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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~person:"Engsted, Tom"
~person:"Forbes, Catherine Scipione"
~person:"Zhang, Bo"
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Capital income
Zeitreihenanalyse
Theorie
33
Theory
33
Time series analysis
13
Bayes-Statistik
8
Bayesian inference
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
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Engsted, Tom
Forbes, Catherine Scipione
Zhang, Bo
Hyndman, Rob J.
26
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
McAleer, Michael
10
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Kapetanios, George
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Blazsek, Szabolcs
3
Escribano, Álvaro
3
Frazier, David T.
3
Honoré, Peter
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Lund, Jesper
3
Manera, Matteo
3
McCabe, Brendan Peter Martin
3
Mikkelsen, Hans Ole Æ.
3
Pan, Guangming
3
Psaradakis, Zacharias G.
3
Anderson, Warwick
2
Bailey, Natalia
2
Baillie, Richard
2
Beaumont, Adrian
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
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2
Chang, Chia-Lin
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
CAMA working paper series
2
CREATES research paper
2
Economics letters
2
International journal of forecasting
2
Working paper / Department of Economics, University of Aarhus
2
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
2
Applied financial economics
1
CAMA Working Paper
1
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1
Discussion paper / Department of Economics, University of California San Diego
1
Economica
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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Journal of international financial markets, institutions & money
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OPEC review : energy economics and related issues
1
Oxford bulletin of economics and statistics
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The econometrics journal
1
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Working paper / Department of Economics, Faculty of Business Administration, Aarhus School of Business
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
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ECONIS (ZBW)
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Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
2
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
3
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
Saved in:
4
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
5
A structural time series model with Markov switching
Shami, Roland G.
;
Forbes, Catherine Scipione
-
2000
Persistent link: https://www.econbiz.de/10001586617
Saved in:
6
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
7
The relation between asset returns and inflation at short and long horizons
Engsted, Tom
;
Tanggaard, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001493817
Saved in:
8
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1998
Persistent link: https://www.econbiz.de/10000986316
Saved in:
9
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom
-
1997
Persistent link: https://www.econbiz.de/10000959730
Saved in:
10
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
Saved in:
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