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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working papers in economics"
~subject:"Einheitswurzeltest"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Trendmodell"
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Einheitswurzeltest
Volatility
Time series analysis
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Zeitreihenanalyse
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Estimation theory
91
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91
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Phillips, Peter C. B.
17
Gao, Jiti
6
Martin, Gael M.
5
Magdalinos, Tassos
4
Lieberman, Offer
3
Maneesoonthorn, Worapree
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Pan, Guangming
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Westerlund, Joakim
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Zhang, Bo
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Han, Chirok
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Harris, David
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Huber, Florian
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Shi, Zhentao
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2
Anderson, Heather M.
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Bollen, Bernard
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Li, Jia
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McCabe, Brendan Peter Martin
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Cowles Foundation discussion paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Working papers in economics
Discussion paper / Tinbergen Institute
78
Working paper
34
CREATES research paper
31
CESifo working papers
22
Discussion papers of interdisciplinary research project 373
20
SFB 649 discussion paper
19
CAMA working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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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
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
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
5
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
6
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
7
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
8
Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
Saved in:
9
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
10
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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