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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Fried, Roland"
~person:"Phillips, Peter C. B."
~person:"Podolskij, Mark"
~subject:"Stochastic process"
~subject:"USA"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Stochastic process
USA
Theorie
160
Theory
160
Time series analysis
76
Stochastischer Prozess
37
Einheitswurzeltest
25
Unit root test
25
Estimation theory
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Fried, Roland
Phillips, Peter C. B.
Podolskij, Mark
Koopman, Siem Jan
75
Gil-Alaña, Luis A.
72
Caporale, Guglielmo Maria
69
Franses, Philip Hans
66
Härdle, Wolfgang
55
Pesaran, M. Hashem
54
Diebold, Francis X.
49
Dijk, Herman K. van
44
Lucas, André
43
Timmermann, Allan
42
Heckman, James J.
41
Lütkepohl, Helmut
41
Koop, Gary
40
Maravall Herrero, Agustín
40
McAleer, Michael
40
Marcellino, Massimiliano
39
Acemoglu, Daron
36
Sibbertsen, Philipp
36
Kunst, Robert M.
35
Feng, Yuanhua
33
Hautsch, Nikolaus
32
Teräsvirta, Timo
32
Christiano, Lawrence J.
31
Stambaugh, Robert F.
30
Bauwens, Luc
29
Campbell, John Y.
29
Hallin, Marc
29
Lux, Thomas
29
Beran, Jan
28
Hyndman, Rob J.
28
Swanson, Norman R.
28
Kilian, Lutz
27
Krueger, Dirk
27
Linton, Oliver
27
Greenwood, Jeremy
26
Schorfheide, Frank
26
Bollerslev, Tim
25
Kehoe, Patrick J.
25
Saikkonen, Pentti
25
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Cowles Foundation discussion paper
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
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15
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
103
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1
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:
2
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:
3
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:
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/10013542210
Saved in:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
6
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
7
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
8
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:
9
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:
10
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011692426
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