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subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The review of economics and statistics"
~type_genre:"Working Paper"
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Time series analysis
Theorie
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357
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Forni, Mario
6
Lippi, Marco
4
Reichlin, Lucrezia
4
Ghysels, Eric
3
Timmermann, Allan
3
Artis, Michael J.
2
Giannone, Domenico
2
Hallin, Marc
2
Inoue, Atsushi
2
Marcellino, Massimiliano
2
Pesaran, M. Hashem
2
Pettenuzzo, Davide
2
Albuquerque, Rui
1
Antoch, Jaromir
1
Ball, Ryan
1
Banerjee, Anindya
1
Beaudry, Paul
1
Bianchi, Marco
1
Clavel, Jose Garcia
1
Croux, Christophe
1
Delle Monache, Davide
1
Den Haan, Wouter J.
1
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1
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1
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1
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1
Giovannelli, Alessandro
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1
Gylfi Zoega
1
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1
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1
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1
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1
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1
Inoue, Atushi
1
Jeanne, Olivier
1
Jong, Frank de
1
Jordà, Òscar
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1
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Centre for Economic Policy Research
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Discussion paper / Centre for Economic Policy Research
Journal of applied econometrics
The review of economics and statistics
Discussion paper / Tinbergen Institute
168
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Working paper / Department of Econometrics and Business Statistics, Monash University
79
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70
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64
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60
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55
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49
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43
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41
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34
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28
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26
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25
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23
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23
SSE EFI working paper series in economics and finance
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
ECARES working paper
22
IHS economics series : working paper
21
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21
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20
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20
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20
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19
Discussion papers in economics
19
Cambridge working papers in economics
18
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18
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
17
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1
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
2
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromir
;
Hanousek, Jan
;
Horváth, Lajos
; …
-
2017
Persistent link: https://www.econbiz.de/10011653095
Saved in:
3
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
4
Priors for the long run
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
-
2016
Persistent link: https://www.econbiz.de/10011502293
Saved in:
5
Adaptive state space models with applications to the business cycle and financial stress
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2016
Persistent link: https://www.econbiz.de/10011586667
Saved in:
6
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
-
2015
Persistent link: https://www.econbiz.de/10010483549
Saved in:
7
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10011442792
Saved in:
8
When is nonfundamentalness in VARs a real problem? : an application to news shocks
Beaudry, Paul
;
Fève, Patrick
;
Guay, Alain
;
Portier, Franck
-
2015
Persistent link: https://www.econbiz.de/10011347432
Saved in:
9
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289241
Saved in:
10
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010416755
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