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~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Schätzung"
~subject:"Unit root test"
~subject:"Zustandsraummodell"
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Schätzung
Unit root test
Zustandsraummodell
Time series analysis
164
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164
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74
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74
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Grassi, Stefano
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Nielsen, Morten Ørregaard
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Teräsvirta, Timo
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Kruse, Robinson
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Santucci de Magistris, Paolo
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Haldrup, Niels
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Silvennoinen, Annastiina
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2
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2
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2
Bauwens, Luc
1
Bohn Nielsen, Heino
1
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1
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1
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1
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1
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1
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1
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CREATES research paper
Journal of econometrics
190
Economic modelling
142
Applied economics
139
Economics letters
133
Discussion paper / Tinbergen Institute
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
Applied economics letters
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
International journal of forecasting
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
CESifo working papers
83
Econometric reviews
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Journal of forecasting
74
Working paper
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55
International review of economics & finance : IREF
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Working paper / Department of Econometrics and Business Statistics, Monash University
51
Econometric theory
49
Journal of applied econometrics
46
Discussion paper series / IZA
45
Journal of empirical finance
43
The North American journal of economics and finance : a journal of financial economics studies
41
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38
Discussion papers of interdisciplinary research project 373
37
Econometrics : open access journal
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Finance research letters
36
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CAMA working paper series
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The econometrics journal
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The empirical economics letters : a monthly international journal of economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics and finance working paper series
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Journal of macroeconomics
32
Journal of risk and financial management : JRFM
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29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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Cowles Foundation discussion paper
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1
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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2
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:
3
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
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4
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
5
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
6
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
7
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
8
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
Saved in:
9
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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