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~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~person:"Schmidt, Peter"
~person:"Yu, Jun"
~subject:"Autoregression"
~subject:"Heteroskedastizität"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
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Search: subject_exact:"Time series analysis"
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Autoregression
Heteroskedastizität
Nonlinear regression
Time series analysis
Zeitreihenanalyse
170
Theorie
86
Theory
86
Estimation theory
75
Schätztheorie
75
Einheitswurzeltest
39
Unit root test
39
Regression analysis
30
Regressionsanalyse
30
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Stochastic process
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Stochastischer Prozess
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Kointegration
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Modellierung
7
Nichtlineare Regression
7
Scientific modelling
7
Heteroscedasticity
5
Multivariate Analyse
5
Multivariate analysis
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5
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93
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22
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Linton, Oliver
Phillips, Peter C. B.
Schmidt, Peter
Yu, Jun
Chen, Xiaohong
28
Taylor, Robert
18
Xiao, Zhijie
16
Lieberman, Offer
14
Gao, Jiti
12
Sun, Yixiao
12
Magdalinos, Tassos
11
Robinson, Peter M.
11
Wang, Qiying
11
Koop, Gary
10
Leybourne, Stephen James
10
Hallin, Marc
9
Liao, Zhipeng
9
Park, Joon Y.
9
Andersen, Torben
8
Li, Jia
8
Swanson, Norman R.
8
Todorov, Viktor
8
Giraitis, Liudas
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Degui
7
Perron, Pierre
7
Su, Liangjun
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Bollerslev, Tim
6
Chen, Rong
6
Francq, Christian
6
Horváth, Lajos
6
Jin, Sainan
6
Li, Qi
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
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Centre for Microdata Methods and Practice <London>
1
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CEMMAP working papers / Centre for Microdata Methods and Practice
Cowles Foundation Discussion Paper
Cowles Foundation discussion paper
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
International economic review
Journal of econometrics
Econometric theory
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Cambridge working papers in economics
9
Economics letters
9
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8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper
7
The econometrics journal
5
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5
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Celebrating Irving Fisher : the legacy of a great economist
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Discussion paper series / LSE Financial Markets Group
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Discussion papers / Department of Economics, University of California San Diego
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Journal of empirical finance
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2
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Annals of economics and finance
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Applied quantitative finance : theory and computational tools
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CEA_372Cass working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrics papers
1
Economic research reports
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
Finance research letters
1
Handbook of financial time series
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ECONIS (ZBW)
170
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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
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:
4
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:
5
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:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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