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~subject:"Time series analysis"
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Time series analysis
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Gil-Alaña, Luis A.
245
Caporale, Guglielmo Maria
204
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167
Koopman, Siem Jan
159
Phillips, Peter C. B.
135
Gupta, Rangan
98
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97
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93
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91
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86
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86
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83
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80
Härdle, Wolfgang
79
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71
Gao, Jiti
67
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66
Marcellino, Massimiliano
65
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64
Lucas, André
61
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60
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58
Ravazzolo, Francesco
57
Granger, C. W. J.
56
Stock, James H.
56
Dijk, Herman K. van
55
Engle, Robert F.
54
Hassler, Uwe
53
Taylor, Robert
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Bauwens, Luc
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Ghysels, Eric
51
Hallin, Marc
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Hendry, David F.
51
Proietti, Tommaso
51
Watson, Mark W.
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43
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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Federal Reserve Bank of St. Louis
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Australian National University / Faculty of Economics and Commerce
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Australien / Bureau of Statistics
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Norges Bank / Utredningsavdelingen
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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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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International journal of forecasting
501
Journal of econometrics
439
Economics letters
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
312
Journal of forecasting
302
Discussion paper / Tinbergen Institute
226
Economic modelling
202
Econometric theory
201
Applied economics
200
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
168
Econometric reviews
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
141
Working paper / Department of Econometrics and Business Statistics, Monash University
132
Energy economics
131
Working paper
127
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
113
CESifo working papers
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Journal of applied econometrics
109
Computational economics
105
CREATES research paper
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Journal of empirical finance
86
Journal of economic dynamics & control
84
Finance research letters
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
NBER Working Paper
75
NBER working paper series
74
Working paper / National Bureau of Economic Research, Inc.
74
Econometrics : open access journal
63
International review of economics & finance : IREF
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Journal of macroeconomics
62
Oxford bulletin of economics and statistics
62
Cowles Foundation discussion paper
61
The North American journal of economics and finance : a journal of financial economics studies
60
CAMA working paper series
58
The econometrics journal
58
European journal of operational research : EJOR
57
Discussion paper / Centre for Economic Policy Research
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SFB 649 discussion paper
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ECONIS (ZBW)
18,486
RePEc
3
ArchiDok
2
EconStor
1
Other ZBW resources
1
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1
The expectational effects of news in business cycles : evidence from
forecast
data
Miyamoto, Wataru
;
Nguyen, Thuy Lan
- In:
Journal of monetary economics
116
(
2020
),
pp. 184-200
Persistent link: https://www.econbiz.de/10012495170
Saved in:
2
Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios
- In:
European financial management : the journal of the …
4
(
1998
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
Saved in:
3
Excess Stock Returns and News : Evidence from European Markets
Malliaropulos, Dimitris
-
2022
This paper aims at decomposing the
forecast
error variance of excess returns in five major European stock markets into …
Persistent link: https://www.econbiz.de/10014236921
Saved in:
4
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
5
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
6
Predictive ability of three different estimates of "cay" to excess stock returns : a comparative study for South Africa and USA
Emara, Noha
- In:
European research studies : an international …
17
(
2014
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011383243
Saved in:
7
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
8
Nonlinearity in forecasting of high-frequency stock returns
Reboredo, Juan Carlos
;
Matías, José M.
; …
- In:
Computational economics
40
(
2012
)
3
,
pp. 245-264
Persistent link: https://www.econbiz.de/10010219501
Saved in:
9
Predictable risks and returns : further evidence from the UK stock market
Georgiou, Catherine
;
Grose, Chris
;
Archontakis, Fragiskos
- In:
International Journal of Financial Markets and …
7
(
2019
)
1
,
pp. 68-100
Persistent link: https://www.econbiz.de/10012253513
Saved in:
10
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
-
2020
Persistent link: https://www.econbiz.de/10012299362
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