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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Regional studies"
~language:"eng"
~language:"nld"
~language:"pol"
~person:"Hallin, Marc"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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Cointegration
Einheitswurzeltest
Großbritannien
Volatility
Time series analysis
9
Zeitreihenanalyse
9
Theorie
6
Theory
6
Factor analysis
5
Faktorenanalyse
5
Volatilität
5
Dynamische Wirtschaftstheorie
4
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Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Dynamic factor models
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Estimation
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Generalized dynamic factor models
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Heteroscedasticity
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Cointegration model
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Hallin, Marc
Phillips, Peter C. B.
22
Taylor, Robert
20
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Park, Joon Y.
11
McAleer, Michael
9
Boswijk, Herman Peter
8
Cavaliere, Giuseppe
8
Chang, Yoosoon
8
Green, Anne E.
8
Leybourne, Stephen James
8
Meddahi, Nour
8
Nielsen, Morten Ørregaard
8
Xiu, Dacheng
8
Harris, Richard I. D.
7
Johansen, Søren
7
Li, Jia
7
Linton, Oliver
7
Martin, Ron
7
Mykland, Per A.
7
Patton, Andrew J.
7
Rahbek, Anders
7
Robinson, Peter M.
7
Benth, Fred Espen
6
Corradi, Valentina
6
Ghysels, Eric
6
Kim, Donggyu
6
Mason, Colin M.
6
Shephard, Neil G.
6
Shin, Dong-wan
6
Swanson, Norman R.
6
Westerlund, Joakim
6
Xiao, Zhijie
6
Asai, Manabu
5
Barigozzi, Matteo
5
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International journal of theoretical and applied finance
Journal of econometrics
Regional studies
Discussion paper / Center for Economic Research, Tilburg University
5
ECARES working paper
4
CentER Discussion Paper Series
1
Economics working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
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ECONIS (ZBW)
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
4
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
5
Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
Saved in:
6
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Saved in:
7
Market liquidity as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Saved in:
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