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~isPartOf:"CREATES research paper"
~subject:"Lohn"
~subject:"Zeitreihenanalyse"
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Lohn
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
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35
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Podolskij, Mark
6
Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Bauwens, Luc
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
2
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1
Basse-O'Connor, Andreas
1
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CREATES research paper
NBER Working Paper
168
NBER working paper series
163
Discussion paper / Tinbergen Institute
137
Discussion paper series / IZA
132
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
102
CESifo working papers
72
IZA Discussion Paper
61
Working paper / Department of Econometrics and Business Statistics, Monash University
61
Working paper
60
Tinbergen Institute Discussion Paper
57
Working paper / National Bureau of Economic Research, Inc.
54
IZA Discussion Papers
49
SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
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Technical Report
46
Econometrics : open access journal
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Discussion paper
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Cowles Foundation discussion paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
36
SFB 649 Discussion Paper
34
CAMA working paper series
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CESifo Working Paper
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Cambridge working papers in economics
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Journal of risk and financial management : JRFM
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Risks : open access journal
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CoFE Discussion Paper
17
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17
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ECONIS (ZBW)
70
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1
Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421769
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2
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
3
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
4
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
5
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
6
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
7
On critical cases in limit
theory
for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Podolskij, Mark
-
2015
Persistent link: https://www.econbiz.de/10011398667
Saved in:
8
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
9
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
10
Forecasting long memory series subject to structural change : a two-stage approach
Papailias, Fotis
;
Dias, Gustavo Fruet
-
2014
Persistent link: https://www.econbiz.de/10010442405
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