//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Theorie
274
Theory
274
Time series analysis
112
Estimation theory
51
Schätztheorie
51
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Stochastic process
38
Stochastischer Prozess
38
ARCH model
34
ARCH-Modell
34
Volatility
32
Volatilität
32
Einheitswurzeltest
29
Unit root test
29
Regression analysis
27
Regressionsanalyse
27
Forecasting model
20
Modellierung
20
Prognoseverfahren
20
Scientific modelling
20
Estimation
18
Schätzung
18
Autocorrelation
17
Autokorrelation
17
Statistical test
17
Statistischer Test
17
Robust statistics
13
Robustes Verfahren
13
ARMA model
12
ARMA-Modell
12
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
USA
12
United States
12
Method of moments
11
Momentenmethode
11
Statistical distribution
11
Statistical error
11
more ...
less ...
Online availability
All
Free
86
Type of publication
All
Book / Working Paper
113
Article
1
Type of publication (narrower categories)
All
Konferenzschrift
Working Paper
Arbeitspapier
112
Graue Literatur
111
Non-commercial literature
111
Article in journal
77
Aufsatz in Zeitschrift
77
Aufsatz im Buch
8
Book section
8
Festschrift
4
Collection of articles of several authors
3
Sammelwerk
3
Systematic review
2
Übersichtsarbeit
2
Aufsatzsammlung
1
Bibliografie
1
Conference proceedings
1
Forschungsbericht
1
Hochschulschrift
1
Interview
1
Thesis
1
more ...
less ...
Language
All
English
114
Author
All
Feng, Yuanhua
McAleer, Michael
Phillips, Peter C. B.
Gil-Alaña, Luis A.
67
Koopman, Siem Jan
65
Franses, Philip Hans
63
Caporale, Guglielmo Maria
59
Pesaran, M. Hashem
50
Härdle, Wolfgang
48
Dijk, Herman K. van
41
Maravall Herrero, Agustín
40
Diebold, Francis X.
37
Lucas, André
36
Lütkepohl, Helmut
36
Sibbertsen, Philipp
36
Kunst, Robert M.
35
Teräsvirta, Timo
34
Koop, Gary
33
Timmermann, Allan
33
Hyndman, Rob J.
29
Beran, Jan
28
Hallin, Marc
28
Marcellino, Massimiliano
28
Bauwens, Luc
27
Swanson, Norman R.
27
Lux, Thomas
24
Bollerslev, Tim
23
Schmid, Wolfgang
22
Hassler, Uwe
21
Saikkonen, Pentti
20
Stambaugh, Robert F.
20
Weihs, Claus
20
Dijk, Dick van
19
Engle, Robert F.
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Harvey, Andrew C.
18
Hautsch, Nikolaus
18
Kapetanios, George
17
more ...
less ...
Institution
All
Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Cowles Foundation discussion paper
37
Working paper
11
CoFE discussion papers
10
Econometric Institute research papers
9
CIE working paper series
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Discussion paper / Tinbergen Institute
5
Discussion paper / Institute of Social and Economic Research
3
Diskussionsbeiträge / 2
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Discussion papers / Department of Economics, University of California San Diego
2
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric theory
1
Journal of econometrics
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
114
Showing
1
-
10
of
114
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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:
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
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
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
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->