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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~person:"Feng, Yuanhua"
~person:"Phillips, Peter C. B."
~person:"Proietti, Tommaso"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Theorie
150
Theory
150
Time series analysis
73
Nichtparametrisches Verfahren
38
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38
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23
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75
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Feng, Yuanhua
Phillips, Peter C. B.
Proietti, Tommaso
Koopman, Siem Jan
58
Gil-Alaña, Luis A.
49
Caporale, Guglielmo Maria
46
Härdle, Wolfgang
33
Sibbertsen, Philipp
33
Pesaran, M. Hashem
31
Dijk, Herman K. van
30
Lucas, André
29
Hyndman, Rob J.
27
Kunst, Robert M.
25
McAleer, Michael
24
Hallin, Marc
23
Koop, Gary
22
Bauwens, Luc
21
Diebold, Francis X.
21
Franses, Philip Hans
21
Lütkepohl, Helmut
20
Beran, Jan
19
Weihs, Claus
19
Fried, Roland
18
Swanson, Norman R.
18
Dijk, Dick van
17
Hautsch, Nikolaus
17
Marcellino, Massimiliano
16
Ravazzolo, Francesco
16
Athanasopoulos, George
15
Bollerslev, Tim
15
Bos, Charles S.
15
Gao, Jiti
15
Grassi, Stefano
15
Johansen, Søren
15
Lux, Thomas
15
Dette, Holger
14
Gather, Ursula
14
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14
Timmermann, Allan
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ECONIS (ZBW)
75
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1
Band-pass filtering with high-dimensional time series
Giovannelli, Alessandro
;
Lippi, Marco
;
Proietti, Tommaso
-
2023
Persistent link: https://www.econbiz.de/10014320070
Saved in:
2
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:
3
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:
4
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:
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/10013464259
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/10013542210
Saved in:
7
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
8
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:
9
Seasonality in high frequency time series
Proietti, Tommaso
;
Pedregal, Diego J.
-
2021
Persistent link: https://www.econbiz.de/10012487964
Saved in:
10
Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso
;
Maddanu, Federico
-
2021
Persistent link: https://www.econbiz.de/10013256348
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