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subject:"Großbritannien"
subject:"Time series analysis"
~person:"Hallin, Marc"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Großbritannien
Time series analysis
Theorie
33
Theory
33
Zeitreihenanalyse
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Factor analysis
7
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7
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7
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high-dimensional time series
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panel data
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volatility
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Hallin, Marc
Gil-Alaña, Luis A.
64
Koopman, Siem Jan
59
Franses, Philip Hans
55
Caporale, Guglielmo Maria
52
Phillips, Peter C. B.
48
Härdle, Wolfgang
43
Pesaran, M. Hashem
41
Sibbertsen, Philipp
40
Maravall Herrero, Agustín
39
Kunst, Robert M.
34
Koop, Gary
33
Lütkepohl, Helmut
33
Dijk, Herman K. van
31
Feng, Yuanhua
31
Lucas, André
31
McAleer, Michael
31
Teräsvirta, Timo
31
Hyndman, Rob J.
29
Bauwens, Luc
28
Beran, Jan
28
Marcellino, Massimiliano
27
Swanson, Norman R.
27
Timmermann, Allan
27
Lux, Thomas
25
Jenkins, Stephen
21
Robinson, Peter M.
20
Schmid, Wolfgang
20
Hassler, Uwe
19
Johansen, Søren
19
Saikkonen, Pentti
19
Dijk, Dick van
18
Fried, Roland
18
Harvey, Andrew C.
18
Blundell, Richard W.
17
Weihs, Claus
17
Proietti, Tommaso
16
Ravazzolo, Francesco
16
Breitung, Jörg
15
Gao, Jiti
15
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ECONIS (ZBW)
19
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
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
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3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
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:
5
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
6
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
7
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:
8
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
Saved in:
9
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
10
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
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