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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:"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:"Working papers / Lancaster University Management School"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Gil-Alaña, Luis A."
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Metal market"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical test"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Heteroskedastizität
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Nichtparametrisches Verfahren
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188
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101
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101
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Gil-Alaña, Luis A.
Linton, Oliver
Peel, David
Phillips, Peter C. B.
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Chen, Xiaohong
15
Breitung, Jörg
14
Lieberman, Offer
13
Taylor, Robert
11
Wang, Qiying
11
Gao, Jiti
10
Magdalinos, Tassos
10
Sun, Yixiao
10
Caporale, Guglielmo Maria
9
Lanne, Markku
9
Tschernig, Rolf
9
Xiao, Zhijie
9
Hong, Yongmiao
8
Yu, Jun
8
Giraitis, Liudas
7
Han, Chirok
7
Candelon, Bertrand
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Payá, Ivan
6
Robinson, Peter M.
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
Vogelsang, Timothy J.
6
Yang, Lijian
6
Andrews, Donald W. K.
5
Chen, Song Xi
5
Choi, In
5
Harris, David
5
Jin, Sainan
5
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14
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Applied financial economics
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
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of economics and finance : JEF
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49
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42
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39
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22
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20
Applied economics letters
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13
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9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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4
International journal of finance & economics : IJFE
4
Janeway Institute working paper series
4
Journal of forecasting
4
Journal of international money and finance
4
Research in international business and finance
4
The econometrics journal
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
4
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3
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3
Empirica : journal of european economics
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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
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:
3
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:
4
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:
5
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:
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
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
Saved in:
10
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
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