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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Brasilien
28
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22
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19
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Pereira, Pedro L. Valls
15
Trucíos, Carlos
7
Hallin, Marc
6
Hotta, Luiz K.
6
Mazzeu, João H. G.
4
Valls Pereira, Pedro L.
4
Zevallos, Mauricio
3
Hotta, Luiz Koodi
2
Hwang, Soosung
2
Mazzeu, João Henrique Gonçalves
2
Candido, Osvaldo
1
Harvey, Andrew C.
1
Markwald, Ricardo A.
1
Marçal, Emerson Fernandes
1
Moreira, Ajax
1
Morettin, Pedro A.
1
Prince, Diogo de
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Tófoli, Paula V.
1
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Revista de econometria
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Journal of empirical finance
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1
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ECONIS (ZBW)
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1
Co-integração e suas representações : uma resenha
Pereira, Pedro L. Valls
- In:
Revista de econometria
11
(
1991
)
2
,
pp. 185-215
Persistent link: https://www.econbiz.de/10001133312
Saved in:
2
Missing observations in stochastic difference equation with arma errors
Pereira, Pedro L. Valls
- In:
Revista de econometria
7
(
1987
)
1
,
pp. 5-34
Persistent link: https://www.econbiz.de/10001058448
Saved in:
3
Modelo de previsão do comércio exterior brasileiro
Pereira, Pedro L. Valls
-
1991
Persistent link: https://www.econbiz.de/10000840579
Saved in:
4
A study of the Brazilian business cycles (1900-2012)
Vieira, Heleno Piazentini
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
33
(
2013
)
2
,
pp. 123-143
Persistent link: https://www.econbiz.de/10011538645
Saved in:
5
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
Saved in:
6
The effect of overlapping aggregation on time series models : an application to the unemployment rate in Brazil
Hotta, Luiz K.
- In:
Revista de econometria
12
(
1992
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10001144568
Saved in:
7
Previsão da produção industrial : indicadores antecedentes e modelos de série temporal
Markwald, Ricardo A.
- In:
Pesquisa e planejamento econômico : PPE
19
(
1989
)
2
,
pp. 233-253
Persistent link: https://www.econbiz.de/10001092077
Saved in:
8
Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
9
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
10
Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
Tófoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012022874
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