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~isPartOf:"Econometric theory"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Hyndman, Rob J.
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Frazier, David T.
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Gamakumara, Puwasala
3
Grégoir, Stéphane
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Econometric theory
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
389
International journal of forecasting
356
Economics letters
315
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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109
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
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Oxford bulletin of economics and statistics
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62
Finance research letters
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59
Tinbergen Institute Discussion Paper
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Econometrics : open access journal
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Cowles Foundation discussion paper
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SFB 649 discussion paper
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International review of economics & finance : IREF
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ECONIS (ZBW)
303
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1
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
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2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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3
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
4
Nonparametric nonstationarity tests
Bandi, Federico M.
;
Corradi, Valentina
- In:
Econometric theory
30
(
2014
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
Saved in:
5
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
6
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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7
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
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8
Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Pedroni, Peter Louis
- In:
Econometric theory
20
(
2004
)
3
,
pp. 597-625
Persistent link: https://www.econbiz.de/10002068285
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9
A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard
-
1998
Persistent link: https://www.econbiz.de/10000995980
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10
The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
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