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Time series analysis
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Franses, Philip Hans
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
93
Lütkepohl, Helmut
75
Härdle, Wolfgang
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Koop, Gary
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68
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64
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61
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58
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57
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55
Lucas, André
53
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Gao, Jiti
52
Kunst, Robert M.
52
Granger, C. W. J.
50
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Dijk, Herman K. van
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Marcellino, Massimiliano
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Engle, Robert F.
46
Hassler, Uwe
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Hallin, Marc
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Proietti, Tommaso
45
Bauwens, Luc
43
Taylor, Robert
43
Perron, Pierre
42
Ghysels, Eric
41
Saikkonen, Pentti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Feng, Yuanhua
38
Kapetanios, George
38
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Timmermann, Allan
37
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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>
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Journal of econometrics
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International journal of forecasting
321
Economics letters
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Journal of forecasting
224
Econometric theory
195
Discussion paper / Tinbergen Institute
183
Econometric reviews
140
Economic modelling
119
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Applied economics
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
90
Working paper
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Computational economics
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
CREATES research paper
77
Applied economics letters
74
Journal of economic dynamics & control
69
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Energy economics
60
EUI working paper / ECO
59
NBER Working Paper
58
Cowles Foundation discussion paper
57
Working paper / National Bureau of Economic Research, Inc.
56
Journal of empirical finance
55
Oxford bulletin of economics and statistics
55
NBER working paper series
54
The econometrics journal
51
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Econometrics : open access journal
48
European journal of operational research : EJOR
48
SFB 649 discussion paper
48
Discussion papers of interdisciplinary research project 373
47
Discussion paper / Center for Economic Research, Tilburg University
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Finance research letters
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The review of economics and statistics
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ECONIS (ZBW)
12,794
EconStor
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ArchiDok
1
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1
Linear filters : a survey
Pollock, David Stephen G.
-
1994
Persistent link: https://www.econbiz.de/10000148066
Saved in:
2
Applied time series analysis of economic data
Zellner, Arnold
(
ed.
)
-
1983
Persistent link: https://www.econbiz.de/10000057236
Saved in:
3
An application of the stochastic garch in mean model to risk premia in the London metal exchange
Hall, Stephen G.
-
1990
Persistent link: https://www.econbiz.de/10000130882
Saved in:
4
Stationary random processes
Rozanov, Jurij A.
-
1967
Persistent link: https://www.econbiz.de/10000040911
Saved in:
5
Dynamic feature space modelling, filtering and self-tuning control of stochastic systems
Otter, Pieter Wieger
-
1984
Persistent link: https://www.econbiz.de/10000015907
Saved in:
6
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
7
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
8
Modeling long-memory stochastic volatility
DeLima, Pedro J. F.
;
Breidt, F. Jay
;
Crato, Nuno
-
1994
Persistent link: https://www.econbiz.de/10000908766
Saved in:
9
Spectral analysis cannot tell a macro-econometrician whether his time series came from a stochastic economy or a deterministic economy
Brock, William A.
;
Chamberlain, Gary
-
1984
Persistent link: https://www.econbiz.de/10000911858
Saved in:
10
Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
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