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~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Cowles Foundation paper"
~isPartOf:"De Nederlandsche Bank Working Paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"The econometrics journal"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Palumbo, Dario"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Heteroscedasticity
Heteroskedastizität
Kointegration
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
140
Theorie
74
Theory
74
Estimation theory
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Schätztheorie
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Dalla, Violetta
Linton, Oliver
Moon, Hyungsik R.
Palumbo, Dario
Pesaran, M. Hashem
Phillips, Peter C. B.
Harvey, Andrew C.
20
Chen, Xiaohong
16
Xiao, Zhijie
8
Yu, Jun
8
Lieberman, Offer
7
Ploberger, Werner
7
Sun, Yixiao
7
Andrews, Donald W. K.
6
Gao, Jiti
6
Li, Degui
6
Perron, Pierre
6
Timmermann, Allan
6
Magdalinos, Tassos
5
Onatski, Alexei
5
Pick, Andreas
5
Wang, Qiying
5
Abadir, Karim Maher
4
Chen, Jia
4
Chernozhukov, Victor
4
Engle, Robert F.
4
Hong, Yongmiao
4
Jin, Sainan
4
Koenker, Roger
4
Koopman, Siem Jan
4
Liao, Zhipeng
4
Robinson, Peter M.
4
Sims, Christopher A.
4
Tauchen, George Eugene
4
Taylor, Robert
4
Vogelsang, Timothy J.
4
Wang, Weining
4
White, Halbert
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Bollerslev, Tim
3
Busetti, Fabio
3
Flaig, Gebhard
3
Härdle, Wolfgang
3
Li, Jia
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1
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CEMMAP working papers / Centre for Microdata Methods and Practice
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Cowles Foundation paper
De Nederlandsche Bank Working Paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International economic review
Janeway Institute working paper series
The American journal of economics and sociology
The econometrics journal
Journal of econometrics
45
Cowles Foundation Discussion Paper
31
Econometric theory
24
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
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Economics letters
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Celebrating Irving Fisher : the legacy of a great economist
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Discussion papers in economics
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
8
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
9
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
Saved in:
10
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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