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subject:"Time series analysis"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Time series analysis
Zeitreihenanalyse
Estimation
218
Schätzung
218
Deutschland
61
Germany
61
Estimation theory
38
Schätztheorie
38
Panel
27
Panel study
27
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Theorie
24
Theory
24
Cointegration
23
Kointegration
23
Welt
20
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20
Börsenkurs
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Share price
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United States
18
Forecasting model
16
Prognoseverfahren
16
VAR model
13
VAR-Modell
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Impact assessment
12
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12
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11
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11
Regression analysis
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Regressionsanalyse
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Volatility
11
Volatilität
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10
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English
35
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Gao, Jiti
13
Caporale, Guglielmo Maria
7
Gil-Alana, Luis A.
7
Linton, Oliver
4
Hyndman, Rob J.
3
Athanasopoulos, George
2
Cai, Biqing
2
Cheng, Tingting
2
Martin, Gael M.
2
Peng, Bin
2
Poskitt, Donald Stephen
2
Vahid, Farshid
2
Yan, Yayi
2
Yang, Yanrong
2
Abrell, Jan
1
Askitas, Nikos
1
Bailey, Natalia
1
Barros, Carlos Pestana
1
Chen, Xiangjin B.
1
Dong, Chaohua
1
Forbes, Catherine Scipione
1
Gamakumara, Puwasala
1
Grose, Simone D.
1
Guo, M.
1
Haghbin, Hossein
1
Harris, David
1
Hashemi, Maryam
1
Jiang, Bin
1
Kapetanios, George
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Kew, Hsein
1
Koo, Bonsoo
1
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1
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1
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1
Li, Degui
1
Liu, Fei
1
Lovcha, Yuliya
1
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1
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1
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DIW Berlin Discussion Paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
60
CESifo working papers
59
Working paper
38
Economics and finance working paper series
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
CAMA working paper series
25
CREATES research paper
25
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
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CESifo Working Paper Series
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Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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Discussion paper series / IZA
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NBER Working Paper
17
Discussion papers of interdisciplinary research project 373
16
International Journal of Energy Economics and Policy : IJEEP
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7
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ECONIS (ZBW)
35
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Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
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2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
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7
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
8
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
9
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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