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subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~type_genre:"Non-commercial literature"
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Time series analysis
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Forni, Mario
6
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5
Johansen, Søren
5
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5
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2
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96
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78
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66
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ECONIS (ZBW)
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91
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398483
Saved in:
92
Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Michelacci, Claudio
-
2004
Persistent link: https://www.econbiz.de/10002006736
Saved in:
93
Price discovery in fragmented markets
Jong, Frank de
;
Schotman, Peter C.
-
2003
Persistent link: https://www.econbiz.de/10001778469
Saved in:
94
Factor models in large cross-sections of time series
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10001657592
Saved in:
95
The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10013424011
Saved in:
96
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
-
2002
Persistent link: https://www.econbiz.de/10013424233
Saved in:
97
Equilibrium welfare and government policy with quasi-geometric discounting
Krusell, Per
-
2001
Persistent link: https://www.econbiz.de/10013423303
Saved in:
98
On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O.
-
2001
Persistent link: https://www.econbiz.de/10013423461
Saved in:
99
The generalized dynamic factor model : representation theory
Forni, Mario
-
2000
Persistent link: https://www.econbiz.de/10013423117
Saved in:
100
The European Business Cycle
Artis, Michael J.
-
1999
Persistent link: https://www.econbiz.de/10013422871
Saved in:
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