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~isPartOf:"Economics letters"
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Search: subject:"Time series analysis"
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Autokorrelation
VAR model
Time series analysis
762
Zeitreihenanalyse
762
Theorie
465
Theory
465
Estimation theory
294
Schätztheorie
294
Estimation
85
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85
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74
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56
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Lütkepohl, Helmut
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Hecq, Alain W. J.
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Karlsson, Sune
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Kurita, Takamitsu
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Econometric theory
Economics letters
Journal of econometrics
86
International journal of forecasting
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Journal of forecasting
29
Discussion paper / Tinbergen Institute
28
Econometric reviews
27
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24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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17
Journal of applied econometrics
17
International Journal of Energy Economics and Policy : IJEEP
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Federal Reserve Bank of Cleveland working paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working paper series / European Central Bank
14
The econometrics journal
13
Discussion papers / CEPR
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SFB 649 discussion paper
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Cowles Foundation discussion paper
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
2
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
3
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
4
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
5
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
7
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
8
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
9
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
10
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
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