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~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:"book"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
Zeitreihenanalyse
Theory
76
Forecasting model
61
Estimation theory
43
Schätztheorie
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25
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25
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Harvey, Andrew C.
Hyndman, Rob J.
Linton, Oliver
Caporale, Guglielmo Maria
199
Koopman, Siem Jan
166
Gil-Alaña, Luis A.
160
Phillips, Peter C. B.
146
Franses, Philip Hans
132
Gao, Jiti
109
McAleer, Michael
100
Pesaran, M. Hashem
87
Kapetanios, George
79
Lütkepohl, Helmut
78
Sibbertsen, Philipp
78
Teräsvirta, Timo
78
Härdle, Wolfgang
67
Koop, Gary
63
Watson, Mark W.
63
Dijk, Herman K. van
62
Kunst, Robert M.
58
Lucas, André
58
Stock, James H.
57
Johansen, Søren
56
Marcellino, Massimiliano
56
Ravazzolo, Francesco
52
Nielsen, Morten Ørregaard
51
Engle, Robert F.
50
Maravall Herrero, Agustín
49
Dijk, Dick van
48
Swanson, Norman R.
48
Bauwens, Luc
45
Gil-Alana, Luis A.
45
Proietti, Tommaso
45
Robinson, Peter M.
42
Hallin, Marc
41
Diebold, Francis X.
40
Schorfheide, Frank
40
Timmermann, Allan
40
Hendry, David F.
39
Blasques, Francisco
38
Feng, Yuanhua
38
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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1
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65
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8
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1
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1
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1
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1
Econometric Society monographs
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ECONIS (ZBW)
154
USB Cologne (EcoSocSci)
4
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1
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
4
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
6
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
7
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:
8
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:
9
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:
10
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
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