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Search: subject_exact:"Time series analysis"
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Time series analysis
37
Zeitreihenanalyse
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Theorie
22
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10
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time-varying models
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non-stationary process
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Hallin, Marc
23
Mélard, Guy
9
Barigozzi, Matteo
7
Azrak, Rajae
5
Dette, Holger
5
Kley, Tobias
5
Volgushev, Stanislav
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Vander Elst, Harry
4
Alj, Abdelkamel
3
Lippi, Marco
3
Birr, Stefan
2
Forni, Mario
2
Hotta, Luiz K.
2
Ley, Christophe
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Soccorsi, Stefano
2
Trucíos, Carlos
2
Veredas, David
2
Zaffaroni, Paolo
2
Alj, Abdelkamer
1
Azral, Rajae
1
Dominicy, Yves
1
Drton, Mathias
1
Giovannelli, Alessandro
1
Goto, Yuichi
1
Han, Fang
1
Hörmann, Siegfried
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La Vecchia, Davide
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Liu, Hang
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Luciani, Matteo
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Mordant, Gilles
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Nisol, Gilles
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Sedefoğlu, Gülşah
1
Shi, Hongjian
1
Skowronek, Stefan
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ECARES working paper
Journal of econometrics
673
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
199
Working paper / Department of Econometrics and Business Statistics, Monash University
192
Working paper
177
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
160
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
Physica A: Statistical Mechanics and its Applications
93
The econometrics journal
93
EUI working paper / ECO
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
37
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
General estimation results for tdVARMA Array Models
Alj, Abdelkamel
;
Azrak, Rajae
;
Mélard, Guy
-
2022
Persistent link: https://www.econbiz.de/10013343501
Saved in:
5
Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc
;
Shi, Hongjian
;
Drton, Mathias
;
Han, Fang
-
2021
Persistent link: https://www.econbiz.de/10012694896
Saved in:
6
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
7
On the finite-sample performance of measure transportation-based multivariate rank tests
Hallin, Marc
;
Mordant, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012698528
Saved in:
8
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
9
Asymptotic properties of conditional least-squares estimators for array time series
Azral, Rajae
;
Mélard, Guy
-
2020
Persistent link: https://www.econbiz.de/10012242676
Saved in:
10
Business surveys and repeated surveys : a simulation-based study
Mélard, Guy
;
Sedefoğlu, Gülşah
-
2020
Persistent link: https://www.econbiz.de/10012242680
Saved in:
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