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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~person:"Phillips, Peter C. B."
~subject:"ARMA model"
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
ARMA model
Theorie
166
Theory
166
Time series analysis
78
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Estimation theory
34
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34
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Feng, Yuanhua
Phillips, Peter C. B.
Gil-Alaña, Luis A.
69
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
Lütkepohl, Helmut
37
Lucas, André
36
Sibbertsen, Philipp
36
Kunst, Robert M.
35
Beran, Jan
34
McAleer, Michael
34
Teräsvirta, Timo
34
Koop, Gary
33
Timmermann, Allan
33
Hyndman, Rob J.
29
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
21
Hautsch, Nikolaus
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
Kapetanios, George
18
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Cowles Foundation discussion paper
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12
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8
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
84
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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
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
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
9
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
10
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
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