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~isPartOf:"Journal of economic dynamics & control"
~person:"Harvey, Andrew C."
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
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Estimation theory
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Harvey, Andrew C.
Hyndman, Rob J.
Linton, Oliver
Chan, Joshua
4
Lütkepohl, Helmut
4
Aguiar-Conraria, Luís
3
Aoki, Masanao
3
Havenner, Arthur
3
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Journal of economic dynamics & control
International journal of forecasting
20
Journal of econometrics
16
Econometric theory
7
Cambridge working papers in economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
European journal of operational research : EJOR
4
Journal of forecasting
4
Covid economics : vetted and real-time papers
2
Journal of applied econometrics
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Advances in econometrics
1
Cambridge-INET working papers
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
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Economic time series with random walk and other nonstationary components
1
Economics letters
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of applied economics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society : OR
1
Journal of the Royal Statistical Society
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
On modelling the long run in applied economics
1
SERIEs : Journal of the Spanish Economic Association
1
The review of economic studies
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Computing the mean square error of unobserved components extracted by misspecified time series models
Harvey, Andrew C.
;
Delle Monache, Davide
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003809970
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2
Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
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