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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~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:"Tourism economics : the business and finance of tourism and recreation"
~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:"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
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Nichtparametrisches Verfahren
Time series analysis
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Zeitreihenanalyse
138
Theorie
74
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74
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Gil-Alaña, Luis A.
Linton, Oliver
Phillips, Peter C. B.
Lütkepohl, Helmut
14
Saikkonen, Pentti
14
Chen, Xiaohong
11
Taylor, Robert
11
Breitung, Jörg
9
Härdle, Wolfgang
9
Lieberman, Offer
9
Peel, David
9
Gao, Jiti
8
Hong, Yongmiao
8
Wang, Qiying
8
Xiao, Zhijie
8
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Johansen, Søren
6
Leybourne, Stephen James
6
Payá, Ivan
6
Robinson, Peter M.
6
Vogelsang, Timothy J.
6
Caporale, Guglielmo Maria
5
Cuñado Eizaguirre, Juncal
5
Giraitis, Liudas
5
Harris, David
5
Jong, Robert M. de
5
Lanne, Markku
5
Li, Qi
5
Onatski, Alexei
5
Perron, Pierre
5
Tschernig, Rolf
5
Andrews, Donald W. K.
4
Cai, Zongwu
4
Chan, Ngai Hang
4
Choi, In
4
Grégoir, Stéphane
4
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
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Applied financial economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion papers of interdisciplinary research project 373
Econometric theory
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International economic review
Tourism economics : the business and finance of tourism and recreation
Working papers / Lancaster University Management School
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
CESifo working papers
49
Economics and finance working paper series
42
Journal of econometrics
39
Cowles Foundation Discussion Paper
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
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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
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Cambridge working papers in economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
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8
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8
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4
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Janeway Institute working paper series
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Journal of economics and finance : JEF
4
Journal of forecasting
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
Cowles Foundation paper
3
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3
Economics letters
3
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
138
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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
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:
6
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:
7
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:
8
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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