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~subject:"Time series analysis"
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Time series analysis
USA
98
United States
98
Zeitreihenanalyse
92
Theorie
88
Theory
88
Forecasting model
59
Prognoseverfahren
59
Business cycle
57
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56
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49
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49
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48
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48
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35
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30
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27
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27
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25
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21
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21
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19
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92
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Watson, Mark W.
89
Stock, James H.
55
Müller, Ulrich K.
12
Canjels, Eugene
5
Marcellino, Massimiliano
3
Engle, Robert F.
2
Hausman, Jerry
2
Hausman, Jerry A.
2
Horvath, Michael T.
2
Horvath, Michael T. K.
2
King, Robert G.
2
Knox, Thomas
2
Plosser, Charles I.
2
Watson, Mark
2
Bollerslev, Tim
1
Chan, Yeung Lewis
1
DeLong, James Bradford
1
Granger, C. W. J.
1
Granger, C.W.J.
1
Lazarus, Eben
1
Lewis, Daniel J.
1
Marcellino, Massimiliano Giuseppe
1
Mueller, Ulrich
1
Müller, Ulrich
1
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1
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1
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1
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16
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11
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5
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5
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4
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4
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Harvard Institute of Economic Research, Harvard University, Discussion Paper
1
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1
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1
Monetary policy and uncertainty : adapting to a changing economy ; a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 28 - 30, 2003
1
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1
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1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
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1
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1
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1
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ECONIS (ZBW)
92
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1
Univariate detrending methods with stochastic trends
Watson, Mark W.
- In:
Journal of monetary economics
18
(
1986
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10001025027
Saved in:
2
How accurate are real-time estimates of output trends and gaps?
Watson, Mark W.
- In:
Economic quarterly
93
(
2007
)
2
,
pp. 143-161
Persistent link: https://www.econbiz.de/10003507701
Saved in:
3
Univariate detrending method with stochastic trends
Watson, Mark W.
-
1985
Persistent link: https://www.econbiz.de/10013361180
Saved in:
4
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
;
Watson, Mark W.
-
1994
Persistent link: https://www.econbiz.de/10000901620
Saved in:
5
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
6
Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10000920892
Saved in:
7
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
Saved in:
8
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.
-
1994
Persistent link: https://www.econbiz.de/10000920922
Saved in:
9
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000812979
Saved in:
10
Business cycle properties of selected US economic time series : 1959 - 1988
Stock, James H.
;
Watson, Mark W.
-
1990
Persistent link: https://www.econbiz.de/10000793287
Saved in:
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