//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~source:"econis"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Trendmodell"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Kapitaleinkommen
Share price
Theory
Time series analysis
186
Zeitreihenanalyse
186
Theorie
85
Estimation theory
45
Schätztheorie
45
Estimation
30
Schätzung
30
Einheitswurzeltest
23
USA
23
Unit root test
23
United States
23
Forecasting model
18
Prognoseverfahren
18
Cointegration
17
Kointegration
17
Volatility
17
Volatilität
17
Börsenkurs
15
Capital income
15
Regression analysis
15
Regressionsanalyse
15
Stochastic process
15
Stochastischer Prozess
15
Exchange rate
14
Wechselkurs
14
Aktienmarkt
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Stock market
13
ARCH-Modell
12
Autocorrelation
10
Autokorrelation
10
Statistical test
10
Statistischer Test
10
Aktienindex
9
Stock index
9
more ...
less ...
Online availability
All
Free
40
Type of publication
All
Book / Working Paper
58
Article
52
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Graue Literatur
50
Non-commercial literature
50
Arbeitspapier
49
Working Paper
49
Language
All
English
110
Author
All
Phillips, Peter C. B.
45
Chen, Xiaohong
5
Yu, Jun
5
Gil-Alaña, Luis A.
3
Sun, Yixiao
3
Caporale, Guglielmo Maria
2
Gupta, Rangan
2
Han, Chirok
2
Jin, Sainan
2
Liao, Zhipeng
2
Lieberman, Offer
2
Linton, Oliver
2
Magdalinos, Tassos
2
Ploberger, Werner
2
Shi, Zhentao
2
Solo, Victor
2
Wang, Qiying
2
Xiao, Zhijie
2
Yi, Yanping
2
Zivot, Eric
2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
Andrews, Donald W. K.
1
Armah, Nii Ayi
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Barkoulas, John T.
1
Baum, Christopher F.
1
Berg, Lennart
1
Beveridge, Steve
1
Biswas, Eva
1
Boyd, Roy
1
Brooks, Chris
1
Brooks, Robert
1
Bühlmann, Peter
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Carroll, Raymond J.
1
Chang, Yuanchen
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Applied financial economics
Journal of econometrics
380
International journal of forecasting
338
Economics letters
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
266
Journal of forecasting
240
Discussion paper / Tinbergen Institute
201
Econometric theory
195
Economic modelling
148
Econometric reviews
142
Applied economics
138
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
CREATES research paper
93
Journal of applied econometrics
92
Energy economics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
89
Working paper
88
Applied economics letters
86
Journal of empirical finance
85
Computational economics
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Finance research letters
72
Journal of economic dynamics & control
72
NBER Working Paper
69
NBER working paper series
66
Working paper / National Bureau of Economic Research, Inc.
63
CESifo working papers
60
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
59
The econometrics journal
56
International review of economics & finance : IREF
55
Oxford bulletin of economics and statistics
55
Econometrics : open access journal
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
The North American journal of economics and finance : a journal of financial economics studies
52
International review of financial analysis
50
Journal of risk and financial management : JRFM
50
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
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: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
8
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
9
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->