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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~accessRights:"free"
~person:"Hallin, Marc"
~subject:"Einkommensverteilung"
~type_genre:"Arbeitspapier"
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Time series analysis
Einkommensverteilung
Theorie
40
Theory
40
Zeitreihenanalyse
24
Factor analysis
10
Faktorenanalyse
10
Multivariate Analyse
8
Multivariate analysis
8
Volatility
8
Volatilität
8
Ranking method
7
Ranking-Verfahren
7
Estimation
6
High-dimensional time series
6
Panel
6
Panel study
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Schätzung
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ARCH model
5
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Multivariate distribution
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volatility
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Dynamic Factor Models
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Dynamic factor models
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Financial crisis
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Financial market
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Finanzkrise
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Finanzmarkt
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Nichtparametrisches Verfahren
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Hallin, Marc
Koopman, Siem Jan
57
Gil-Alaña, Luis A.
44
Caporale, Guglielmo Maria
39
Phillips, Peter C. B.
35
Sibbertsen, Philipp
33
Hyndman, Rob J.
28
Härdle, Wolfgang
28
Dijk, Herman K. van
27
Feng, Yuanhua
26
Lucas, André
25
McAleer, Michael
24
Stark, Oded
23
Koop, Gary
22
Kunst, Robert M.
22
Pesaran, M. Hashem
22
Franses, Philip Hans
21
Lütkepohl, Helmut
20
Bauwens, Luc
19
Beran, Jan
19
Weihs, Claus
19
Fried, Roland
18
Jenkins, Stephen
18
Swanson, Norman R.
18
Dijk, Dick van
17
Marcellino, Massimiliano
16
Athanasopoulos, George
15
Gao, Jiti
15
Grassi, Stefano
15
Johansen, Søren
15
Kanbur, Ravi
15
Ravazzolo, Francesco
15
Dette, Holger
14
Gather, Ursula
14
Peragine, Vitorocco
14
Proietti, Tommaso
14
Bos, Charles S.
13
Cowell, Frank A.
13
Lux, Thomas
13
Teräsvirta, Timo
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21
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1
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1
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Economics working paper series
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ECONIS (ZBW)
25
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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
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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
Center-outward multiple-output Lorenz Curves and Gini Indices : a measure transportation approach
Hallin, Marc
;
Mordant, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013459674
Saved in:
6
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
7
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:
8
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
9
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:
10
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
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