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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~person:"Phillips, Peter C. B."
~person:"Saikkonen, Pentti"
~subject:"Bubbles"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Bubbles
Theorie
125
Theory
125
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46
Einheitswurzeltest
28
Unit root test
28
Stochastic process
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Working Paper
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Phillips, Peter C. B.
Saikkonen, Pentti
Koopman, Siem Jan
58
Gil-Alaña, Luis A.
49
Caporale, Guglielmo Maria
46
Sibbertsen, Philipp
34
Härdle, Wolfgang
33
Pesaran, M. Hashem
32
Dijk, Herman K. van
30
Lucas, André
29
Hyndman, Rob J.
28
Feng, Yuanhua
26
Kunst, Robert M.
25
Hallin, Marc
24
McAleer, Michael
24
Franses, Philip Hans
22
Koop, Gary
22
Sornette, Didier
22
Bauwens, Luc
21
Diebold, Francis X.
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
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
European University Institute / Department of Economics
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Cowles Foundation discussion paper
35
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2
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2
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2
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ECONIS (ZBW)
53
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1
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:
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
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
5
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:
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
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
-
2020
Persistent link: https://www.econbiz.de/10012320631
Saved in:
8
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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
Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.
;
Shi, Shuping
-
2018
Persistent link: https://www.econbiz.de/10011948773
Saved in:
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