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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Time series analysis
Zeitreihenanalyse
Theorie
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Collection of articles of several authors
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Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Robinson, Peter M.
15
Kruse, Robinson
12
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
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5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Taylor, Robert
5
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4
Hidalgo, Javier
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Amado, Cristina
3
Bennedsen, Mikkel
3
Bredahl Kock, Anders
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Christensen, Bent Jesper
3
Christoffersen, Peter F.
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Harvey, Andrew C.
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He, Changli
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Hounyo, Ulrich
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Hualde, Javier
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Kanaya, Shin
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Koopman, Siem Jan
3
Lange, Theis
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Linton, Oliver
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Lunde, Asger
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3
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CREATES research paper
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion paper / Tinbergen Institute
292
Working paper / Department of Econometrics and Business Statistics, Monash University
187
Working paper
158
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
CESifo working papers
130
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103
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103
Cowles Foundation discussion paper
80
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75
SFB 649 discussion paper
70
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64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
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60
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
58
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IHS economics series : working paper
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Department of Economics discussion paper series / University of Oxford
33
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SSE EFI working paper series in economics and finance
30
CORE discussion paper : DP
29
Discussion papers in economics
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Report / Econometric Institute, Erasmus University Rotterdam
29
Reihe Ökonomie
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
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2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
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5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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