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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of applied econometrics"
~language:"eng"
~subject:"Time series analysis"
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Time series analysis
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Koopman, Siem Jan
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Dijk, Herman K. van
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Hindrayanto, Irma
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Moosa, Imad A.
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Grassi, Stefano
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Lit, Rutger
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Kaashoek, Johan F.
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Kleibergen, Frank
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Lee, Kai Ming
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Leybourne, Stephen James
3
Martens, Martin
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Applied economics
Discussion paper / Tinbergen Institute
Journal of applied econometrics
Journal of econometrics
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International journal of forecasting
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Economics letters
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190
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132
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112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
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73
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
59
NBER Working Paper
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Oxford bulletin of economics and statistics
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The econometrics journal
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Finance research letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
Journal of macroeconomics
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ECONIS (ZBW)
362
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1
Outlier robust GMM estimation of leverage determinants
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teun
-
1994
Persistent link: https://www.econbiz.de/10000151692
Saved in:
2
Testing for periodic integration
Boswijk, H. P.
;
Franses, Philip H.
-
1992
Persistent link: https://www.econbiz.de/10000122458
Saved in:
3
A note on state space method in time series modelling
Heij, Christiaan
-
1992
Persistent link: https://www.econbiz.de/10000122465
Saved in:
4
System identifiability from finite time series
Heij, Christiaan
-
1992
Persistent link: https://www.econbiz.de/10000122466
Saved in:
5
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
6
Detecting shocks : outliers and breaks in time series
Atkinson, A. C.
;
Kooiman, Siem J.
;
Shephard, Neil
-
1993
Persistent link: https://www.econbiz.de/10000122498
Saved in:
7
A Bayesian analysis of periodic integration
Franses, Philip H.
;
Koop, Gary
-
1994
Persistent link: https://www.econbiz.de/10000122538
Saved in:
8
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
9
Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko
;
Kariya, Takeaki
-
1997
Persistent link: https://www.econbiz.de/10000952482
Saved in:
10
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
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