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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Dijk, Dick van"
~person:"Hautsch, Nikolaus"
~person:"Neumark, David"
~person:"Pesaran, M. Hashem"
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Time series analysis
United States
Estimation
6
Schätzung
6
Theorie
4
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4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
3
Aggregation
2
Großbritannien
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1961-2004
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Dijk, Dick van
Hautsch, Nikolaus
Neumark, David
Pesaran, M. Hashem
Todorov, Viktor
7
Bollerslev, Tim
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Tauchen, George Eugene
5
Andersen, Torben
3
Baltagi, Badi H.
3
Fan, Jianqing
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Aruoba, S. Borağan
2
Aït-Sahalia, Yacine
2
Barigozzi, Matteo
2
Christensen, Kim
2
Diebold, Francis X.
2
Ergemen, Yunus Emre
2
Fulop, Andras
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Inoue, Atsushi
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
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Li, Yingying
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McAleer, Michael
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Medeiros, Marcelo C.
2
Mroz, Thomas A.
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Quaedvlieg, Rogier
2
Robinson, Peter M.
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Su, Liangjun
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
13
CESifo working papers
11
SFB 649 discussion paper
9
CFS working paper series
6
Cambridge working papers in economics
6
Discussion paper / Tinbergen Institute
6
DAE working paper
5
Journal of applied econometrics
5
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Econometric Institute research papers
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Applied quantitative finance
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Industrial relations : a journal of economy & society
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Document de treball de l'IEB
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Handbook of economic forecasting ; 1
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ECONIS (ZBW)
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Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
2
A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo
;
Kohn, Robert
;
Dijk, Dick van
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
Saved in:
3
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
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