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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~person:"Feng, Yuanhua"
~person:"Phillips, Peter C. B."
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Theorie
135
Theory
135
Time series analysis
60
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Einheitswurzeltest
22
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English
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Feng, Yuanhua
Phillips, Peter C. B.
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
Teräsvirta, Timo
14
Timmermann, Allan
14
Kapetanios, George
13
Proietti, Tommaso
13
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Cowles Foundation discussion paper
30
CoFE discussion papers
9
CIE working paper series
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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ECONIS (ZBW)
62
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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
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
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
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