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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Bias"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Bias
Einheitswurzeltest
Estimation theory
Estimation
Statistical distribution
Unit root test
Theorie
222
Theory
222
Time series analysis
79
Schätztheorie
38
Stochastic process
38
Stochastischer Prozess
38
Volatility
29
Volatilität
29
ARCH model
27
ARCH-Modell
27
Regression analysis
18
Regressionsanalyse
18
Autocorrelation
17
Autokorrelation
17
Forecasting model
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
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Prognoseverfahren
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Statistical test
17
Statistischer Test
17
Modellierung
16
Scientific modelling
16
Schätzung
15
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Method of moments
11
Momentenmethode
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Statistical theory
11
Statistische Methodenlehre
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USA
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United States
11
Cointegration
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Correlation
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Kointegration
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97
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Book / Working Paper
137
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Working Paper
Article in journal
143
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143
Arbeitspapier
137
Graue Literatur
136
Non-commercial literature
136
Aufsatz im Buch
7
Book section
7
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5
Sammelwerk
5
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4
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English
137
Author
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McAleer, Michael
Phillips, Peter C. B.
Härdle, Wolfgang
125
Pesaran, M. Hashem
100
Franses, Philip Hans
87
Gil-Alaña, Luis A.
80
Koopman, Siem Jan
74
Dijk, Herman K. van
73
Caporale, Guglielmo Maria
70
Lucas, André
54
Lütkepohl, Helmut
52
Marcellino, Massimiliano
50
Diebold, Francis X.
48
Swanson, Norman R.
44
Maravall Herrero, Agustín
43
Timmermann, Allan
43
Feng, Yuanhua
41
Heckman, James J.
41
Koop, Gary
41
Kunst, Robert M.
41
Kilian, Lutz
39
Sibbertsen, Philipp
39
Hautsch, Nikolaus
38
Hyndman, Rob J.
37
Breitung, Jörg
36
Linton, Oliver
36
Hallin, Marc
35
Beran, Jan
34
Berg, Gerard J. van den
34
Teräsvirta, Timo
34
Bauwens, Luc
33
Schmid, Wolfgang
33
Dijk, Dick van
32
Gouriéroux, Christian
32
Lux, Thomas
32
Saikkonen, Pentti
30
Sentana, Enrique
30
Polasek, Wolfgang
29
Robinson, Peter M.
29
Stambaugh, Robert F.
28
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Shakai-Keizai-Kenkyūsho <Osaka>
6
University of Canterbury / Dept. of Economics and Finance
2
University of Western Australia / Department of Economics
1
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Cowles Foundation discussion paper
65
Working paper
15
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Discussion paper / Institute of Social and Economic Research
6
Working papers in quantitative economics and econometrics
5
Working papers in economics and econometrics
3
Discussion papers / Department of Economics, University of California San Diego
2
Discussion papers / Institute of Social and Economic Research
2
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
NCER working paper series
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
1
Working papers in economics
1
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ECONIS (ZBW)
137
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1
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:
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
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
5
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:
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 the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
10
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
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