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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Research memorandum / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie"
~language:"eng"
~language:"swe"
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~person:"Teräsvirta, Timo"
~person:"Vries, Casper G. de"
~subject:"Arbeitsmarktintegration"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Lag model"
~subject:"Lag-Modell"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Teräsvirta, Timo
Vries, Casper G. de
Nielsen, Morten Ørregaard
19
Johansen, Søren
18
Christiansen, Charlotte
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Kruse, Robinson
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Hillebrand, Eric
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Lunde, Asger
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7
Engsted, Tom
7
Ergemen, Yunus Emre
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Haldrup, Niels
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Andreasen, Martin Møller
6
Borup, Daniel
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Christensen, Kim
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Kristensen, Dennis
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Todorov, Viktor
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Varneskov, Rasmus Tangsgaard
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Aslanidis, Nektarios
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Bennedsen, Mikkel
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Casas, Isabel
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CREATES research paper
Discussion paper series / LSE Financial Markets Group
Research memorandum / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
Discussion paper / Tinbergen Institute
185
Working paper / Department of Econometrics and Business Statistics, Monash University
72
Department of Economics working paper series
70
Working papers / University of Connecticut, Department of Economics
27
SSE EFI working paper series in economics and finance
20
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
15
Tinbergen Institute Discussion Paper
15
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
11
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
Working paper series in economics and finance
8
School of Economics working papers / The University of Adelaide, School of Economics
7
DNB working paper
5
Discussion paper series / IZA
5
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Working paper series / European Central Bank
4
Finmap working paper
3
IZA Discussion Papers
3
Arbeidsnotat / Norges Bank
2
Arbeidsnotat / Norges Bank / Norges Bank
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CESifo working papers
2
Cowles Foundation discussion paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics working paper
2
Global Research Unit working paper
2
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
CORE discussion papers : DP
1
Cardiff economics working papers
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
4
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
5
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
6
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
7
Modelling time-varying income elasticities of health care expenditure for the OECD
Casas, Isabel
;
Gao, Jiti
;
Xie, Shangyu
-
2018
Persistent link: https://www.econbiz.de/10011946385
Saved in:
8
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
9
Modelling and forecasting WIG20 daily returns
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721046
Saved in:
10
Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011624071
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