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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Economics letters"
~subject:"Time series analysis"
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Time series analysis
Theorie
5,584
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5,583
Estimation theory
1,033
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1,033
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923
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923
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801
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797
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686
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669
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580
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580
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19
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10
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9
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8
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6
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5
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5
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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226
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220
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198
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Computational economics
132
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113
Oxford bulletin of economics and statistics
101
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
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80
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76
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72
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67
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67
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66
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57
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ECONIS (ZBW)
509
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41
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41
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
42
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
43
A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366306
Saved in:
44
Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei
;
Wang, Chen
-
2016
Persistent link: https://www.econbiz.de/10011538884
Saved in:
45
How fundamentalism takes root : a simulation study
Friedman, Daniel
;
Fan, Jijian
;
Gair, Jonathan
;
Iyer, Sriya
-
2016
Persistent link: https://www.econbiz.de/10011630784
Saved in:
46
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
47
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko
-
2013
Persistent link: https://www.econbiz.de/10009737686
Saved in:
48
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Saved in:
49
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:
50
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009580154
Saved in:
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