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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Ghysels, Eric"
~person:"Leybourne, Stephen James"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Time series analysis
Stochastischer Prozess
Theorie
144
Theory
144
Zeitreihenanalyse
54
Einheitswurzeltest
28
Estimation theory
28
Schätztheorie
28
Unit root test
28
Estimation
26
Schätzung
26
Forecasting model
24
Prognoseverfahren
24
Volatility
22
Volatilität
22
Saisonale Schwankungen
18
Seasonal variations
18
Structural break
13
Strukturbruch
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Börsenkurs
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12
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Regression analysis
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Stochastic process
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Statistische Methodenlehre
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Finanzmarkt
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6
Cointegration
6
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49
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Aufsatz im Buch
Arbeitspapier
Article in journal
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46
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11
Graue Literatur
10
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10
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3
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English
59
French
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Ghysels, Eric
Leybourne, Stephen James
Phillips, Peter C. B.
125
Franses, Philip Hans
118
Gil-Alaña, Luis A.
105
Koopman, Siem Jan
103
Caporale, Guglielmo Maria
75
McAleer, Michael
70
Lütkepohl, Helmut
64
Koop, Gary
61
Härdle, Wolfgang
57
Maravall Herrero, Agustín
53
Pesaran, M. Hashem
53
Teräsvirta, Timo
53
Lucas, André
52
Dijk, Herman K. van
49
Sibbertsen, Philipp
49
Hyndman, Rob J.
48
Taylor, Robert
47
Marcellino, Massimiliano
46
Swanson, Norman R.
45
Kunst, Robert M.
43
Hallin, Marc
42
Hassler, Uwe
42
Harvey, Andrew C.
41
Yu, Jun
41
Escudero, Laureano F.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Bauwens, Luc
38
Feng, Yuanhua
36
Granger, C. W. J.
36
Linton, Oliver
36
Timmermann, Allan
36
Johansen, Søren
35
Lux, Thomas
35
Perron, Pierre
35
Hecq, Alain W. J.
33
Proietti, Tommaso
32
Dijk, Dick van
31
Haldrup, Niels
30
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
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3
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3
Oxford bulletin of economics and statistics
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Econometric reviews
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
Macroeconomic dynamics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
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The Manchester School
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Annales d'économie et de statistique
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Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric theory
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economics letters
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of forecasting
1
Journal of the Royal Statistical Society
1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research paper series / Swiss Finance Institute
1
Special section on small-sample properties of generalized method of moments (GMM)
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Oxford handbook of economic forecasting
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ECONIS (ZBW)
60
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1
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
Saved in:
2
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
3
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
4
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
5
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
6
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
7
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
8
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
9
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
10
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
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