold, Francis X.
14
Pesaran, M. Hashem
14
Stein, Jeremy C.
13
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
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11
Chib, Siddhartha
11
O'Hara, Maureen
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Titman, Sheridan
10
Whang, Yoon-jae
10
Brennan, Michael J.
9
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lo, Andrew W.
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Thakor, Anjan V.
9
Tsionas, Efthymios G.
9
White, Halbert
9
Baltagi, Badi H.
8
Barnett, William A.
8
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8
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
ECARES working paper
33
Strathclyde discussion papers in economics
19
Discussion paper / Center for Economic Research, Tilburg University
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Federal Reserve Bank of Cleveland working paper series
7
Discussion paper / Tinbergen Institute
6
Journal of applied econometrics
6
Discussion papers / University of Leicester, Department of Economics
5
FRB of Cleveland Working Paper
5
CAMA working paper series
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4
The econometrics journal
4
International journal of forecasting
3
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3
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ECONIS (ZBW)
22
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1
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
2
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
3
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
4
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
5
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
6
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
7
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
8
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
9
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
10
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
Bennala, Nezar
;
Hallin, Marc
;
Paindaveine, Davy
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 50-67
Persistent link: https://www.econbiz.de/10009673156
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