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Time series analysis
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Ravazzolo, Francesco
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Taylor, Robert
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Mills, Terence C.
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Saikkonen, Pentti
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Stock, James H.
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Journal of econometrics
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International journal of forecasting
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Economics letters
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242
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Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Applied economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
84
Computational economics
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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
Working paper
74
Applied economics letters
71
CREATES research paper
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Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
NBER Working Paper
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Cowles Foundation discussion paper
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Energy economics
56
Journal of empirical finance
56
Working paper / National Bureau of Economic Research, Inc.
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Oxford bulletin of economics and statistics
54
NBER working paper series
53
The econometrics journal
52
CESifo working papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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European journal of operational research : EJOR
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Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
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Econometrics : open access journal
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Finance research letters
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ECONIS (ZBW)
12,602
EconStor
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1
Multiple outlier detection in samples with Exponential & Pareto tails : redeeming the inward approach & detecting Dragon Kings
Wheatley, Spencer
;
Sornette, Didier
-
2015
have approximately Exponential or Pareto tails, thanks to Extreme Value
Theory
. It is shown that a simple "robust …
Persistent link: https://www.econbiz.de/10011411972
Saved in:
2
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
3
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
4
Inference for local distributions at high
sampling
frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
5
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
6
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2012
Persistent link: https://www.econbiz.de/10009565411
Saved in:
7
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
8
Statistical process control for the number of defectives with limited memory
Cobb, Barry R.
- In:
Decision analysis : a journal of the Institute for …
18
(
2021
)
3
,
pp. 203-217
Persistent link: https://www.econbiz.de/10012654946
Saved in:
9
A smoothed maximum score estimator for the binary choice panel data model with individual fixed effects and application to labour force participation
Charlier, Erwin
-
1994
Persistent link: https://www.econbiz.de/10000897592
Saved in:
10
Attrition in panel data and the estimation of dynamic labor market models
Berg, Gerard J. van den
;
Lindeboom, Maarten
-
1994
Persistent link: https://www.econbiz.de/10000908347
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