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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Hallin, Marc"
~person:"Teräsvirta, Timo"
~type_genre:"Conference proceedings"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Theorie
88
Theory
88
Time series analysis
61
Nichtlineare Regression
13
Nonlinear regression
13
ARCH model
12
ARCH-Modell
12
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11
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11
Estimation theory
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Hallin, Marc
Teräsvirta, Timo
Gil-Alaña, Luis A.
67
Koopman, Siem Jan
64
Franses, Philip Hans
63
Caporale, Guglielmo Maria
59
Pesaran, M. Hashem
50
Härdle, Wolfgang
48
Phillips, Peter C. B.
48
Maravall Herrero, Agustín
41
Dijk, Herman K. van
40
Diebold, Francis X.
37
Lucas, André
36
Sibbertsen, Philipp
36
Kunst, Robert M.
35
Lütkepohl, Helmut
35
Koop, Gary
33
McAleer, Michael
33
Timmermann, Allan
33
Feng, Yuanhua
32
Hyndman, Rob J.
29
Beran, Jan
28
Marcellino, Massimiliano
28
Bauwens, Luc
27
Swanson, Norman R.
27
Lux, Thomas
24
Bollerslev, Tim
23
Schmid, Wolfgang
22
Hassler, Uwe
21
Saikkonen, Pentti
20
Stambaugh, Robert F.
20
Dijk, Dick van
19
Engle, Robert F.
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Weihs, Claus
19
Hautsch, Nikolaus
18
Harvey, Andrew C.
17
Kapetanios, George
17
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Ekonomiska forskningsinstitutet <Stockholm>
10
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International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
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1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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International symposia in economic theory and econometrics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
62
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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
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
3
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
4
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
5
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:
6
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
7
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:
8
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
9
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:
10
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
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