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~person:"Franses, Philip Hans"
~person:"Linton, Oliver"
~person:"Mills, Terence C."
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
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Time series analysis
125
Zeitreihenanalyse
125
Theorie
69
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35
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35
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Franses, Philip Hans
Linton, Oliver
Mills, Terence C.
Gil-Alaña, Luis A.
155
Caporale, Guglielmo Maria
136
Koopman, Siem Jan
109
McAleer, Michael
79
Phillips, Peter C. B.
75
Gao, Jiti
68
Sibbertsen, Philipp
66
Hyndman, Rob J.
61
Teräsvirta, Timo
61
Lütkepohl, Helmut
55
Lucas, André
54
Pesaran, M. Hashem
54
Kunst, Robert M.
53
Johansen, Søren
50
Härdle, Wolfgang
49
Marcellino, Massimiliano
49
Dijk, Herman K. van
48
Kapetanios, George
45
Koop, Gary
43
Maravall Herrero, Agustín
42
Nielsen, Morten Ørregaard
41
Feng, Yuanhua
37
Dijk, Dick van
36
Beran, Jan
34
Lux, Thomas
32
Ravazzolo, Francesco
32
Swanson, Norman R.
32
Bauwens, Luc
29
Timmermann, Allan
29
Harvey, Andrew C.
27
Brakel, Jan A. van den
26
Robinson, Peter M.
26
Saikkonen, Pentti
26
Fried, Roland
25
Grassi, Stefano
25
Lanne, Markku
25
Medeiros, Marcelo C.
25
Snyder, Ralph D.
25
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Report / Econometric Institute, Erasmus University Rotterdam
25
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20
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
14
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8
Cambridge working papers in economics
6
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6
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5
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4
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3
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3
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3
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2
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2
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2
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2
IHS economics series : working paper
2
Reihe Ökonomie
2
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2
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1
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1
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1
Discussion papers / Adam Smith Business School, University of Glasgow
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1
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ERIM report series research in management
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Rotterdam Institute for Business Economic Studies
1
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1
TRACE discussion papers / Tinbergen Institute
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1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers / Centre for Competitive Advantage in the Global Economy
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ECONIS (ZBW)
125
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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
7
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
8
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012608336
Saved in:
9
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
10
Do African economies grow similarly?
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012037767
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