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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:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Lancaster University Management School"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Gil-Alaña, Luis A."
~person:"Johansen, Søren"
~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"
~type:"article"
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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ECONIS (ZBW)
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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
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
4
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
5
Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
6
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
7
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
8
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
9
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
10
Mean reversion in agricultural commodity prices in India
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
International advances in economic research : IAER ; an …
20
(
2014
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10010532661
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