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~isPartOf:"Journal of econometrics"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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United States
Zeitreihenanalyse
Multivariate Analyse
63
Multivariate analysis
63
Time series analysis
28
Theorie
25
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25
Estimation theory
22
Schätztheorie
22
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Chen, Bin
2
Hong, Yongmiao
2
Koop, Gary
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Phillips, Peter C. B.
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1
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1
Bruneau, Catherine
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1
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Dhaene, Geert
1
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1
Dueker, Michael
1
Engle, Robert F.
1
Estrada, Francisco
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Fan, Yanqin
1
Forni, Mario
1
Franses, Philip Hans
1
Galeano, Pedro
1
Grégoir, Stéphane
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1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International journal of forecasting
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Journal of forecasting
11
Discussion paper / Tinbergen Institute
9
Econometric reviews
9
International journal of production research
8
Journal of the American Statistical Association : JASA
8
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Energy economics
7
Insurance / Mathematics & economics
7
Econometric Institute research papers
6
Econometrics : open access journal
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Economics letters
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KBI
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SFB 649 discussion paper
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CoFE discussion papers
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Discussion paper / Centre for Economic Policy Research
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The review of economics and statistics
5
Working paper
5
CAMA working paper series
4
CESifo working papers
4
Econometric theory
4
IMF Working Paper
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IMF working papers
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Reihe Quantitative Ökonomie : Ökon
4
Applied economics
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Applied economics letters
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CFS working paper series
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CREATES research paper
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Department of Economics discussion paper series / University of Oxford
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3
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
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1
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
2
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
3
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
4
Exponential Series Estimator of multivariate densities
Wu, Ximing
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 354-366
Persistent link: https://www.econbiz.de/10008648808
Saved in:
5
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
6
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
Saved in:
7
Generalized spectral testing for multivariate continuous-time models
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 268-293
Persistent link: https://www.econbiz.de/10009301912
Saved in:
8
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
9
A unified approach to validating univariate and multivariate conditional distribution models in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10010254990
Saved in:
10
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
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