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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Hassler, Uwe"
~person:"Phillips, Peter C. B."
~person:"Stambaugh, Robert F."
~subject:"Einheitswurzeltest"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Theorie
189
Theory
189
Time series analysis
71
Unit root test
32
Estimation theory
30
Schätztheorie
30
Stochastic process
28
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106
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English
104
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Hassler, Uwe
Phillips, Peter C. B.
Stambaugh, Robert F.
Gil-Alaña, Luis A.
79
Franses, Philip Hans
65
Koopman, Siem Jan
64
Caporale, Guglielmo Maria
63
Pesaran, M. Hashem
58
Härdle, Wolfgang
48
Dijk, Herman K. van
40
Lütkepohl, Helmut
40
Maravall Herrero, Agustín
40
Diebold, Francis X.
38
Kunst, Robert M.
38
Lucas, André
36
Sibbertsen, Philipp
35
McAleer, Michael
34
Koop, Gary
33
Timmermann, Allan
33
Feng, Yuanhua
32
Teräsvirta, Timo
32
Saikkonen, Pentti
29
Beran, Jan
28
Hallin, Marc
28
Hyndman, Rob J.
28
Marcellino, Massimiliano
28
Swanson, Norman R.
27
Bauwens, Luc
26
Breitung, Jörg
25
Lux, Thomas
24
Bollerslev, Tim
23
Taylor, Robert
23
Schmid, Wolfgang
22
Dijk, Dick van
20
Lanne, Markku
20
Engle, Robert F.
19
Fried, Roland
19
Haldrup, Niels
19
Johansen, Søren
19
Kilian, Lutz
19
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Cowles Foundation discussion paper
49
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14
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8
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7
Darmstadt discussion papers in economics : Arbeitspapiere der Volkswirtschaftlichen Fachgebiete der TU Darmstadt
4
Darmstadt discussion papers in economics : applied research in economics
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Discussion papers / Department of Economics, University of California San Diego
2
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1
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1
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
106
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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
Liquidity risk after 20 years
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2019
Persistent link: https://www.econbiz.de/10012020238
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
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011797222
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
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