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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~person:"Phillips, Peter C. B."
~subject:"Statistical distribution"
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Statistical distribution
Theorie
166
Theory
166
Time series analysis
78
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Estimation theory
34
Schätztheorie
34
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26
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Feng, Yuanhua
Phillips, Peter C. B.
Gil-Alaña, Luis A.
67
Koopman, Siem Jan
66
Franses, Philip Hans
63
Dijk, Herman K. van
62
Härdle, Wolfgang
61
Caporale, Guglielmo Maria
59
Pesaran, M. Hashem
53
Lucas, André
45
Maravall Herrero, Agustín
40
Diebold, Francis X.
39
Lütkepohl, Helmut
38
Sibbertsen, Philipp
36
Kunst, Robert M.
35
McAleer, Michael
35
Koop, Gary
34
Teräsvirta, Timo
34
Timmermann, Allan
33
Hallin, Marc
32
Hyndman, Rob J.
31
Swanson, Norman R.
31
Beran, Jan
29
Lux, Thomas
29
Marcellino, Massimiliano
28
Bauwens, Luc
27
Bollerslev, Tim
25
Schmid, Wolfgang
24
Grassi, Stefano
22
Hautsch, Nikolaus
22
Ravazzolo, Francesco
22
Dijk, Dick van
21
Hassler, Uwe
21
Saikkonen, Pentti
20
Stambaugh, Robert F.
20
Weihs, Claus
20
Engle, Robert F.
19
Fried, Roland
19
Johansen, Søren
19
Paolella, Marc S.
19
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Cowles Foundation discussion paper
38
CoFE discussion papers
10
CIE working paper series
9
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Diskussionsbeiträge / 2
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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3
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ECONIS (ZBW)
83
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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
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression
Feng, Yuanhua
;
Härdle, Wolfgang
-
2021
Persistent link: https://www.econbiz.de/10012625953
Saved in:
9
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall
Feng, Yuanhua
;
Beran, Jan
;
Letmathe, Sebastian
;
Ghosh, …
-
2020
Persistent link: https://www.econbiz.de/10012508904
Saved in:
10
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
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