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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Bollerslev, Tim"
~person:"Feng, Yuanhua"
~person:"Phillips, Peter C. B."
~subject:"Modellierung"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Modellierung
Theorie
200
Theory
200
Time series analysis
87
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Volatility
36
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36
Estimation theory
35
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109
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Bollerslev, Tim
Feng, Yuanhua
Phillips, Peter C. B.
Franses, Philip Hans
75
Gil-Alaña, Luis A.
67
Koopman, Siem Jan
64
Caporale, Guglielmo Maria
59
Härdle, Wolfgang
49
Pesaran, M. Hashem
49
Dijk, Herman K. van
43
Maravall Herrero, Agustín
41
Diebold, Francis X.
38
Koop, Gary
38
Lütkepohl, Helmut
38
Sibbertsen, Philipp
38
McAleer, Michael
37
Lucas, André
36
Kunst, Robert M.
35
Timmermann, Allan
33
Beran, Jan
32
Teräsvirta, Timo
32
Marcellino, Massimiliano
30
Hallin, Marc
29
Hyndman, Rob J.
29
Swanson, Norman R.
29
Bauwens, Luc
26
Dette, Holger
24
Lux, Thomas
24
Schmid, Wolfgang
22
Hassler, Uwe
21
Dijk, Dick van
20
Engle, Robert F.
20
Saikkonen, Pentti
20
Stambaugh, Robert F.
20
Fried, Roland
19
Johansen, Søren
19
Kapetanios, George
19
Robinson, Peter M.
19
Weihs, Claus
19
Andersen, Torben
18
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39
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8
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6
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4
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3
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ECONIS (ZBW)
109
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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
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
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