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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Ashley, Richard A."
~person:"Cavaliere, Giuseppe"
~person:"Chen, Xiaohong"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"Phillips, Peter C. B."
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"ARCH-Modell"
~subject:"Einheitswurzeltest"
~subject:"Statistical test"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Großbritannien
Time series analysis
ARCH-Modell
Einheitswurzeltest
Statistical test
Volatility
Welt
Theorie
104
Theory
104
Zeitreihenanalyse
52
Estimation theory
19
Schätztheorie
19
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Statistischer Test
14
Unit root test
13
Cointegration
12
Kointegration
12
Nichtlineare Regression
12
Nonlinear regression
12
Stochastic process
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Stochastischer Prozess
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11
Prognoseverfahren
11
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Regression analysis
9
Regressionsanalyse
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Estimation
8
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Panel study
8
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USA
8
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Volatilität
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7
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7
Modellierung
6
Scientific modelling
6
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5
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5
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5
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65
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3
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Aufsatz in Zeitschrift
Conference proceedings
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68
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12
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Non-commercial literature
12
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4
Sammelwerk
4
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2
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1
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1
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English
68
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Ashley, Richard A.
Cavaliere, Giuseppe
Chen, Xiaohong
Engle, Robert F.
Hendry, David F.
Hodgson, Douglas J.
Lucas, André
Phillips, Peter C. B.
Proietti, Tommaso
Swanson, Norman R.
McAleer, Michael
16
Taylor, Robert
16
Yu, Jun
13
Pesaran, M. Hashem
12
Xiao, Zhijie
10
Koop, Gary
9
Teräsvirta, Timo
9
Chang, Yoosoon
8
Ghysels, Eric
8
Park, Joon Y.
8
Asai, Manabu
7
Aït-Sahalia, Yacine
7
Franses, Philip Hans
7
Gouriéroux, Christian
7
Herwartz, Helmut
7
Hinich, Melvin J.
7
Kapetanios, George
7
Kilian, Lutz
7
Linton, Oliver
7
Rahbek, Anders
7
Shin, Yongcheol
7
Spanos, Aris
7
Westerlund, Joakim
7
Andreou, Elena
6
Bollerslev, Tim
6
Chan, Joshua
6
Hallin, Marc
6
Khalaf, Lynda
6
Mariano, Roberto S.
6
Renault, Eric
6
Rombouts, Jeroen V. K.
6
Tauchen, George Eugene
6
Bai, Jushan
5
Barnett, William A.
5
Boswijk, Herman Peter
5
Breitung, Jörg
5
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
Cowles Foundation Discussion Paper
Econometric reviews
Journal of econometrics
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Econometric theory
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
International journal of forecasting
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of applied econometrics
7
The econometrics journal
7
Econometrics : open access journal
5
Journal of empirical finance
5
Oxford bulletin of economics and statistics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economic review
3
Journal of economic surveys
3
Oxford review of economic policy
2
Practical issues in cointegration analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Economic time series with random walk and other nonstationary components
1
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International review of economics & finance : IREF
1
International symposia in economic theory and econometrics
1
Jingji-lunwen
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of monetary economics
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Journal of quantitative economics
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New Zealand economic papers
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ECONIS (ZBW)
68
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68
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1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
2
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
4
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
5
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
6
Annals issue: econometric models of climate change
Hillebrand, Eric
(
ed.
);
Pretis, Felix
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439936
Saved in:
7
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
8
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
9
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
10
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
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