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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Chevillon, Guillaume"
~source:"econis"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Estimation theory
12
Schätztheorie
12
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8
VAR model
7
VAR-Modell
7
Economic forecast
6
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6
Time series analysis
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Chevillon, Guillaume
Phillips, Peter C. B.
34
Gao, Jiti
20
Swanson, Norman R.
20
Johansen, Søren
19
Koop, Gary
19
Wagner, Martin
18
Marcellino, Massimiliano
17
Cai, Zongwu
14
Huber, Florian
14
Nielsen, Morten Ørregaard
13
Hyndman, Rob J.
12
Athanasopoulos, George
11
Corradi, Valentina
11
Hendry, David F.
11
Kapetanios, George
11
Pesaran, M. Hashem
11
Rossi, Barbara
11
Vahid, Farshid
11
Clark, Todd E.
10
Demetrescu, Matei
10
Koopman, Siem Jan
10
Kumar, Dilip
10
Baltagi, Badi H.
9
Boswijk, Herman Peter
9
Kurita, Takamitsu
9
Paruolo, Paolo
9
Taylor, Robert
9
Tu, Yundong
9
Wang, Qiying
9
Lahiri, Kajal
8
Linton, Oliver
8
Lütkepohl, Helmut
8
McCracken, Michael W.
8
Rahbek, Anders
8
Ramírez, Miguel D.
8
Sekhposyan, Tatevik
8
Audrino, Francesco
7
Banerjee, Anurag Narayan
7
Bohn Nielsen, Heino
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
4
Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
Chevillon, Guillaume
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 514-545
Persistent link: https://www.econbiz.de/10011795260
Saved in:
5
Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tate...
Chevillon, Guillaume
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 683-687
Persistent link: https://www.econbiz.de/10010514754
Saved in:
6
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124449
Saved in:
7
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002228506
Saved in:
8
Direct multi-step estimation and forecasting
Chevillon, Guillaume
- In:
Journal of economic surveys
21
(
2007
)
4
,
pp. 746-785
Persistent link: https://www.econbiz.de/10003516730
Saved in:
9
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume
;
Hendry, David F.
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 201-218
Persistent link: https://www.econbiz.de/10002687738
Saved in:
10
Direct multi-step estimation and forecasting
Chevillon, Guillaume
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003131162
Saved in:
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