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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:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Discussion papers / Department of Economics, University of California San Diego"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrics papers"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~isPartOf:"The American journal of economics and sociology"
~person:"Andrews, Donald W. K."
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Onatski, Alexei"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Vogelsang, Timothy J."
~person:"Wang, Qiying"
~subject:"Autocorrelation"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Statistical test"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
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USA
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Andrews, Donald W. K.
Dalla, Violetta
Linton, Oliver
Onatski, Alexei
Pesaran, M. Hashem
Phillips, Peter C. B.
Vogelsang, Timothy J.
Wang, Qiying
Harvey, Andrew C.
23
Robinson, Peter M.
17
Chen, Xiaohong
16
Gao, Jiti
11
Hidalgo, Javier
11
Sun, Yixiao
11
Taylor, Robert
11
Lieberman, Offer
9
Xiao, Zhijie
9
Yu, Jun
9
Saikkonen, Pentti
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Leybourne, Stephen James
7
Magdalinos, Tassos
7
Politis, Dimitris N.
7
Busetti, Fabio
6
Johansen, Søren
6
Li, Degui
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Perron, Pierre
6
Canova, Fabio
5
Chernozhukov, Victor
5
Giraitis, Liudas
5
Harris, David
5
Jin, Sainan
5
Jong, Robert M. de
5
Koop, Gary
5
Li, Qi
5
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5
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Cambridge working papers in economics
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Econometric theory
Econometrics papers
International economic review
Journal of applied econometrics
Quantitative economics : QE ; journal of the Econometric Society
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32
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18
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9
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Celebrating Irving Fisher : the legacy of a great economist
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2
Discussion papers in economics
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Essays in honor of Joon Y. Park : econometric theory
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ECONIS (ZBW)
173
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
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