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source:"econis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The econometrics journal"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Time series analysis"
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ARCH-Modell
Prognoseverfahren
Regressionsanalyse
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212
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Phillips, Peter C. B.
41
Härdle, Wolfgang
22
Werker, Bas J. M.
9
Hautsch, Nikolaus
7
Okhrin, Ostap
7
Chen, Xiaohong
6
Drost, Feike C.
6
Reiß, Markus
5
Akker, Ramon van den
4
Chen, Ying
4
Lütkepohl, Helmut
4
Nijman, Theodore E.
4
Spokojnyj, Vladimir G.
4
Steel, Mark F. J.
4
Yu, Jun
4
Bibinger, Markus
3
Einmahl, John H. J.
3
Hallin, Marc
3
Koopman, Siem Jan
3
Lieberman, Offer
3
Sun, Yixiao
3
Wang, Qiying
3
Wang, Weining
3
Xiao, Zhijie
3
Bierens, Herman J.
2
Blaskowitz, Oliver
2
Chen, Haiqiang
2
Croux, Christophe
2
Durbin, James
2
Han, Chirok
2
Jin, Sainan
2
Kappus, Johanna
2
Klaassen, Franc
2
Liao, Zhipeng
2
Linton, Oliver
2
Magdalinos, Tassos
2
Mahieu, Koen
2
Malec, Peter
2
Mammen, Enno
2
Mungo, Julius
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Center for Economic Research <Tilburg>
2
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Cowles Foundation discussion paper
Discussion paper / Center for Economic Research, Tilburg University
Econometrics : open access journal
International journal of theoretical and applied finance
Risks : open access journal
SFB 649 discussion paper
The econometrics journal
Discussion paper / Tinbergen Institute
230
Working paper / Department of Econometrics and Business Statistics, Monash University
130
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
116
CREATES research paper
107
Working paper
107
CESifo working papers
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Working paper / National Bureau of Economic Research, Inc.
60
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
Discussion papers of interdisciplinary research project 373
50
Econometric Institute research papers
49
EUI working paper / ECO
46
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
45
Working papers
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44
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38
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37
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34
Report / Econometric Institute, Erasmus University Rotterdam
33
Discussion papers / CEPR
30
CORE discussion paper : DP
29
Documentos de trabajo / Banco de España, Servicio de Estudios
28
IHS economics series : working paper
28
Economics working paper
27
Cambridge working papers in economics
26
ECARES working paper
26
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
26
Working papers / Rutgers University, Department of Economics
26
SSE EFI working paper series in economics and finance
25
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Reihe Ökonomie
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Technical working paper / National Bureau of Economic Research
23
Discussion papers in economics
22
CoFE discussion papers
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Economics and finance working paper series
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
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5
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
6
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
7
Congation and return predictabiity in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
-
2020
Persistent link: https://www.econbiz.de/10012227958
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
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
10
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
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