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~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Celebrating Irving Fisher : the legacy of a great economist"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Gao, Jiti"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regression analysis"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
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Börsenkurs
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Dalla, Violetta
Gao, Jiti
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19
Chen, Xiaohong
14
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6
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CEMMAP working papers / Centre for Microdata Methods and Practice
Cambridge working papers in economics
Cambridge-INET working papers
Celebrating Irving Fisher : the legacy of a great economist
Cowles Foundation discussion paper
International economic review
The American journal of economics and sociology
Working paper / Department of Econometrics and Business Statistics, Monash University
55
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61
Limit theory for explosively cointegrated systems
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723140
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62
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
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63
Assessing forecast uncertainties in VECX* model for Switzerland : an exercise in forecast combination across models and observation windows
Assenmacher-Weschey, Katrin
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003541826
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64
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
65
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
(
contributor
);
Han, Chirok
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468431
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66
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
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67
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461413
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68
Log periodogram regression : the nonstationary case
Kim, Chang Sik
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461423
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69
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461553
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70
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
-
2005
Persistent link: https://www.econbiz.de/10003468425
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