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subject:"Time series analysis"
~person:"Hallin, Marc"
~person:"Weihs, Claus"
~type_genre:"Working Paper"
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Time series analysis
Theorie
87
Theory
87
Zeitreihenanalyse
47
Business cycle
18
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18
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17
Prognoseverfahren
17
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16
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16
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13
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47
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Hallin, Marc
Weihs, Claus
Franses, Philip Hans
63
Koopman, Siem Jan
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
52
Phillips, Peter C. B.
46
Härdle, Wolfgang
41
Maravall Herrero, Agustín
40
Dijk, Herman K. van
37
Pesaran, M. Hashem
35
Sibbertsen, Philipp
35
Lütkepohl, Helmut
34
McAleer, Michael
33
Koop, Gary
32
Lucas, André
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Kunst, Robert M.
30
Hyndman, Rob J.
29
Beran, Jan
28
Marcellino, Massimiliano
28
Swanson, Norman R.
26
Bauwens, Luc
24
Hassler, Uwe
21
Lux, Thomas
21
Schmid, Wolfgang
20
Dijk, Dick van
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Timmermann, Allan
19
Harvey, Andrew C.
17
Athanasopoulos, George
15
Breitung, Jörg
15
Fiorentini, Gabriele
15
Gao, Jiti
15
Grassi, Stefano
15
Paap, Richard
15
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1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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19
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
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3
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2
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ECONIS (ZBW)
47
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
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:
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
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:
5
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
6
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
7
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:
8
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
Saved in:
9
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
10
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
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