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~language:"eng"
~person:"Dijk, Dick van"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Theorie
68
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68
Time series analysis
36
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24
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24
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Dijk, Dick van
Taylor, Robert
Caporale, Guglielmo Maria
89
Gil-Alaña, Luis A.
87
Koopman, Siem Jan
82
Franses, Philip Hans
76
Sibbertsen, Philipp
52
Phillips, Peter C. B.
47
Dijk, Herman K. van
45
Kunst, Robert M.
45
Feng, Yuanhua
44
Härdle, Wolfgang
42
Beran, Jan
41
Lucas, André
41
Maravall Herrero, Agustín
39
Pesaran, M. Hashem
39
McAleer, Michael
37
Koop, Gary
36
Marcellino, Massimiliano
36
Teräsvirta, Timo
36
Lütkepohl, Helmut
34
Swanson, Norman R.
34
Lux, Thomas
31
Hallin, Marc
30
Hyndman, Rob J.
29
Weihs, Claus
29
Kapetanios, George
28
Fried, Roland
26
Timmermann, Allan
26
Bauwens, Luc
25
Hassler, Uwe
24
Hautsch, Nikolaus
23
Ravazzolo, Francesco
23
Saikkonen, Pentti
23
Bos, Charles S.
22
Johansen, Søren
22
Lanne, Markku
20
Paap, Richard
20
Gather, Ursula
19
Harvey, Andrew C.
19
Ooms, Marius
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12
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7
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ECONIS (ZBW)
36
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1
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
2
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
3
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003739119
Saved in:
4
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10003937282
Saved in:
5
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
6
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
7
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10009537445
Saved in:
8
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
9
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
Saved in:
10
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798233
Saved in:
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