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subject:"Public choice"
type_genre:"Working Paper"
~person:"Hallin, Marc"
~subject:"Time series analysis"
~type:"book"
~type_genre:"Conference paper"
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Public choice
Time series analysis
Theorie
45
Theory
45
Zeitreihenanalyse
29
Factor analysis
11
Faktorenanalyse
11
Multivariate Analyse
8
Multivariate analysis
8
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8
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7
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Ranking method
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High-dimensional time series
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volatility
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Dynamic Factor Models
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Einheitswurzeltest
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Hallin, Marc
Franses, Philip Hans
63
Koopman, Siem Jan
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
52
Phillips, Peter C. B.
47
Härdle, Wolfgang
41
Maravall Herrero, Agustín
41
Dijk, Herman K. van
37
Pesaran, M. Hashem
35
Sibbertsen, Philipp
35
Lütkepohl, Helmut
34
McAleer, Michael
33
Koop, Gary
32
Lucas, André
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Kunst, Robert M.
30
Hyndman, Rob J.
29
Beran, Jan
28
Marcellino, Massimiliano
28
Swanson, Norman R.
26
Tabellini, Guido Enrico
25
Bauwens, Luc
24
Gersbach, Hans
24
Hassler, Uwe
21
Lux, Thomas
21
Schmid, Wolfgang
20
Acemoglu, Daron
19
Dijk, Dick van
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Timmermann, Allan
19
Weihs, Claus
19
Yoshihara, Naoki
19
Bossert, Walter
18
De Donder, Philippe
17
Harvey, Andrew C.
17
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3
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ECONIS (ZBW)
29
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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
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
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
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:
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
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:
7
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
8
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:
9
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:
10
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
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