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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:"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:"Li, Degui"
~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:"Schätzung"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Capital income
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Heteroskedastizität
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Time series analysis
USA
Zeitreihenanalyse
173
Theorie
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90
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Andrews, Donald W. K.
Dalla, Violetta
Li, Degui
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
Taylor, Robert
11
Lieberman, Offer
9
Xiao, Zhijie
9
Yu, Jun
9
Saikkonen, Pentti
8
Sun, Yixiao
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Leybourne, Stephen James
7
Magdalinos, Tassos
7
Busetti, Fabio
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Perron, Pierre
6
Canova, Fabio
5
Chernozhukov, Victor
5
Giraitis, Liudas
5
Harris, David
5
Jong, Robert M. de
5
Koop, Gary
5
Li, Qi
5
Liao, Zhipeng
5
Smith, Richard J.
5
Timmermann, Allan
5
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University of Cambridge / Department of Applied Economics
3
Centre for Microdata Methods and Practice <London>
1
Forschungsinstitut zur Zukunft der Arbeit
1
University of Cambridge / Faculty of Economics
1
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CEMMAP working papers / Centre for Microdata Methods and Practice
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper series / IZA
Econometric theory
Econometrics papers
International economic review
Journal of applied econometrics
Quantitative economics : QE ; journal of the Econometric Society
The American journal of economics and sociology
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52
Cowles Foundation Discussion Paper
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
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16
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13
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11
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10
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8
CESifo Working Paper Series
6
The econometrics journal
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The review of economic studies
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion paper / Centre for Economic Policy Research
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Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of California San Diego
2
Econometrics : open access journal
2
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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