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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Lucas, André"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"USA"
~subject:"Welt"
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Großbritannien
Time series analysis
USA
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4
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4
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Lucas, André
Proietti, Tommaso
Swanson, Norman R.
Franses, Philip Hans
7
Hinich, Melvin J.
6
Spanos, Aris
6
Kilian, Lutz
5
Phillips, Peter C. B.
5
Taylor, Robert
5
Andreou, Elena
4
Maasoumi, Esfandiar
4
Morley, James C.
4
Psaradakis, Zacharias G.
4
Bordignon, Silvano
3
Dagum, Estela Bee
3
Dijk, Dick van
3
Jawadi, Fredj
3
Kim, Chang-jin
3
Maddala, Gangadharrao S.
3
McAleer, Michael
3
Zellner, Arnold
3
Asai, Manabu
2
Ashley, Richard A.
2
Audrino, Francesco
2
Barnett, William A.
2
Chan, Joshua
2
Chauvet, Marcelle
2
Di Bartolomeo, Giovanni
2
Gallant, A. Ronald
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Ghysels, Eric
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Granger, C. W. J.
2
Hafner, Christian M.
2
Harvey, David I.
2
He, Changli
2
Hodgson, Douglas J.
2
Horowitz, Joel
2
Johansen, Søren
2
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2
Kapetanios, George
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Econometric reviews
Macroeconomic dynamics
Discussion paper / Tinbergen Institute
32
Working papers / Rutgers University, Department of Economics
20
Journal of econometrics
17
International journal of forecasting
13
Discussion paper / Department of Economics, University of California San Diego
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / National Bureau of Economic Research, Inc.
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CEIS Working Paper
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Department of Economics discussion paper series / University of Oxford
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Journal of applied econometrics
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Advanced texts in econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
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CREATES research paper
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Econometric theory
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Oxford bulletin of economics and statistics
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Oxford review of economic policy
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Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
2
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
3
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
6
On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
Saved in:
7
Out-of-sample tests or granger causality
Chao, John
;
Corradi, Valentina
;
Swanson, Norman R.
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 598-620
Persistent link: https://www.econbiz.de/10001625176
Saved in:
8
Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Chao, John C.
;
Swanson, Norman R.
- In:
Macroeconomic dynamics
4
(
2000
)
1
,
pp. 42-72
Persistent link: https://www.econbiz.de/10001497768
Saved in:
9
On the interactions of unit roots and exogeneity
Hendry, David F.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 385-419
Persistent link: https://www.econbiz.de/10001189080
Saved in:
10
Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
Saved in:
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