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subject:"Stochastic process"
subject:"Time series analysis"
~isPartOf:"Economics letters"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Stochastic process
Time series analysis
Theorie
5,146
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5,146
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380
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380
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270
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208
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Franses, Philip Hans
9
Hecq, Alain W. J.
6
Hassler, Uwe
5
Schmidt, Peter
5
Lee, Junsoo
4
Peel, David
4
Sibbertsen, Philipp
4
Chen, Zhanshou
3
Choi, In
3
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3
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3
Lee, Oesook
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3
Shin, Yongcheol
3
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3
Ōgaki, Masao
3
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2
Amsler, Christine Elaine
2
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2
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2
Camacho, Maximo
2
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2
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2
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2
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2
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2
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2
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2
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2
Kuan, Chung-ming
2
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2
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2
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Economics letters
European journal of operational research : EJOR
479
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389
International journal of forecasting
326
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261
Journal of forecasting
230
Econometric theory
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Discussion paper / Tinbergen Institute
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Insurance / Mathematics & economics
171
Econometric reviews
163
Computers & operations research : and their applications to problems of world concern ; an international journal
152
International journal of production research
147
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145
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Journal of economic dynamics & control
131
International journal of theoretical and applied finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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108
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104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
CREATES research paper
101
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
101
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
100
Journal of applied econometrics
97
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ECONIS (ZBW)
306
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306
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1
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
2
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
3
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
4
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
5
The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
- In:
Economics letters
222
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014231909
Saved in:
6
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
7
Non-rationalizable individuals and stochastic rationalizability
Im, Changkuk
;
Rehbeck, John
- In:
Economics letters
219
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013470588
Saved in:
8
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
- In:
Economics letters
213
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013442120
Saved in:
9
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu
;
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Saved in:
10
System reduction of dynamic stochastic general equilibrium models solved by gensys
Lee, Jae Won
;
Park, Woong-yong
- In:
Economics letters
199
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012605872
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