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subject:"Time series analysis"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
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Time series analysis
Theorie
698
Theory
698
Zeitreihenanalyse
107
Stochastic process
57
Stochastischer Prozess
57
Forecasting model
55
Prognoseverfahren
55
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50
United States
50
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46
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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
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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
124
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
102
Working paper / Department of Econometrics and Business Statistics, Monash University
60
NBER Working Paper
57
NBER working paper series
50
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
CESifo working papers
41
Working paper
40
Econometrics : open access journal
38
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
32
CAMA working paper series
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Cambridge working papers in economics
31
Econometric Institute research papers
28
Journal of risk and financial management : JRFM
27
Risks : open access journal
27
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24
ECARES working paper
22
Economics working paper
22
IHS economics series : working paper
21
CEIS Working Paper
18
Cowles Foundation Discussion Paper
18
Discussion paper
17
Economics and finance working paper series
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CoFE discussion papers
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CORE discussion papers : DP
15
Economics discussion papers
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International Journal of Energy Economics and Policy : IJEEP
14
International journal of economics and financial issues : IJEFI
14
Mathematics Preprint Archive
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Working paper / National Bureau of Economic Research, Inc.
14
CAMA Working Paper
13
CESifo Working Paper Series
13
CORE discussion paper : DP
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
NBER technical working paper series
13
Reihe Ökonomie
13
Romanian journal of economic forecasting
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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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