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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Dijk, Herman K. van"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Bias"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Sammlung"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Bias
Einheitswurzeltest
Estimation
Statistical distribution
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Schätzung
2
Theorie
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Theory
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Capital market returns
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Cointegration
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Deutschland
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Fraktionale Kointegration
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Germany
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Nichtparametrisches Verfahren
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Saisonales langes Gedächtnis
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Semiparametrisch Schätzen und Testen
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Dijk, Herman K. van
Phillips, Peter C. B.
Sibbertsen, Philipp
Marcellino, Massimiliano
15
Forni, Mario
12
Timmermann, Allan
9
Albuquerque, Rui
8
Lippi, Marco
8
Nieuwerburgh, Stijn van
8
Petrella, Ivan
7
Rubio-Ramírez, Juan Francisco
7
Schorfheide, Frank
7
Veldkamp, Laura
7
Jordà, Òscar
6
Müller, Gernot J.
6
Alesina, Alberto
5
Backus, David
5
Baumeister, Christiane
5
Chernov, Mikhail
5
Favero, Carlo A.
5
Gennaioli, Nicola
5
Ghysels, Eric
5
Kacperczyk, Marcin
5
Kelly, Bryan T.
5
Kilian, Lutz
5
Lettau, Martin
5
Ludvigson, Sydney C.
5
Massa, Massimo
5
Nagel, Stefan
5
Reichlin, Lucrezia
5
Rossi, Barbara
5
Sentana, Enrique
5
Shleifer, Andrei
5
Stambaugh, Robert F.
5
Taylor, Alan M.
5
Venditti, Fabrizio
5
Acemoglu, Daron
4
Alvarez, Fernando
4
Antolin-Diaz, Juan
4
Antràs, Pol
4
Born, Benjamin
4
Clark, Todd E.
4
Corsetti, Giancarlo
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
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Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
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2013
Persistent link: https://www.econbiz.de/10009784706
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