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subject:"Welt"
type_genre:"Sammlung"
~person:"Hallin, Marc"
~subject:"Allgemeines Gleichgewicht"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
~type_genre:"Konferenzbeitrag"
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Welt
Allgemeines Gleichgewicht
Time series analysis
Theorie
44
Theory
44
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28
Factor analysis
10
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10
Multivariate Analyse
8
Multivariate analysis
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volatility
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Dynamic Factor Models
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Hallin, Marc
Franses, Philip Hans
66
Koopman, Siem Jan
65
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
56
Phillips, Peter C. B.
47
Pesaran, M. Hashem
46
Dijk, Herman K. van
41
Härdle, Wolfgang
41
Maravall Herrero, Agustín
40
Böhringer, Christoph
38
Sibbertsen, Philipp
38
Lucas, André
35
Lütkepohl, Helmut
35
McAleer, Michael
35
Gersbach, Hans
34
Koop, Gary
33
Feng, Yuanhua
31
Teräsvirta, Timo
31
Kunst, Robert M.
30
Marcellino, Massimiliano
30
Kilian, Lutz
29
Beran, Jan
28
Hyndman, Rob J.
28
Swanson, Norman R.
28
Bauwens, Luc
24
Rutherford, Thomas F.
24
Herings, Peter Jean-Jacques
23
Lux, Thomas
23
Fehr, Hans
22
Hassler, Uwe
22
Timmermann, Allan
21
Dijk, Dick van
20
Egger, Hartmut
20
Saikkonen, Pentti
20
Schmid, Wolfgang
20
Staiger, Robert W.
20
Wei, Shang-jin
20
Fried, Roland
19
Johansen, Søren
19
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1
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20
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3
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ECONIS (ZBW)
29
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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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