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~person:"Chang, Tsangyao"
~person:"Granger, C. W. J."
~person:"Gupta, Rangan"
~person:"Harvey, Andrew C."
~subject:"Time series analysis"
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Time series analysis
Estimation
240
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200
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179
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178
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Chang, Tsangyao
Granger, C. W. J.
Gupta, Rangan
Harvey, Andrew C.
Gil-Alaña, Luis A.
165
Caporale, Guglielmo Maria
88
Phillips, Peter C. B.
76
Franses, Philip Hans
68
Teräsvirta, Timo
58
Johansen, Søren
53
McAleer, Michael
52
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44
Nielsen, Morten Ørregaard
41
Swanson, Norman R.
36
Pesaran, M. Hashem
33
Jusélius, Katarina
32
Hendry, David F.
31
Taylor, Robert
31
Tiwari, Aviral Kumar
31
Kapetanios, George
30
Mills, Terence C.
29
Haldrup, Niels
28
Miller, Stephen M.
27
Moosa, Imad A.
27
Nielsen, Bent
27
Koop, Gary
26
Hassler, Uwe
25
Newbold, Paul
24
Robinson, Peter M.
24
Sibbertsen, Philipp
24
Dijk, Herman K. van
23
Marcellino, Massimiliano
23
Ravazzolo, Francesco
23
Shephard, Neil G.
23
Timmermann, Allan
22
Dijk, Dick van
21
Engle, Robert F.
21
Kruse, Robinson
21
Leybourne, Stephen James
21
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Cambridge working papers in economics
19
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19
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8
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8
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5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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4
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On modelling the long run in applied economics
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ECONIS (ZBW)
169
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1
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
2
Overview of nonlinear time series specifications in
economics
Granger, C. W. J.
- In:
Jingji-lunwen
27
(
1999
)
4
,
pp. 433-457
Persistent link: https://www.econbiz.de/10001490129
Saved in:
3
On modelling the long run in applied
economics
Granger, C. W. J.
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 169-177
Persistent link: https://www.econbiz.de/10001335307
Saved in:
4
What are we learning about the long-run?
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000841646
Saved in:
5
What are we learning about the long-run?
Granger, C. W. J.
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
417
,
pp. 307-317
Persistent link: https://www.econbiz.de/10001146024
Saved in:
6
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
Forecasting in business and
economics
Granger, C. W. J.
-
1989
-
2. ed.
Persistent link: https://www.econbiz.de/10000081881
Saved in:
9
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
10
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
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