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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Fried, Roland"
~person:"Phillips, Peter C. B."
~person:"Podolskij, Mark"
~subject:"Schätzung"
~subject:"Stochastic process"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Schätzung
Stochastic process
Theorie
160
Theory
160
Time series analysis
76
Stochastischer Prozess
37
Einheitswurzeltest
25
Unit root test
25
Estimation theory
23
Schätztheorie
23
Regression analysis
20
Regressionsanalyse
20
Autocorrelation
16
Autokorrelation
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Nichtparametrisches Verfahren
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Book / Working Paper
105
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Working Paper
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105
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105
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105
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76
Aufsatz in Zeitschrift
76
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English
105
Author
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Fried, Roland
Phillips, Peter C. B.
Podolskij, Mark
Koopman, Siem Jan
81
Gil-Alaña, Luis A.
76
Caporale, Guglielmo Maria
69
Franses, Philip Hans
69
Härdle, Wolfgang
69
Pesaran, M. Hashem
67
Lucas, André
50
Dijk, Herman K. van
49
Marcellino, Massimiliano
49
Lütkepohl, Helmut
43
McAleer, Michael
42
Timmermann, Allan
41
Diebold, Francis X.
40
Hautsch, Nikolaus
40
Maravall Herrero, Agustín
40
Linton, Oliver
38
Sibbertsen, Philipp
37
Koop, Gary
36
Kunst, Robert M.
36
Feng, Yuanhua
33
Teräsvirta, Timo
33
Bauwens, Luc
32
Kilian, Lutz
32
Hallin, Marc
31
Lux, Thomas
31
Beran, Jan
30
Hyndman, Rob J.
30
Berg, Gerard J. van den
29
Stambaugh, Robert F.
28
Swanson, Norman R.
27
Heckman, James J.
26
Bollerslev, Tim
25
Robinson, Peter M.
25
Clark, Todd E.
24
Engle, Robert F.
24
Pástor, Ľuboš
24
Rubio-Ramírez, Juan Francisco
24
Saikkonen, Pentti
24
Schmid, Wolfgang
24
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
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Cowles Foundation discussion paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
CREATES research paper
15
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
CFS working paper series
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Discussion paper / Center for Economic Research, Tilburg University
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1
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
105
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1
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
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
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
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
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
10
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
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