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subject:"Time series analysis"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
~type_genre:"Graue Literatur"
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Time series analysis
Theorie
694
Theory
694
Zeitreihenanalyse
107
Stochastic process
58
Stochastischer Prozess
58
Forecasting model
54
Prognoseverfahren
54
USA
50
United States
50
Volatility
46
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46
Estimation
44
Schätzung
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Estimation theory
42
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Nichtparametrisches Verfahren
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31
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Börsenkurs
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Share price
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Allgemeines Gleichgewicht
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General equilibrium
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Cointegration
21
Kointegration
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Method of moments
21
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107
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Graue Literatur
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107
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107
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107
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English
107
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Phillips, Peter C. B.
29
Podolskij, Mark
6
Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
Yu, Jun
4
Bredahl Kock, Anders
3
Chen, Xiaohong
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Sun, Yixiao
3
Bauwens, Luc
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Han, Chirok
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Jin, Sainan
2
Lange, Theis
2
Liao, Zhipeng
2
Lieberman, Offer
2
Linton, Oliver
2
Magdalinos, Tassos
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
Shi, Zhentao
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Wang, Qiying
2
Yang, Yukai
2
Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
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CREATES research paper
Cowles Foundation discussion paper
Discussion paper / Tinbergen Institute
119
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
95
Working paper / Department of Econometrics and Business Statistics, Monash University
60
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
43
CESifo working papers
42
Working paper
39
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
32
CAMA working paper series
31
Cambridge working papers in economics
26
Working papers
23
IHS economics series : working paper
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Economics working paper
20
Discussion paper
17
Econometric Institute research papers
17
CoFE discussion papers
16
Economics and finance working paper series
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CORE discussion papers : DP
14
Economics discussion papers
14
Working paper / National Bureau of Economic Research, Inc.
14
CORE discussion paper : DP
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Reihe Ökonomie
13
Staff reports / Federal Reserve Bank of New York
13
Working paper series
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Working papers / Rutgers University, Department of Economics
13
Discussion papers / Department of Economics, University of Copenhagen
12
ECARES working paper
12
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Finance and economics discussion series
11
SSE EFI working paper series in economics and finance
11
Department of Economics discussion paper series / University of Oxford
10
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10
Econometrics papers
10
IWQW discussion paper series
10
KOF working papers
10
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ECONIS (ZBW)
107
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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
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
5
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
6
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
7
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
8
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
9
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
10
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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