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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Fried, Roland"
~person:"Phillips, Peter C. B."
~subject:"Stochastic process"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Stochastic process
Theorie
232
Theory
232
Time series analysis
117
Estimation
44
Schätzung
44
Einheitswurzeltest
33
Unit root test
33
Stochastischer Prozess
32
USA
29
United States
29
Estimation theory
27
Schätztheorie
27
Regression analysis
23
Regressionsanalyse
23
Cointegration
21
Kointegration
21
Börsenkurs
20
Share price
20
Autocorrelation
16
Autokorrelation
16
Kapitaleinkommen
14
fractional integration
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
persistence
13
Efficient market hypothesis
12
Effizienzmarkthypothese
12
long memory
12
Multivariate Analyse
11
Multivariate analysis
11
Statistical test
11
Statistischer Test
11
Financial market
10
Finanzmarkt
10
Method of moments
10
Momentenmethode
10
Robust statistics
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Free
109
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Book / Working Paper
139
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Working Paper
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139
Graue Literatur
138
Non-commercial literature
138
Article in journal
91
Aufsatz in Zeitschrift
91
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3
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3
Forschungsbericht
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English
139
Author
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Caporale, Guglielmo Maria
Fried, Roland
Phillips, Peter C. B.
Koopman, Siem Jan
73
Gil-Alaña, Luis A.
67
Franses, Philip Hans
65
Pesaran, M. Hashem
51
Härdle, Wolfgang
50
Dijk, Herman K. van
43
Lucas, André
41
Maravall Herrero, Agustín
40
McAleer, Michael
40
Diebold, Francis X.
38
Timmermann, Allan
37
Lütkepohl, Helmut
36
Sibbertsen, Philipp
36
Koop, Gary
35
Kunst, Robert M.
34
Feng, Yuanhua
32
Teräsvirta, Timo
32
Marcellino, Massimiliano
31
Hallin, Marc
29
Lux, Thomas
29
Bauwens, Luc
28
Beran, Jan
28
Hyndman, Rob J.
28
Swanson, Norman R.
27
Linton, Oliver
25
Bollerslev, Tim
23
Robinson, Peter M.
23
Saikkonen, Pentti
23
Schmid, Wolfgang
22
Hassler, Uwe
21
Hautsch, Nikolaus
21
Dijk, Dick van
20
Engle, Robert F.
20
Podolskij, Mark
20
Stambaugh, Robert F.
20
Andersen, Torben
19
Johansen, Søren
19
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Hamburgisches Welt-Wirtschafts-Archiv
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Cowles Foundation discussion paper
46
CESifo working papers
21
Economics and finance working paper series
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Discussion paper / Centre for Economic Forecasting
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Discussion papers / Department of Economics, University of California San Diego
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Global COE Hi-Stat discussion paper series
1
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1
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1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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ECONIS (ZBW)
139
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61
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
62
Unit root model selection
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724266
Saved in:
63
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724268
Saved in:
64
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724269
Saved in:
65
Long memory and long run variation
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724271
Saved in:
66
Structural nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724274
Saved in:
67
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
68
Smoothing local-to-moderate unit root theory
Phillips, Peter C. B.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767425
Saved in:
69
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
70
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
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