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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
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88
Lütkepohl, Helmut
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Härdle, Wolfgang
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Koop, Gary
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Teräsvirta, Timo
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Harvey, Andrew C.
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Maravall Herrero, Agustín
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Swanson, Norman R.
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Granger, C. W. J.
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Hyndman, Rob J.
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Kunst, Robert M.
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Lucas, André
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Dijk, Herman K. van
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Hassler, Uwe
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Marcellino, Massimiliano
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Hallin, Marc
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Bauwens, Luc
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Proietti, Tommaso
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Perron, Pierre
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Taylor, Robert
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Gao, Jiti
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Ghysels, Eric
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Stock, James H.
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Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
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Feng, Yuanhua
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Kapetanios, George
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Timmermann, Allan
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National Bureau of Economic Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
328
International journal of forecasting
317
Economics letters
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
Journal of forecasting
224
Econometric theory
192
Discussion paper / Tinbergen Institute
170
Econometric reviews
132
Economic modelling
112
Applied economics
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
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Working paper
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CREATES research paper
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Applied economics letters
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Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
NBER working paper series
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
The econometrics journal
48
European journal of operational research : EJOR
47
SFB 649 discussion paper
47
Discussion papers of interdisciplinary research project 373
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
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Journal of macroeconomics
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The review of economics and statistics
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ECONIS (ZBW)
12,350
EconStor
1
ArchiDok
1
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1
The statistical analysis of time series
Anderson, Theodore W.
-
1971
Persistent link: https://www.econbiz.de/10000077464
Saved in:
2
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1993
-
2. edition
Persistent link: https://www.econbiz.de/10000346751
Saved in:
3
Non-stationarity in Garch models : a Bayesian analysis
Kleibergen, F.
;
Dijk, H. K. van
-
1993
Persistent link: https://www.econbiz.de/10000122423
Saved in:
4
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
5
Forecasting in business and economics
Granger, C. W. J.
-
1980
Persistent link: https://www.econbiz.de/10000048340
Saved in:
6
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
-
1991
Persistent link: https://www.econbiz.de/10000108981
Saved in:
7
An empirical survey of the unit root characteristics of disaggregated data
McDougall, R. Stuart
-
1994
Persistent link: https://www.econbiz.de/10000898595
Saved in:
8
Robust rank tests of the unit root hypothesis
Hasan, M. N.
;
Koenker, Roger
-
1994
Persistent link: https://www.econbiz.de/10000899065
Saved in:
9
A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce
-
1980
-
Rev
Persistent link: https://www.econbiz.de/10000909115
Saved in:
10
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
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