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~isPartOf:"Applied economics"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Computational economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The review of economic studies"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~subject:"Börsenkurs"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
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Börsenkurs
Heteroskedastizität
Prognoseverfahren
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Zeitreihenanalyse
1,051
Theorie
458
Theory
458
Forecasting model
241
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235
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235
Estimation theory
224
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104
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104
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81
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81
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81
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81
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76
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76
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68
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68
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66
ARCH-Modell
66
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64
Nonparametric statistics
64
Business cycle
59
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59
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58
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58
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57
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57
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52
VAR-Modell
52
Share price
51
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50
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50
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421
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234
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501
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477
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477
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11
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Phillips, Peter C. B.
89
Hyndman, Rob J.
58
Gao, Jiti
56
McAleer, Michael
26
Snyder, Ralph D.
23
Athanasopoulos, George
22
Martin, Gael M.
22
Harvey, Andrew C.
20
Linton, Oliver
18
Gil-Alaña, Luis A.
17
Kapetanios, George
17
Peng, Bin
17
Pesaran, M. Hashem
17
Poskitt, Donald Stephen
17
Dong, Chaohua
15
Gupta, Rangan
15
Moosa, Imad A.
14
Blazsek, Szabolcs
12
Koehler, Anne B.
12
Yu, Jun
11
Ord, John Keith
10
Chen, Xiaohong
9
Escribano, Álvaro
9
Forbes, Catherine Scipione
9
Giraitis, Liudas
9
Li, Degui
9
Vahid, Farshid
9
Österholm, Pär
8
Caporin, Massimiliano
7
Franses, Philip Hans
7
McCabe, Brendan Peter Martin
7
Omay, Tolga
7
Pan, Guangming
7
Panagiotelis, Anastasios
7
Peel, David
7
Timmermann, Allan
7
Bailey, Natalia
6
Chang, Chia-Lin
6
Engsted, Tom
6
Licht, Adrian
6
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10
Queen Mary College / Department of Economics
5
University of Canterbury / Dept. of Economics and Finance
5
Sackler Institute of Economic Studies <Tēl-Āvîv>
1
University of Cambridge / Faculty of Economics
1
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Applied economics
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge working papers in economics
Cambridge-INET working papers
Computational economics
Cowles Foundation discussion paper
International economic review
The review of economic studies
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
Journal of econometrics
672
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
198
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
160
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Econometrics : open access journal
106
Journal of empirical finance
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
EUI working paper / ECO
83
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
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1,051
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31
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:
32
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:
33
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:
34
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:
35
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:
36
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:
37
Score-driven threshold ice-age models : benchmark models for long-run climate forecasts
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2022
Persistent link: https://www.econbiz.de/10013259822
Saved in:
38
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
39
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
40
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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