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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Hallin, Marc"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Forecasting model
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Zeitreihenanalyse
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44
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28
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Hallin, Marc
Franses, Philip Hans
88
Härdle, Wolfgang
80
Koopman, Siem Jan
72
Gil-Alaña, Luis A.
67
Caporale, Guglielmo Maria
63
Marcellino, Massimiliano
62
Diebold, Francis X.
58
Pesaran, M. Hashem
58
Dijk, Herman K. van
51
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49
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48
Lütkepohl, Helmut
46
Clark, Todd E.
45
Hautsch, Nikolaus
43
Kilian, Lutz
41
McAleer, Michael
41
Koop, Gary
40
Maravall Herrero, Agustín
40
Acemoglu, Daron
38
Heckman, James J.
38
Hyndman, Rob J.
38
Lucas, André
37
Sibbertsen, Philipp
37
Feng, Yuanhua
36
Schorfheide, Frank
36
Kunst, Robert M.
35
Swanson, Norman R.
34
Teräsvirta, Timo
32
Beran, Jan
29
Christiano, Lawrence J.
29
Ravazzolo, Francesco
29
Bauwens, Luc
28
Lux, Thomas
28
Rossi, Barbara
27
Dijk, Dick van
26
Giannone, Domenico
26
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26
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26
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ECONIS (ZBW)
28
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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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