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isPartOf:"Cowles Foundation discussion paper"
~accessRights:"free"
~isPartOf:"Applied financial economics"
~subject:"Share price"
~subject:"Theory"
~subject:"Volatility"
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Search: subject_exact:"Trendmodell"
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Share price
Theory
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Time series analysis
71
Zeitreihenanalyse
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Phillips, Peter C. B.
31
Yu, Jun
5
Chen, Xiaohong
3
Lieberman, Offer
3
Sun, Yixiao
3
Han, Chirok
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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Cowles Foundation discussion paper
Applied financial economics
Discussion paper / Tinbergen Institute
158
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
CREATES research paper
89
Working paper / Department of Econometrics and Business Statistics, Monash University
73
NBER Working Paper
69
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56
CESifo working papers
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SFB 649 discussion paper
51
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48
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48
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40
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40
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38
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International journal of economics and financial issues : IJEFI
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International Journal of Energy Economics and Policy : IJEEP
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22
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CORE discussion papers : DP
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Romanian journal of economic forecasting
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CBN journal of applied statistics
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Cogent economics & finance
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Working paper / National Bureau of Economic Research, Inc.
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
2
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
6
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
7
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
8
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
9
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
10
Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.
;
Jin, Sainan
-
2015
Persistent link: https://www.econbiz.de/10011312319
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