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subject:"Zeitreihenanalyse"
~person:"Bayındır, Z. Pelin"
~person:"Phillips, Peter C. B."
~subject:"Börsenkurs"
~subject:"Inventory model"
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Zeitreihenanalyse
Börsenkurs
Inventory model
Theorie
344
Theory
344
Time series analysis
125
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Estimation theory
54
Schätztheorie
54
Regression analysis
46
Regressionsanalyse
46
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34
Nonparametric statistics
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Bayındır, Z. Pelin
Phillips, Peter C. B.
Franses, Philip Hans
142
Gil-Alaña, Luis A.
120
Koopman, Siem Jan
120
Caporale, Guglielmo Maria
112
Härdle, Wolfgang
87
Pesaran, M. Hashem
77
Lütkepohl, Helmut
73
Koop, Gary
67
McAleer, Michael
62
Lux, Thomas
61
Teräsvirta, Timo
61
Hautsch, Nikolaus
57
Sibbertsen, Philipp
57
Engle, Robert F.
56
Harvey, Andrew C.
56
Maravall Herrero, Agustín
55
Timmermann, Allan
55
Bauwens, Luc
54
Kunst, Robert M.
54
Swanson, Norman R.
53
Granger, C. W. J.
52
Dijk, Herman K. van
50
Lucas, André
50
Ghysels, Eric
47
Hassler, Uwe
47
Hyndman, Rob J.
47
Hallin, Marc
45
Marcellino, Massimiliano
45
Campbell, John Y.
44
Taylor, Robert
44
Proietti, Tommaso
43
Feng, Yuanhua
42
Mills, Terence C.
42
Gao, Jiti
41
Gupta, Rangan
41
Kapetanios, George
41
Perron, Pierre
41
Johansen, Søren
40
Hendry, David F.
39
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12
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11
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Joon Y. Park : econometric theory
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1
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Operations research letters
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Oxford bulletin of economics and statistics
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Research in economics : an international review of economics
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School of Economics working papers / The University of Adelaide, School of Economics
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1
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1
The review of economic studies
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Time series analysis : in memory of E. J. Hannan
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ECONIS (ZBW)
135
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1
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
2
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:
3
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:
4
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:
5
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:
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
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
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
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
10
Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.
;
Shi, Shuping
-
2018
Persistent link: https://www.econbiz.de/10011948773
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