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person:"Kapetanios, George"
~person:"Hassler, Uwe"
~person:"Phillips, Peter C. B."
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Structural break"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Time series analysis"
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Bayesian inference
Forecasting model
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Zeitreihenanalyse
Time series analysis
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150
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Kapetanios, George
Hassler, Uwe
Phillips, Peter C. B.
Gil-Alaña, Luis A.
335
Caporale, Guglielmo Maria
259
Koopman, Siem Jan
215
Franses, Philip Hans
214
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
127
Lütkepohl, Helmut
121
Gupta, Rangan
113
Pesaran, M. Hashem
109
Sibbertsen, Philipp
103
Harvey, Andrew C.
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Koop, Gary
100
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
84
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
80
Marcellino, Massimiliano
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Dijk, Dick van
70
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Maravall Herrero, Agustín
66
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63
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63
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ECONIS (ZBW)
412
USB Cologne (EcoSocSci)
1
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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
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:
6
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:
7
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:
8
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/10013542193
Saved in:
9
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/10013542210
Saved in:
10
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
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