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subject:"Theorie"
type:"article"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~person:"Koopman, Siem Jan"
~person:"Rahbek, Anders"
~subject:"1963-1989"
~subject:"Faktorenanalyse"
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Theorie
1963-1989
Faktorenanalyse
Estimation
5
Schätzung
5
Theory
4
Time series analysis
3
Zeitreihenanalyse
3
Großbritannien
2
United Kingdom
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1970-1993
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ARCH model
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ARCH-Modell
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Analysis of variance
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Estimation theory
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Factor analysis
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Multivariate Analyse
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Noncausal autoregressions.
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Koopman, Siem Jan
Rahbek, Anders
Bianchi, Daniele
2
Carrasco, Marine
2
Chan, Joshua
2
Cheung, Ying Lun
2
Diebold, Francis X.
2
Enders, Walter
2
Ericsson, Neil R.
2
Franses, Philip Hans
2
Ghysels, Eric
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Halbleib, Roxana
2
Haldrup, Niels
2
Horváth, Lajos
2
Leybourne, Stephen James
2
Lian, Heng
2
Liesenfeld, Roman
2
Lucas, André
2
Marcellino, Massimiliano
2
Mariano, Roberto S.
2
McCabe, Brendan Peter Martin
2
Ravazzolo, Francesco
2
Rossi, Barbara
2
Schienle, Melanie
2
Sentana, Enrique
2
Steel, Mark F. J.
2
Stock, James H.
2
Su, Liangjun
2
Tauchen, George Eugene
2
Uematsu, Yoshimasa
2
Venditti, Fabrizio
2
Watson, Mark W.
2
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2
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2
Aastveit, Knut Are
1
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1
Ahn, Hie Joo
1
Ameriks, John
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
International journal of forecasting
4
Journal of econometrics
2
Econometric reviews
1
Economics letters
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
2
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
3
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
4
Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
Saved in:
5
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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