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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Bollerslev, Tim"
~person:"Bos, Charles S."
~person:"Feng, Yuanhua"
~person:"Phillips, Peter C. B."
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Theorie
228
Theory
228
Time series analysis
101
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Volatility
48
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Bollerslev, Tim
Bos, Charles S.
Feng, Yuanhua
Phillips, Peter C. B.
Gil-Alaña, Luis A.
67
Koopman, Siem Jan
64
Franses, Philip Hans
63
Caporale, Guglielmo Maria
59
Pesaran, M. Hashem
49
Härdle, Wolfgang
48
Maravall Herrero, Agustín
41
Dijk, Herman K. van
40
Diebold, Francis X.
37
Lucas, André
36
Sibbertsen, Philipp
36
Kunst, Robert M.
34
Lütkepohl, Helmut
34
Koop, Gary
33
McAleer, Michael
33
Timmermann, Allan
33
Teräsvirta, Timo
32
Hallin, Marc
29
Hyndman, Rob J.
29
Beran, Jan
28
Marcellino, Massimiliano
28
Swanson, Norman R.
27
Bauwens, Luc
26
Lux, Thomas
24
Schmid, Wolfgang
22
Hassler, Uwe
21
Saikkonen, Pentti
20
Stambaugh, Robert F.
20
Dijk, Dick van
19
Engle, Robert F.
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Weihs, Claus
19
Hautsch, Nikolaus
18
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17
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ECONIS (ZBW)
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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
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:
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
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
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 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
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011692426
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