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subject:"Innovation"
~isPartOf:"Economics letters"
~person:"Chambers, Marcus J."
~person:"Sibbertsen, Philipp"
~subject:"Time series analysis"
~subject:"Volatility"
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Innovation
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Theorie
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Theory
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Chambers, Marcus J.
Sibbertsen, Philipp
Franses, Philip Hans
9
Hecq, Alain W. J.
6
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5
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5
Lee, Junsoo
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2
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Economics letters
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
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ECONIS (ZBW)
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1
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
2
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
3
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
4
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
114
(
2012
)
3
,
pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
Saved in:
5
The purchasing power parity puzzle, temporal aggregation, and half-life estimation
Chambers, Marcus J.
- In:
Economics letters
86
(
2005
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10002582919
Saved in:
6
Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J.
- In:
Economics letters
50
(
1996
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
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