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~language:"eng"
~person:"Dijk, Dick van"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Time series analysis
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Dijk, Dick van
Taylor, Robert
Gil-Alaña, Luis A.
169
Franses, Philip Hans
153
Caporale, Guglielmo Maria
147
Koopman, Siem Jan
147
Phillips, Peter C. B.
130
Koop, Gary
74
Sibbertsen, Philipp
72
Lütkepohl, Helmut
70
Pesaran, M. Hashem
69
Härdle, Wolfgang
67
Kunst, Robert M.
67
Teräsvirta, Timo
67
McAleer, Michael
65
Swanson, Norman R.
62
Harvey, Andrew C.
61
Lucas, André
60
Dijk, Herman K. van
58
Stock, James H.
58
Marcellino, Massimiliano
56
Gupta, Rangan
54
Maravall Herrero, Agustín
53
Kapetanios, George
52
Granger, C. W. J.
51
Watson, Mark W.
51
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50
Engle, Robert F.
49
Feng, Yuanhua
49
Hassler, Uwe
48
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48
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46
Hallin, Marc
46
Timmermann, Allan
46
Proietti, Tommaso
45
Gao, Jiti
43
Perron, Pierre
43
Saikkonen, Pentti
43
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42
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ECONIS (ZBW)
84
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1
Macroeconomic forecasting with matched principal components
Heij, Christiaan
;
Dijk, Dick van
;
Groenen, Patrick J. F.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
Saved in:
2
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
3
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
4
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
5
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
6
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
7
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:
8
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:
9
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
Saved in:
10
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:
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