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~person:"Dalla, Violetta"
~person:"Hecq, Alain W. J."
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regression analysis"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Kointegration
Prognoseverfahren
Regression analysis
Time series analysis
USA
Zeitreihenanalyse
154
Theorie
97
Theory
97
Estimation theory
55
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55
Nichtparametrisches Verfahren
22
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22
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22
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21
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21
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Dalla, Violetta
Hecq, Alain W. J.
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Gil-Alaña, Luis A.
172
Gupta, Rangan
77
Franses, Philip Hans
75
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Perron, Pierre
47
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Teräsvirta, Timo
43
Koopman, Siem Jan
42
Chang, Tsangyao
41
Harvey, Andrew C.
39
McAleer, Michael
36
Lütkepohl, Helmut
35
Koop, Gary
34
Harvey, David I.
33
Mills, Terence C.
31
Hassler, Uwe
30
Hendry, David F.
30
Newbold, Paul
30
Granger, C. W. J.
28
Ghysels, Eric
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
Kapetanios, George
25
McElroy, Tucker
24
Peel, David
24
Robinson, Peter M.
24
Swanson, Norman R.
24
Herwartz, Helmut
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
Marcellino, Massimiliano
23
Chambers, Marcus J.
22
Engle, Robert F.
22
Gao, Jiti
22
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Journal of econometrics
45
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Economics letters
10
Econometric reviews
8
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5
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4
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Journal of the American Statistical Association : JASA
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Journal of time series econometrics
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National Institute economic review
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New Zealand economic papers
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Practical issues in cointegration analysis
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Special issue on new developments in time series econometrics
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ECONIS (ZBW)
154
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41
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
42
Identification of mixed causal-noncausal models in finite samples
Hecq, Alain W. J.
;
Lieb, Lenard
;
Telg, Sean
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 307-331
Persistent link: https://www.econbiz.de/10011592754
Saved in:
43
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
44
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
45
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
46
Combining forecasts from successive data vintages : an application to U.S. growth
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10011596442
Saved in:
47
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
Saved in:
48
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
49
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
50
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
Saved in:
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