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~person:"Baillie, Richard"
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Search: subject_exact:"Time series analysis"
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Time series analysis
22
Zeitreihenanalyse
22
Estimation theory
13
Schätztheorie
13
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9
Theory
9
ARMA model
4
ARMA-Modell
4
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3
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English
22
Author
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Baillie, Richard
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
258
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
127
Lütkepohl, Helmut
122
Gupta, Rangan
112
Pesaran, M. Hashem
111
Kapetanios, George
106
Koop, Gary
102
Sibbertsen, Philipp
102
Harvey, Andrew C.
100
Watson, Mark W.
93
Hyndman, Rob J.
88
Taylor, Robert
88
Stock, James H.
87
Härdle, Wolfgang
84
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Marcellino, Massimiliano
80
Dijk, Herman K. van
79
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Diebold, Francis X.
67
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
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Journal of econometrics
4
Working paper
4
Econometric reviews
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
Working papers / Penn Institute for Economic Research
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quantf research Working Paper Series: WP13/2014
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ECONIS (ZBW)
22
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11
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22
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11
Modelling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
;
Morana, Claudio
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1577-1592
Persistent link: https://www.econbiz.de/10003861075
Saved in:
12
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
13
Modeling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
(
contributor
);
Morana, Claudio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428583
Saved in:
14
Testing for neglected nonlinearity in long-memory models
Baillie, Richard
;
Kapetanios, George
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 447-461
Persistent link: https://www.econbiz.de/10003566060
Saved in:
15
Testing for neglected nonlinearity in long memory models
Baillie, Richard
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808664
Saved in:
16
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
17
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
18
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Saved in:
19
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10001755335
Saved in:
20
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
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