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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
135
Phillips, Peter C. B.
126
Koopman, Siem Jan
118
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
89
Lütkepohl, Helmut
73
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Sibbertsen, Philipp
56
Swanson, Norman R.
52
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51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Lucas, André
48
Dijk, Herman K. van
47
Hallin, Marc
47
Engle, Robert F.
46
Hassler, Uwe
46
Marcellino, Massimiliano
46
Bauwens, Luc
44
Proietti, Tommaso
44
Perron, Pierre
42
Taylor, Robert
42
Ghysels, Eric
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Timmermann, Allan
38
Feng, Yuanhua
37
Kapetanios, George
37
Haldrup, Niels
36
Johansen, Søren
36
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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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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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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
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
335
International journal of forecasting
316
Economics letters
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
172
Econometric reviews
132
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Applied economics
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
81
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
CREATES research paper
71
Applied economics letters
70
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Energy economics
56
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
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
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
SFB 649 discussion paper
45
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
Journal of macroeconomics
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ECONIS (ZBW)
12,425
EconStor
1
ArchiDok
1
RePEc
1
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1
A hybrid model for forecasting the volume of passenger flows on Serbian railways
Glišović, Nataša
;
Milenković, Miloš
;
Bojović, Nebojša
- In:
Operational research : an international journal
16
(
2016
)
2
,
pp. 271-285
Persistent link: https://www.econbiz.de/10011723891
Saved in:
2
Clustering Financial Time Series by
Network
Community Analysis
Piccardi, Carlo
-
2011
recently developed approach for partitioning the nodes of a
network
(graph). A
network
with N nodes is associated to the set of … context of financial time series. Then, searching for
network
communities allows one to identify groups of nodes (and then …
Persistent link: https://www.econbiz.de/10013121909
Saved in:
3
Smooth marginalized particle filters for dynamic
network
effect models
Wang, Dieter
;
Schaumburg, Julia
-
2020
We propose the dynamic
network
effect (DNE) model for the study of high-dimensional multivariate time series data … of latent stochastic
network
effects. The parameter-driven, nonlinear state-space model requires simulation …-section dimension is large and the
network
is dense. An empirical application on the spread of the COVID-19 pandemic through …
Persistent link: https://www.econbiz.de/10012214446
Saved in:
4
Trend analysis of global stock market linkage based on a dynamic conditional correlation
network
Kedong, Yin
;
Liu, Zhe
;
Liu, Peide
- In:
Journal of business economics and management
18
(
2017
)
4
,
pp. 779-800
Persistent link: https://www.econbiz.de/10011780777
Saved in:
5
Time-Varying
Network
Vector Autoregression Model
Wu, Boyao
-
2020
In this paper, we study the time-varying
network
vector autoregression (TV-NVAR) model. Constituting an ultra …
Persistent link: https://www.econbiz.de/10012846639
Saved in:
6
The relationship among
railway
networks, energy consumption, and real added value in Italy. Evidence form ARDL and Wavelet analysis
Magazzino, Cosimo
;
Giolli, Lorenzo
- In:
Research in transportation economics
90
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186071
Saved in:
7
Inference of grouped time-varying
network
vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
8
Large spillover networks of nonstationary systems
Chen, Shi
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 422-436
Persistent link: https://www.econbiz.de/10015053412
Saved in:
9
Stock co-jump networks
Ding, Yi
;
Li, Yingying
;
Liu, Guoli
;
Zheng, Xinghua
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
Saved in:
10
Network
Quantile Autoregression
Zhu, Xuening
-
2016
It is a challenging task to understand the complex dependency structures in an ultra-high dimensional
network
…, especially when one concentrates on the tail dependency. To tackle this problem, we consider a
network
quantile autoregression …
Persistent link: https://www.econbiz.de/10012978712
Saved in:
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