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~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
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Search: subject:"Zeitreihenanalyse"
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Time series analysis
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Zeitreihenanalyse
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15
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15
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3
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Robinson, Peter M.
20
Hidalgo, Javier
6
Giraitis, Liudas
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Harvey, Andrew C.
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Koopman, Siem Jan
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Linton, Oliver
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Marinucci, Domenico
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Shephard, Neil G.
3
Arteche, Josu
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1
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1
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1
Gil-Alaña, Luis A.
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Hualde, Javier
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Journal of econometrics
676
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572
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447
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
156
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138
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135
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86
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84
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82
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80
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ECONIS (ZBW)
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Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
-
2004
Persistent link: https://www.econbiz.de/10002093996
Saved in:
2
Efficiency improvements in inference on stationary and nonstationary fractional time series
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002458629
Saved in:
3
Forecasting the density of asset returns
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2004
Persistent link: https://www.econbiz.de/10002458714
Saved in:
4
Nonparametric inference for unbalanced time series data
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002034286
Saved in:
5
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002034300
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6
The distance between rival nonstationary fractional processes
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10001969641
Saved in:
7
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2003
Persistent link: https://www.econbiz.de/10001847102
Saved in:
8
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001759688
Saved in:
9
Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.
;
Hualde, Javier
-
2003
Persistent link: https://www.econbiz.de/10001740392
Saved in:
10
LARCH, leverage and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001818318
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