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~isPartOf:"An Elgar reference collection"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrics papers"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"Working paper"
~person:"Dalla, Violetta"
~person:"Gao, Jiti"
~person:"Leybourne, Stephen James"
~person:"Linton, Oliver"
~person:"Onatski, Alexei"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Wang, Qiying"
~person:"Xiao, Zhijie"
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"USA"
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Capital income
Heteroskedastizität
Kointegration
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USA
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174
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89
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89
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Dalla, Violetta
Gao, Jiti
Leybourne, Stephen James
Linton, Oliver
Onatski, Alexei
Pesaran, M. Hashem
Phillips, Peter C. B.
Wang, Qiying
Xiao, Zhijie
Harvey, Andrew C.
26
McAleer, Michael
20
Kapetanios, George
19
Robinson, Peter M.
16
Yu, Jun
12
Chen, Xiaohong
11
Giraitis, Liudas
11
Hidalgo, Javier
11
Taylor, Robert
11
Lieberman, Offer
9
Blazsek, Szabolcs
8
Escribano, Álvaro
8
Piger, Jeremy Max
8
Saikkonen, Pentti
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Engsted, Tom
7
Franses, Philip Hans
7
Hong, Yongmiao
7
Johansen, Søren
7
Magdalinos, Tassos
7
Sun, Yixiao
7
Bailey, Natalia
6
Busetti, Fabio
6
Caporin, Massimiliano
6
Koop, Gary
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Owyang, Michael T.
6
Perron, Pierre
6
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6
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6
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An Elgar reference collection
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Econometric theory
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International economic review
Journal of applied econometrics
The American journal of economics and sociology
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66
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55
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32
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Essays in honor of Joon Y. Park : econometric theory
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Journal of time series econometrics
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The review of economic studies
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Celebrating Irving Fisher : the legacy of a great economist
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ECONIS (ZBW)
174
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
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:
5
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
6
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:
7
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:
8
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
9
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
10
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
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