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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~language:"swe"
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~person:"Teräsvirta, Timo"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Lag model"
~subject:"Lag-Modell"
~subject:"Stock market"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Forecasting model
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Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Teräsvirta, Timo
Hyndman, Rob J.
80
Athanasopoulos, George
34
Martin, Gael M.
34
Snyder, Ralph D.
28
Poskitt, Donald Stephen
20
Peng, Bin
15
Dong, Chaohua
14
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14
Vahid, Farshid
14
Ord, John Keith
12
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11
Frazier, David T.
11
Panagiotelis, Anastasios
11
McCabe, Brendan Peter Martin
10
Anderson, Heather M.
9
Linton, Oliver
9
Maneesoonthorn, Worapree
7
Pan, Guangming
7
Gamakumara, Puwasala
6
Grose, Simone D.
6
Koo, Bonsoo
6
Loiza-Maya, Ruben
6
Shang, Han Lin
6
Yang, Yanrong
6
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
King, Maxwell L.
5
Kourentzes, Nikolaos
5
Li, Degui
5
Maharaj, Elizabeth Ann
5
Yan, Yayi
5
Zhang, Bo
5
Akram, Muhammad
4
Booth, Heather
4
Cook, Dianne
4
Harris, David
4
Kang, Yanfei
4
Shami, Roland G.
4
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Discussion paper series / LSE Financial Markets Group
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
145
Department of Economics working paper series
56
CREATES research paper
22
SSE EFI working paper series in economics and finance
19
Working papers / University of Connecticut, Department of Economics
16
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
14
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11
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8
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7
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7
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5
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4
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4
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3
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Suntory and Toyota International Centres for Economics and Related Disciplines
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2
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2
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1
CESifo working papers
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
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ECONIS (ZBW)
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Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
4
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
5
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
6
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
7
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
8
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
9
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
10
Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614548
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