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~person:"Dijk, Herman K. van"
~person:"Lucas, André"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
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Dijk, Herman K. van
Lucas, André
Gil-Alaña, Luis A.
174
Phillips, Peter C. B.
91
Franses, Philip Hans
82
Gupta, Rangan
77
Caporale, Guglielmo Maria
63
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59
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53
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49
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48
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47
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45
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43
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42
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41
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41
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39
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36
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34
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34
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31
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29
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29
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28
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27
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27
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27
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25
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25
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
7
International journal of forecasting
6
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5
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4
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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2
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Systemic risk tomography : signals, measurement and transmission channels
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ECONIS (ZBW)
40
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1
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
2
[Rezension] Bierens, H. J., Topics in advanced econometrics, estimation, testing and specification of cross-section and time-series models : Cambridge, Cambridge Univ. Press, 1994
Dijk, Herman K. van
- In:
De economist : Netherlands economic review ; quarterly …
147
(
1999
)
2
,
pp. 268-269
Persistent link: https://www.econbiz.de/10001404451
Saved in:
3
Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
Saved in:
4
A neural network applied to the calculation of Lyapunov exponents
Kaashoek, Johan F.
- In:
Econometric reviews
13
(
1994
)
1
,
pp. 123-137
Persistent link: https://www.econbiz.de/10001158124
Saved in:
5
Special issue on econometric inference using simulation techniques
Brown, Bryan W.
(
contributor
);
Monfort, Alain
(
contributor
); …
- In:
Journal of applied econometrics
8
(
1993
),
pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
Saved in:
6
Unit root tests based on M estimators
Lucas, André
- In:
Econometric theory
11
(
1995
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10001185251
Saved in:
7
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
8
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, André
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 153-173
Persistent link: https://www.econbiz.de/10001174120
Saved in:
9
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
10
A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
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