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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~person:"Bollerslev, Tim"
~person:"Feng, Yuanhua"
~person:"Phillips, Peter C. B."
~subject:"Regression analysis"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Regression analysis
Theorie
159
Theory
159
Time series analysis
66
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Volatility
26
Volatilität
26
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22
Estimation theory
22
Schätztheorie
22
Unit root test
22
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20
Stochastischer Prozess
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19
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16
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9
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English
85
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Bollerslev, Tim
Feng, Yuanhua
Phillips, Peter C. B.
Koopman, Siem Jan
58
Dette, Holger
56
Härdle, Wolfgang
54
Gil-Alaña, Luis A.
50
Caporale, Guglielmo Maria
49
Pesaran, M. Hashem
33
Sibbertsen, Philipp
33
Dijk, Herman K. van
30
Lucas, André
29
Hyndman, Rob J.
27
Franses, Philip Hans
26
Hallin, Marc
26
Chernozhukov, Victor
25
Kunst, Robert M.
25
McAleer, Michael
25
Diebold, Francis X.
23
Koop, Gary
23
Bauwens, Luc
21
Johansen, Søren
21
Weihs, Claus
21
Beran, Jan
20
Gao, Jiti
20
Lütkepohl, Helmut
20
Fried, Roland
19
Linton, Oliver
19
Marcellino, Massimiliano
18
Swanson, Norman R.
18
Dijk, Dick van
17
Gather, Ursula
17
Hautsch, Nikolaus
17
Zeileis, Achim
17
Ravazzolo, Francesco
16
Teräsvirta, Timo
16
Athanasopoulos, George
15
Bos, Charles S.
15
Grassi, Stefano
15
Kapetanios, George
15
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Université de Montréal / Département de sciences économiques
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Cowles Foundation discussion paper
34
CoFE discussion papers
11
CIE working paper series
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
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4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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2
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1
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ECONIS (ZBW)
85
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1
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
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
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:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
8
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression
Feng, Yuanhua
;
Härdle, Wolfgang
-
2021
Persistent link: https://www.econbiz.de/10012625953
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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