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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Theorie
834
Theory
834
Welt
198
World
198
Electric power industry
188
Elektrizitätswirtschaft
188
USA
166
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166
Estimation
152
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152
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147
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147
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146
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121
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89
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81
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81
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80
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80
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78
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78
Estimation theory
75
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75
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74
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67
Elektrizitätsversorgung
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64
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Time series analysis
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Harvey, Andrew C.
15
Pesaran, M. Hashem
12
Linton, Oliver
6
Pick, Andreas
4
Timmermann, Allan
4
Busetti, Fabio
3
Rossi, Barbara
3
Bailey, Natalia
2
Chen, Jia
2
Ding, Yashuang
2
Higson, C.
2
Li, Degui
2
Onatski, Alexei
2
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2
Andrès, Philippe
1
Ashby, Michael F.
1
Assenmacher-Wesche, Katrin
1
Assenmacher-Weschey, Katrin
1
Barigozzi, Matteo
1
Bhattacharjee, A.
1
Brownlees, Christian
1
Bu, Ruijun
1
Caivano, Michele
1
Canova, Fabio
1
Carvalho, Vasco M.
1
Chakravarty, Tirthankar
1
Chudik, Alexander
1
Corrado, Luisa
1
Cristea, Radu Gabriel
1
Dijk, Herman K. van
1
Dong, Chaohua
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1
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Gao, Jiti
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Cambridge working papers in economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
CREATES research paper
164
Working paper
107
Cowles Foundation discussion paper
59
Economics and finance working paper series
48
Discussion papers / Department of Economics, University of Copenhagen
46
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43
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36
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18
Working papers / University of Connecticut, Department of Economics
18
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17
Economics / Discussion papers : the open-access, open-assessment e-journal
17
Research paper / University of Melbourne, Department of Economics
17
Discussion paper / Department of Economics, University of California San Diego
16
Suntory and Toyota International Centres for Economics and Related Disciplines
15
Discussion papers in economics and econometrics
14
Birkbeck working papers in economics and finance : BWPEF
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
13
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ECONIS (ZBW)
62
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1
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
4
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
5
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
6
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas
;
Lee, Adam
;
Mesters, Geert
-
2022
Persistent link: https://www.econbiz.de/10014226606
Saved in:
7
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
8
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
9
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
10
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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