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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~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:"Handbook of financial time series"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Phillips, Peter C. B."
~person:"Sun, Yixiao"
~subject:"Autokorrelation"
~subject:"Cointegration"
~subject:"Großbritannien"
~subject:"Heteroskedastizität"
~subject:"Market microstructure"
~subject:"Microstructure noise"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Autokorrelation
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Linton, Oliver
Peel, David
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Sun, Yixiao
Gil-Alaña, Luis A.
28
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
Chen, Xiaohong
11
Taylor, Robert
11
Lanne, Markku
9
Lieberman, Offer
9
Tschernig, Rolf
9
Gao, Jiti
8
Hong, Yongmiao
8
Wang, Qiying
8
Xiao, Zhijie
8
Magdalinos, Tassos
7
Yu, Jun
7
Candelon, Bertrand
6
Caporale, Guglielmo Maria
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Giraitis, Liudas
6
Johansen, Søren
6
Kleinow, Torsten
6
Kreiß, Jens-Peter
6
Leybourne, Stephen James
6
Robinson, Peter M.
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
Vogelsang, Timothy J.
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Yang, Lijian
6
Chan, Ngai Hang
5
Chen, Song Xi
5
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5
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Econometric theory
Handbook of financial time series
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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
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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