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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Busetti, Fabio"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~subject:"Heteroskedastizität"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Working Paper"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Nonparametric statistics
Prognoseverfahren
Time series analysis
USA
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17
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11
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11
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9
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4
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Busetti, Fabio
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
60
Harvey, Andrew C.
13
Gil-Alaña, Luis A.
11
Härdle, Wolfgang
10
Chen, Xiaohong
9
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Lieberman, Offer
6
Yu, Jun
6
Breitung, Jörg
5
Magdalinos, Tassos
5
Lanne, Markku
4
Spokojnyj, Vladimir G.
4
Tschernig, Rolf
4
Wang, Qiying
4
Xiao, Zhijie
4
Candelon, Bertrand
3
Kleinow, Torsten
3
Liao, Zhipeng
3
Pick, Andreas
3
Sun, Yixiao
3
Timmermann, Allan
3
Yang, Lijian
3
Bailey, Natalia
2
Caporale, Guglielmo Maria
2
Chen, Song Xi
2
Dalla, Violetta
2
Gao, Jiti
2
Giraitis, Liudas
2
Han, Chirok
2
Herwartz, Helmut
2
Higson, C.
2
Jin, Sainan
2
Kheifets, Igor
2
Nakano, Junji
2
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Cambridge working papers in economics
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Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric theory
International economic review
The American journal of economics and sociology
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16
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11
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8
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ECONIS (ZBW)
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1
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
2
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009580154
Saved in:
3
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
-
2011
Persistent link: https://www.econbiz.de/10009382897
Saved in:
4
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
5
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
6
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
-
2008
Persistent link: https://www.econbiz.de/10003851035
Saved in:
7
A VECX model of the Swiss economy
Assenmacher-Wesche, Katrin
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671168
Saved in:
8
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671171
Saved in:
9
Tests of time-invariance
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565808
Saved in:
10
Assessing forecast uncertainties in VECX* model for Switzerland : an exercise in forecast combination across models and observation windows
Assenmacher-Weschey, Katrin
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003541826
Saved in:
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