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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Trendmodell"
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Zeitreihenanalyse
Time series analysis
262
Theorie
109
Theory
109
Estimation
64
Schätzung
64
Estimation theory
54
Schätztheorie
54
Volatility
48
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Phillips, Peter C. B.
80
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Andrews, Donald W. K.
5
Gil-Alaña, Luis A.
5
Gupta, Rangan
5
Magdalinos, Tassos
5
Xiao, Zhijie
5
Ploberger, Werner
4
Wang, Qiying
4
Cuñado Eizaguirre, Juncal
3
Gao, Jiti
3
Liao, Zhipeng
3
Linton, Oliver
3
Nonejad, Nima
3
Sun, Yixiao
3
Balcilar, Mehmet
2
Barkoulas, John T.
2
Baum, Christopher F.
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Dalla, Violetta
2
Dijk, Dick van
2
Giraitis, Liudas
2
Guégan, Dominique
2
Han, Chirok
2
Jin, Sainan
2
Kheifets, Igor
2
Kunst, Robert M.
2
Liu, Li
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Liu, Qiang
2
Ma, Feng
2
Moon, Hyungsik R.
2
Pierdzioch, Christian
2
Sabzikar, Farzad
2
Shi, Zhentao
2
Solo, Victor
2
Su, Liangjun
2
Sul, Donggyu
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Cowles Foundation discussion paper
Applied financial economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
673
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Applied economics
321
Discussion paper / Tinbergen Institute
321
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
178
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
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Computational economics
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Journal of economic dynamics & control
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Journal of empirical finance
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Econometrics : open access journal
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Oxford bulletin of economics and statistics
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Finance research letters
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The econometrics journal
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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
85
International review of economics & finance : IREF
84
EUI working paper / ECO
83
International Journal of Energy Economics and Policy : IJEEP
82
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ECONIS (ZBW)
262
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
7
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
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