//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~person:"Hallin, Marc"
~subject:"Consumer behaviour"
~subject:"Umweltökonomik"
~type_genre:"Arbeitspapier"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Consumer behaviour
Umweltökonomik
Theorie
45
Theory
45
Zeitreihenanalyse
29
Factor analysis
11
Faktorenanalyse
11
Multivariate Analyse
8
Multivariate analysis
8
Volatility
8
Volatilität
8
Panel
7
Panel study
7
Ranking method
7
Ranking-Verfahren
7
Statistical distribution
7
Statistische Verteilung
7
Estimation
6
High-dimensional time series
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Prognoseverfahren
5
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
Multivariate Verteilung
4
Multivariate distribution
4
volatility
4
Dynamic Factor Models
3
Dynamic factor models
3
Dynamische Wirtschaftstheorie
3
Economic dynamics
3
Einheitswurzeltest
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Nichtparametrisches Verfahren
3
more ...
less ...
Online availability
All
Free
24
Undetermined
2
Type of publication
All
Book / Working Paper
29
Type of publication (narrower categories)
All
Arbeitspapier
Sammlung
Working Paper
29
Graue Literatur
20
Non-commercial literature
20
Article in journal
13
Aufsatz in Zeitschrift
13
Bibliografie
1
more ...
less ...
Language
All
English
29
Author
All
Hallin, Marc
Franses, Philip Hans
71
Koopman, Siem Jan
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
52
Phillips, Peter C. B.
46
Härdle, Wolfgang
41
Maravall Herrero, Agustín
41
Sibbertsen, Philipp
38
Dijk, Herman K. van
37
Pesaran, M. Hashem
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
Marcellino, Massimiliano
29
Beran, Jan
28
Bergh, Jeroen C. J. M. van den
28
Swanson, Norman R.
27
Bauwens, Luc
24
Hassler, Uwe
22
Lux, Thomas
21
Pethig, Rüdiger
21
Paap, Richard
20
Schmid, Wolfgang
20
Dijk, Dick van
19
Faber, Malte
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Timmermann, Allan
19
Weihs, Claus
19
Sheth, Jagdish N.
18
Harvey, Andrew C.
17
Nijkamp, Peter
16
more ...
less ...
Institution
All
European University Institute / Department of Economics
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
Published in...
All
ECARES working paper
20
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Centre for Economic Policy Research
2
CentER Discussion Paper Series
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
EUI working paper
1
Economics working paper series
1
LEM working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The dynamic, the static, and the weak factor models and the analysis of high-dimensional time series
Barigozzi, Matteo
;
Hallin, Marc
-
2024
Persistent link: https://www.econbiz.de/10015050256
Saved in:
2
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
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
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:
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
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:
7
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
8
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:
9
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:
10
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->