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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
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Long memory in economics : with 50 tables
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Handbook of financial time series
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Bootstrap inference in time series econometrics
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Handbook of econometrics ; Vol. 2
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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Progress in financial markets research
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State space and unobserved component models : theory and applications
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The Oxford handbook of economic forecasting
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Applied quantitative finance
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Bioenvironmental and public health statistics
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Econometric analysis of financial and economic time series ; part B
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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On testing and forecasting in fractionally integrated time series models
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Statistical methods in finance
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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ECONIS (ZBW)
406
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51
Decomposition of time series using the Generalised Berlin Method (VBV)
Hebbel, Hartmut
;
Steuer, Detlef
- In:
Empirical economic and financial research : theory, …
,
(pp. 9-43)
.
2015
Persistent link: https://www.econbiz.de/10010490180
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52
A new feature selection technique applied to credit scoring data using a rank aggregation approach based on optimization, genetic algorithm, and similarity
Bouaguel, Waad
;
Mufti, Ghazi Bel
;
Limam, Mohamed
- In:
Knowledge discovery process and methods to enhance …
,
(pp. 347-375)
.
2015
Persistent link: https://www.econbiz.de/10012123362
Saved in:
53
Bayesian variable selection for nowcasting economic time series
Scott, Steven L.
;
Varian, Hal R.
- In:
Economic analysis of the digital economy
,
(pp. 119-135)
.
2015
Persistent link: https://www.econbiz.de/10014546807
Saved in:
54
Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen
;
Blanco, Ana Solanilla
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 1-24)
.
2014
Persistent link: https://www.econbiz.de/10010359912
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55
Analysis of non-stationary time-series business data
Saridakis, George
;
Papaioannou, Grammatoula
-
2014
Persistent link: https://www.econbiz.de/10010365011
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56
Copula-based multivariate time series models
Mihaylova, Iva
-
2014
Persistent link: https://www.econbiz.de/10010366312
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57
Penalized splines with an application in economics
Wu, Chaojiang
-
2014
Persistent link: https://www.econbiz.de/10010371447
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58
Modelling asymmetrie cointegration and dynamic multipliers in a nonlinear ARDL framework
Shin, Yongcheol
;
Yu, Byungchul
;
Greenwood-Nimmo, Matthew
- In:
Festschrift in honor of Peter Schmidt : econometric …
,
(pp. 281-314)
.
2014
Persistent link: https://www.econbiz.de/10011559038
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59
Evaluating the empirical performance of alternative econometric models for oil price forecasting
Bastianin, Andrea
;
Manera, Matteo
;
Markandya, Anil
; …
- In:
The interrelationship between financial and energy markets
,
(pp. 157-181)
.
2014
Persistent link: https://www.econbiz.de/10010411143
Saved in:
60
Nonlinear time series models and model selection
Ahmad, Yamin
;
Lo, Ming Chien
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 99-121)
.
2014
Persistent link: https://www.econbiz.de/10011406763
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