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Zeitreihenanalyse
714
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713
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354
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344
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344
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126
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125
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Phillips, Peter C. B.
30
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10
Hallin, Marc
10
Koop, Gary
10
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8
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8
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8
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8
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8
Yu, Jun
8
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7
Francq, Christian
7
Harvey, David I.
7
Hong, Yongmiao
7
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7
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7
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6
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6
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6
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6
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6
Horváth, Lajos
6
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6
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6
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6
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6
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6
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6
Zakoïan, Jean-Michel
6
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5
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5
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5
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5
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Journal of econometrics
International journal of forecasting
592
Economics letters
509
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424
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367
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356
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346
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321
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222
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216
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208
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179
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164
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
157
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108
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107
Oxford bulletin of economics and statistics
106
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101
The econometrics journal
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Physica A: Statistical Mechanics and its Applications
96
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ECONIS (ZBW)
751
USB Cologne (EcoSocSci)
1
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1
Geometric and long run aspects of Granger causality
Sadoon, Majid M. al-
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 558-568
Persistent link: https://www.econbiz.de/10010256866
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2
Nonlinear regressions with nonstationary time series
Chan, Nigel
;
Wang, Qiying
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 182-195
Persistent link: https://www.econbiz.de/10011339876
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3
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
Saved in:
4
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
5
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
6
Nonstationarity
in time series of state densities
Chang, Yoosoon
;
Kim, Chang Sik
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
Saved in:
7
Copula-based time series with filtered
nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
8
Modelling circular time series
Harvey, Andrew C.
;
Hurn, Stan
;
Palumbo, Dario
;
Thiele, …
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015073958
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9
Prewhitened long-run variance estimation robust to
nonstationarity
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
242
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015075216
Saved in:
10
Asymmetry and
nonstationarity
for a seasonal time series model
Shin, Dong-wan
;
Lee, Oesook
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10003401644
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