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subject:"Deutschland"
~accessRights:"restricted"
~person:"Horváth, Lajos"
~subject:"Time series analysis"
~subject:"United Kingdom"
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Time series analysis
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Horváth, Lajos
Gil-Alaña, Luis A.
19
Marcellino, Massimiliano
17
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
Ghysels, Eric
11
Gupta, Rangan
11
Hyndman, Rob J.
11
Koopman, Siem Jan
11
Ahlert, Dieter
10
Breyer, Friedrich
10
Phillips, Peter C. B.
10
Kang, Yanfei
9
McElroy, Tucker
9
Perron, Pierre
9
Taylor, Robert
9
Hallin, Marc
8
Hecq, Alain W. J.
8
Hendry, David F.
8
Koop, Gary
8
Kuß, Alfred
8
Ravazzolo, Francesco
8
Sibbertsen, Philipp
8
Werner, Hartmut
8
Athanasopoulos, George
7
Brümmerhoff, Dieter
7
Clark, Todd E.
7
Herwartz, Helmut
7
Kenning, Peter
7
Kleinaltenkamp, Michael
7
Kourentzes, Nikolaos
7
Leybourne, Stephen James
7
Lütkepohl, Helmut
7
Proietti, Tommaso
7
Ruiz, Esther
7
Schorfheide, Frank
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International journal of forecasting
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ECONIS (ZBW)
7
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1
Sequential monitoring for changes from stationarity to mild non-stationarity
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012439449
Saved in:
2
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
3
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
4
A new class of change point test statistics of Rényi type
Horváth, Lajos
;
Miller, Curtis
;
Rice, Gregory
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 570-579
Persistent link: https://www.econbiz.de/10012262495
Saved in:
5
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír
;
Hanousek, Jan
;
Horváth, Lajos
; …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
Saved in:
6
Change point tests in functional factor models with application to Yield curves
Bardsley, Patrick
;
Horváth, Lajos
;
Kokoszka, Piotr
; …
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 86-117
Persistent link: https://www.econbiz.de/10011719969
Saved in:
7
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromir
;
Hanousek, Jan
;
Horváth, Lajos
; …
-
2017
Persistent link: https://www.econbiz.de/10011653095
Saved in:
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