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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
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17
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3
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3
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3
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Journal of economic dynamics & control
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
676
International journal of forecasting
555
Economics letters
454
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
400
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332
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331
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
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149
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145
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126
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93
International review of economics & finance : IREF
89
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88
Finance research letters
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86
EUI working paper / ECO
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
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ECONIS (ZBW)
301
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1
Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio
- In:
Journal of economic dynamics & control
20
(
1996
)
4
,
pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
Saved in:
2
The yield curve and the macro-economy across time and frequencies
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10009701904
Saved in:
3
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
4
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
5
Prediction intervals for arima models
Snyder, Ralph D.
-
1997
Persistent link: https://www.econbiz.de/10000978693
Saved in:
6
Trend stability and structural change : an extension to the M1 forecasting competition
Inder, Brett A.
-
1997
Persistent link: https://www.econbiz.de/10000978696
Saved in:
7
Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M.
-
1997
Persistent link: https://www.econbiz.de/10000978697
Saved in:
8
The comparison of two or more stationary time series
Maharaj, Ann
-
1997
Persistent link: https://www.econbiz.de/10000978698
Saved in:
9
Expontial smoothing of seasonal data : a comparison
Shami, Roland G.
-
1997
Persistent link: https://www.econbiz.de/10000978708
Saved in:
10
Comparison and classification of stationary multivariate time series
Maharaj, Ann
-
1997
Persistent link: https://www.econbiz.de/10000978711
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