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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International economic review"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Research in international business and finance"
~isPartOf:"Working papers / Lancaster University Management School"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Gil-Alaña, Luis A."
~person:"Härdle, Wolfgang"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Metal market"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Heteroskedastizität
Metal market
Nichtparametrisches Verfahren
Time series analysis
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Zeitreihenanalyse
247
Theorie
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Estimation theory
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Gil-Alaña, Luis A.
Härdle, Wolfgang
Linton, Oliver
Phillips, Peter C. B.
Caporale, Guglielmo Maria
61
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Chen, Xiaohong
15
Breitung, Jörg
14
Lieberman, Offer
13
Taylor, Robert
11
Wang, Qiying
11
Gao, Jiti
10
Magdalinos, Tassos
10
Sun, Yixiao
10
Lanne, Markku
9
Peel, David
9
Tschernig, Rolf
9
Xiao, Zhijie
9
Hong, Yongmiao
8
Yu, Jun
8
Giraitis, Liudas
7
Han, Chirok
7
Andrews, Donald W. K.
6
Candelon, Bertrand
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Cuñado Eizaguirre, Juncal
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Payá, Ivan
6
Plastun, Alex
6
Robinson, Peter M.
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
Vogelsang, Timothy J.
6
Yang, Lijian
6
Chen, Song Xi
5
Choi, In
5
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Cambridge-INET working papers
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Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Econometric theory
Economics and finance working paper series
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International economic review
Journal of economics and finance : JEF
Research in international business and finance
Working papers / Lancaster University Management School
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
CESifo working papers
49
Journal of econometrics
40
SFB 649 discussion paper
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Applied economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Applied economics letters
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CEMMAP working papers / Centre for Microdata Methods and Practice
10
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Econometric reviews
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Universitext
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Tourism economics : the business and finance of tourism and recreation
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5
The econometrics journal
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4
Energy economics
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Janeway Institute working paper series
4
Journal of forecasting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Applied quantitative finance
3
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
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