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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Working Paper"
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Time series analysis
Impact assessment
605
Wirkungsanalyse
605
Theorie
551
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551
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457
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457
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315
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Forni, Mario
8
Reichlin, Lucrezia
8
Camacho, Maximo
6
Marcellino, Massimiliano
6
Pérez-Quirós, Gabriel
6
Lippi, Marco
5
Ghysels, Eric
4
Giannone, Domenico
4
Timmermann, Allan
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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2
Banerjee, Anindya
2
Doz, Catherine
2
Hallin, Marc
2
Jong, Frank de
2
Muellbauer, John
2
Pesaran, M. Hashem
2
Pettenuzzo, Davide
2
Portier, Franck
2
Ravn, Morten O.
2
Schankerman, Mark
2
Söderlind, Paul
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Centre for Economic Policy Research
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665
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571
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439
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398
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331
Discussion paper / Tinbergen Institute
322
Applied economics
320
Econometric theory
315
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
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204
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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195
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147
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
147
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138
CESifo working papers
135
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113
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109
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106
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100
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84
International review of economics & finance : IREF
84
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82
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80
Cowles Foundation discussion paper
80
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76
SFB 649 discussion paper
75
Journal of risk and financial management : JRFM
73
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73
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ECONIS (ZBW)
110
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1
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
2
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromir
;
Hanousek, Jan
;
Horváth, Lajos
; …
-
2017
Persistent link: https://www.econbiz.de/10011653095
Saved in:
3
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
4
Testing for granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
-
2013
Persistent link: https://www.econbiz.de/10010193401
Saved in:
5
Dynamic factor models with infinite-dimensional factor space : asymptotic
analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289241
Saved in:
6
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10011442792
Saved in:
7
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
8
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011947663
Saved in:
9
Capital markets and grain prices : assessing the storage cost approach
Keller, Wolfgang
;
Shiue, Carol H.
;
Wang, Xin
-
2018
Persistent link: https://www.econbiz.de/10011886395
Saved in:
10
The forcasting performance of dynamic factor models with vintage data
Di Bonaventura, Luca
;
Forni, Mario
;
Pattarin, Francesco
-
2018
Persistent link: https://www.econbiz.de/10011937180
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