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~isPartOf:"Applied financial economics"
~isPartOf:"CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Proietti, Tommaso"
~person:"Taylor, James W."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Autocorrelation
Einheitswurzeltest
Estimation theory
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Time series analysis
30
Forecasting model
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Gupta, Rangan
Koopman, Siem Jan
Proietti, Tommaso
Taylor, James W.
Hyndman, Rob J.
16
Marcellino, Massimiliano
14
Camacho, Maximo
12
Franses, Philip Hans
12
Makridakis, Spyros G.
11
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Cubadda, Gianluca
9
Pérez-Quirós, Gabriel
9
Reichlin, Lucrezia
9
Athanasopoulos, George
8
Clements, Michael P.
8
Forni, Mario
8
Hendry, David F.
8
Koehler, Anne B.
8
Dijk, Dick van
7
Petropoulos, Fotios
7
Ruiz, Esther
7
Gil-Alaña, Luis A.
6
Grassi, Stefano
6
Kang, Yanfei
6
Lippi, Marco
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Poncela, Pilar
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Snyder, Ralph D.
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Teräsvirta, Timo
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Timmermann, Allan
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Guardabascio, Barbara
5
Harvey, Nigel
5
Hecq, Alain W. J.
5
Kunst, Robert M.
5
Lucas, André
5
McCabe, Brendan Peter Martin
5
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Applied financial economics
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Discussion paper / Tinbergen Institute
102
CEIS Working Paper
17
Applied economics
13
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9
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8
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8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
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8
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7
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5
Oxford bulletin of economics and statistics
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Tinbergen Institute Discussion Paper
4
Computational economics
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Discussion paper / Center for Economic Research, Tilburg University
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EUI working paper / ECO
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Finance research letters
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Finmap working paper
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Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
2
Oxford statistical science series
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1
Band-pass filtering with high-dimensional time series
Giovannelli, Alessandro
;
Lippi, Marco
;
Proietti, Tommaso
-
2023
Persistent link: https://www.econbiz.de/10014320070
Saved in:
2
Seasonality in high frequency time series
Proietti, Tommaso
;
Pedregal, Diego J.
-
2021
Persistent link: https://www.econbiz.de/10012487964
Saved in:
3
Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso
;
Maddanu, Federico
-
2021
Persistent link: https://www.econbiz.de/10013256348
Saved in:
4
Nowcasting monthly GDP with big data : a model averaging approach
Proietti, Tommaso
;
Giovannelli, Alessandro
-
2020
Persistent link: https://www.econbiz.de/10012224870
Saved in:
5
Peaks, gaps, and time reversibility of economic time series
Proietti, Tommaso
-
2020
Persistent link: https://www.econbiz.de/10012487817
Saved in:
6
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
7
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
8
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
9
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
10
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
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