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~person:"Hallin, Marc"
~person:"Saikkonen, Pentti"
~subject:"Time series analysis"
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Time series analysis
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180
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175
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87
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40
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40
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32
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32
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Hallin, Marc
Saikkonen, Pentti
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
108
Caporale, Guglielmo Maria
87
Lütkepohl, Helmut
72
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68
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
52
Granger, C. W. J.
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Hassler, Uwe
46
Marcellino, Massimiliano
45
Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Feng, Yuanhua
37
Johansen, Søren
37
Kapetanios, George
37
Timmermann, Allan
37
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36
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
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2
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
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19
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1
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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ECONIS (ZBW)
84
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1
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
2
Cointegrated vector autoregressive processes with continuous structural changes
Ripatti, Antti
;
Saikkonen, Pentti
-
1998
Persistent link: https://www.econbiz.de/10000683852
Saved in:
3
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
4
Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001336800
Saved in:
5
Point optimal tests for testing the order of differencing in ARIMA models
Saikkonen, Pentti
- In:
Econometric theory
9
(
1993
)
3
,
pp. 343-362
Persistent link: https://www.econbiz.de/10001151130
Saved in:
6
Locally optimal tests against periodic autoregression : parametric and nonparametric approaches
Bentarzi, Mohamed
- In:
Econometric theory
12
(
1996
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10001201816
Saved in:
7
Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric theory
12
(
1996
)
5
,
pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
Saved in:
8
Séquences généralisées : un outil pour l'analyse des séries hétéroscédastiques?
Hallin, Marc
- In:
Journal de la Société de Statistique de Paris
135
(
1994
)
3
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001173934
Saved in:
9
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
10
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
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