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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Time series analysis"
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Time series analysis
Estimation theory
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Nielsen, Morten Ørregaard
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Hounyo, Ulrich
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
346
Econometric theory
164
Economics letters
162
Discussion paper / Tinbergen Institute
124
Econometric reviews
102
International journal of forecasting
79
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
Journal of forecasting
64
Applied economics letters
60
Economic modelling
57
Applied economics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Econometrics : open access journal
50
Cowles Foundation discussion paper
45
The econometrics journal
45
Journal of time series econometrics
42
NBER Working Paper
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
CESifo working papers
38
Journal of applied econometrics
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Discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
LSE STICERD Research Paper
24
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
228
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1
t-statistic based
correlation
and heterogeneity robust inference
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
Saved in:
2
Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong
;
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
Saved in:
3
Testing instantaneous causality in presence of nonconstant unconditional covariance
Gianetto, Quentin Giai
;
Rai͏̈ssi, Hamdi
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10011389673
Saved in:
4
A projective approach to conditional independence test for dependent processes
Zhou, Yeqing
;
Zhang, Yaowu
;
Zhu, Liping
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 398-407
Persistent link: https://www.econbiz.de/10012804124
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition
correlation
GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
A parsimonious test of constancy of a positive definite
correlation
matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
7
Estimating and testing nonlinear local dependence between two time series
Lacal, Virginia
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 648-660
Persistent link: https://www.econbiz.de/10012179003
Saved in:
8
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
9
Testing serial
correlation
and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
10
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng
;
Xu, Wen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
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