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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~subject:"Stochastic process"
~subject:"Time series analysis"
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Stochastic process
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Koopman, Siem Jan
64
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25
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15
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14
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12
Diks, Cees G. H.
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Koop, Gary
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5
Hindrayanto, Irma
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Kleibergen, Frank
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Moosa, Imad A.
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Aastveit, Knut Are
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Asai, Manabu
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Boswijk, Herman Peter
3
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3
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3
Harvey, David I.
3
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Applied economics
Discussion paper / Tinbergen Institute
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
European journal of operational research : EJOR
483
Journal of econometrics
393
International journal of forecasting
326
Economics letters
311
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Econometric theory
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International journal of theoretical and applied finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Operations research letters
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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CREATES research paper
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99
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Risks : open access journal
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Energy economics
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NBER working paper series
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Applied economics letters
84
Discussion papers of interdisciplinary research project 373
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics of operations research
82
SFB 649 discussion paper
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ECONIS (ZBW)
434
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1
Testing for periodic integration
Boswijk, H. P.
;
Franses, Philip H.
-
1992
Persistent link: https://www.econbiz.de/10000122458
Saved in:
2
A note on state space method in time series modelling
Heij, Christiaan
-
1992
Persistent link: https://www.econbiz.de/10000122465
Saved in:
3
System identifiability from finite time series
Heij, Christiaan
-
1992
Persistent link: https://www.econbiz.de/10000122466
Saved in:
4
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
5
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:
6
A Bayesian analysis of periodic integration
Franses, Philip H.
;
Koop, Gary
-
1994
Persistent link: https://www.econbiz.de/10000122538
Saved in:
7
A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000902084
Saved in:
8
A neural network applied to economic time series
Draisma, Gerrit
-
1995
Persistent link: https://www.econbiz.de/10000904892
Saved in:
9
System identification by dynamic factor models
Heij, Christiaan
-
1995
Persistent link: https://www.econbiz.de/10000904952
Saved in:
10
Fourth-order moments of augmented ARCH processes
Kunst, Robert M.
-
1995
Persistent link: https://www.econbiz.de/10000907063
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